# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001410368-26-020695
**Filing Date:** 2026-2
**Character Count:** 633717
**Document Hash:** a5728053d37e7b7d1d550294afe1d20b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020695.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001410368-26-020695

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 26698850

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### JPMorgan Global Active Allocation Portfolio (Series ID: S000036841)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000112668 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust I

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

- **a. Name of Series:** JPMorgan Global Active Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000036841

- **c. LEI of Series:** 549300H9SE43DFGCCB08

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1459243868.16

**Total Liabilities:** $34917130.29

**Net Assets:** $1424326737.87

**Amount of Assets Invested in Other Investment Companies:** $29430.06

**Cash Not Reported:** $20291098.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -704.73000000 | **1-Year:** -23815.44000000 | **5-Year:** -56605.24000000 | **10-Year:** -45339.61000000 | **30-Year:** -20413.61000000

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

- **3-Month:** 88.83000000 | **1-Year:** -8886.65000000 | **5-Year:** -20640.53000000 | **10-Year:** -2843.33000000 | **30-Year:** -72.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112668 | 1.37%                | 0.08%                | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6584160.49              | $7860086.07                                |
| Month 2  | $12851978.90             | $-15993736.36                              |
| Month 3  | $4265299.44              | $-132739.27                                |

**Designated Index Information**

- **Index Name:** 50% MSCI ACWI 30% Bloomberg US Aggregate 20% FTSE Global IG Convertibles

- **Index Identifier:** 50% MXWD, 30% LBUSTRUU, 20% UICBGIGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                          | ABN AMRO Bank NV                                                                | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $285916.78    | 0.02%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    345000 | PA      | $295332.97    | 0.02%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                         | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103020.54    | 0.01%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184079.28    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                              | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199970.33    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212392.99    | 0.01%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB Group PLC                                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $727522.35    | 0.05%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE GLOB FUNDING                                   | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164986.98    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Angi Inc                                                  | Angi Inc                                                                        | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      5806 | NS      | $75071.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     49414 | NS      | $1227443.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    428000 | PA      | $336662.60    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175401.27    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76960.78     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    839000 | PA      | $558473.81    | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390125.53    | 0.03%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197420.42    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258974.83    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     18224 | NS      | $4164001.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302430.60    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    456000 | PA      | $407054.93    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205888.73    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171265.35    | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96602.54     | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34950.22     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                     | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133104.30    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                     | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44359.44     | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    705000 | PA      | $683489.50    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151492.77    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                 | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55044.96     | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                 | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    133000 | PA      | $116150.78    | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                                   | Air Canada 2015-2 Class AA Pass Through Trust                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    325138 | PA      | $320563.84    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                                    | Air Canada 2017-1 Class A Pass Through Trust                                    | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    449120 | PA      | $429883.28    | 0.03%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                                    | Air Canada 2015-1 Class A Pass Through Trust                                    | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     65750 | PA      | $65006.19     | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                   | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $153130.86    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                   | Akamai Technologies Inc                                                         | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   6129000 | PA      | $6144322.50   | 0.43%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                   | Akamai Technologies Inc                                                         | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2970916.00   | 0.21%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                   | Akamai Technologies Inc                                                         | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3549760.50   | 0.25%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    111000 | PA      | $82789.55     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    405000 | PA      | $342432.91    | 0.02%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                  | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    115000 | PA      | $78130.32     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   5318000 | PA      | $8258854.00   | 0.58%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                       | Alliant Energy Corp                                                             | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2963241.60   | 0.21%             | 2028-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                       | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79854.24     | 0.01%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                               | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2027 | NS      | $806036.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     20572 | NS      | $6455493.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                              | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     19500 | NS      | $6103500.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285874.66    | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275067.35    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                              | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78477.33     | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    360000 | PA      | $318341.39    | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    274000 | PA      | $211867.51    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218334.38    | 0.02%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161275.86    | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     65254 | NS      | $15061928.28  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                            | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527856.67    | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112913.60    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                  | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180763.65    | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                               | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39049.76     | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     28593 | NS      | $615913.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                  | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233800 | PA      | $228586.49    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                                   | American Airlines 2016-1 Class A Pass Through Trust                             | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77196 | PA      | $76147.56     | 0.01%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                    | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109983 | PA      | $108912.40    | 0.01%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9143 | NS      | $3382452.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83093.58     | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84469.20     | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101769.64    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44434.73     | 0.00%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     54126 | NS      | $1244303.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                     | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     15744 | NS      | $505382.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER TRUST I                                    | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    160000 | PA      | $158410.43    | 0.01%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                       | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      8806 | NS      | $1546069.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    130000 | PA      | $116122.46    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    382000 | PA      | $393138.83    | 0.03%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    145000 | PA      | $145031.44    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                  | American Water Capital Corp                                                     | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   4456000 | PA      | $4437284.80   | 0.31%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                               | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      5405 | NS      | $1825538.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     94000 | PA      | $79526.76     | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25554.68     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127756.89    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                | AMETEK Inc                                                                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      3932 | NS      | $807278.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38501.63     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     47000 | PA      | $37043.98     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    221000 | PA      | $206109.31    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $253847.34    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158439.00    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    249000 | PA      | $243820.22    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152206.40    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                             | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85978.27     | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                        | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     10831 | NS      | $2937367.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Anchor Mortgage Trust                                     | Anchor Mortgage Trust 2025-RTL1                                                 | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $165873.30    | 0.01%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Andersen Group Inc                                        | Andersen Group Inc                                                              | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6043 | NS      | $156694.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                    | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $423979.22    | 0.03%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $385049.72    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                  | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13252.65     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                  | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167093.77    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                  | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435531.82    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                     | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230142.59    | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                 | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     75123 | NS      | $20422938.78  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80187.73     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                 | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    185000 | PA      | $114361.86    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                             | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1475 | NS      | $993884.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                    | Arizona Public Service Co                                                       | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43019.99     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     54285 | NS      | $1325695.01   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366148.11    | 0.03%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458397.67    | 0.03%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                           | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406339.99    | 0.03%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                              | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       393 | NS      | $1332859.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                 | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      1512 | NS      | $274140.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIATION CAPITAL GROUP                                    | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65997.04     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                 | Avnet Inc                                                                       | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    768000 | PA      | $756864.00    | 0.05%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $305093.08    | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $104974.70    | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     95000 | PA      | $92099.66     | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $93371.22     | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     43000 | PA      | $43504.18     | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    577000 | PA      | $586449.79    | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $338780.12    | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $261379.04    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $79128.37     | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $188776.99    | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    234000 | PA      | $262832.93    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                           | BAE Systems PLC                                                                 | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177399.73    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    151000 | PA      | $139095.19    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $116963.27    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    229000 | PA      | $185256.99    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     89000 | PA      | $94422.36     | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                          | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      7528 | NS      | $677745.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $316853.70    | 0.02%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265206.66    | 0.02%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $560335.17    | 0.04%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $210328.02    | 0.01%             | 2029-06-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                      | BWX Technologies Inc                                                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      2911 | NS      | $503137.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $262172.30    | 0.02%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BVRT Financing Trust                                      | BVRT 2025-1 LLC                                                                 | CUSIP: 05614UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296093 | PA      | $288311.19    | 0.02%             | 2033-05-10      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                           | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42029 | NS      | $1914000.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     66000 | PA      | $44596.33     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    106000 | PA      | $67802.48     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81723.34     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414559.68    | 0.03%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199930.43    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     91859 | NS      | $5052245.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                            | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8045 | NS      | $10072340.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1060992.11   | 0.07%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    202000 | PA      | $148940.41    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $954360.31    | 0.07%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100765.66    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84791.73     | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    898000 | PA      | $920995.86    | 0.06%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211057.02    | 0.01%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117785.50    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180662.00    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250223.49    | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    518000 | PA      | $539249.44    | 0.04%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123992.17    | 0.01%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    413000 | PA      | $419486.58    | 0.03%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196848.39    | 0.01%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                     | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    460000 | PA      | $477754.24    | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167805.72    | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $247319.98    | 0.02%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                         | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   2431000 | PA      | $2580919.77   | 0.18%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                  | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90624.53     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     20525 | NS      | $1637585.23   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                   | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     33502 | NS      | $982357.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                    | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    185000 | PA      | $142358.03    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                    | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      6140 | NS      | $3086271.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131956.70    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                           | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6722 | NS      | $449903.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    771000 | PA      | $708266.63    | 0.05%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257871.53    | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84114.41     | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                            | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3636 | NS      | $560453.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $246258.69    | 0.02%             | 2033-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $268959.70    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209946.95    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202221.32    | 0.01%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98147.20     | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     79000 | PA      | $54839.27     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79682.90     | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $229995.04    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78687.55     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154126.52    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71913.33     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $86355.03     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                      | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       355 | NS      | $1901142.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     24919 | NS      | $4589879.45   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                      | Boston Properties LP                                                            | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2592000 | PA      | $2502576.00   | 0.18%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                    | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57128.89     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                       | Brean Asset Backed Securities Trust 2025-RM11                                   | CUSIP: 10638GAA1<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |    199528 | PA      | $196771.68    | 0.01%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2024-3                            | CUSIP: 10805NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438000 | PA      | $443997.80    | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust             | Bridgecrest Lending Auto Securitization Trust 2025-2                            | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $335187.77    | 0.02%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     52125 | NS      | $2811622.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     74000 | PA      | $60462.27     | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129769.39    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     38000 | PA      | $27920.62     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     97000 | PA      | $70324.49     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44701.02     | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    487000 | PA      | $478269.91    | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 A PTT                                    | British Airways 2018-1 Class A Pass Through Trust                               | CUSIP: 11043HAA6<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    287575 | PA      | $278748.45    | 0.02%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                                   | British Airways 2019-1 Class AA Pass Through Trust                              | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     93302 | PA      | $88100.19     | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     80000 | PA      | $76812.15     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     70000 | PA      | $72174.34     | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    135000 | PA      | $135285.66    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                              | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     22536 | NS      | $7799709.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101771.10    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44122.68     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148045.28    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7538.94      | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    238000 | PA      | $217018.66    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    566000 | PA      | $523926.26    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    222000 | PA      | $219057.75    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74569.58     | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                    | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188198.03    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                     | Burlington Stores Inc                                                           | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      4322 | NS      | $1248409.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony American Finance Ltd                               | CAFL 2025-RRTL1 Issuer LP                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $352629.45    | 0.02%             | 2040-05-28      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                            | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      5268 | NS      | $847041.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                               | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3408 | NS      | $464169.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                         | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33130.10     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                         | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383665.99    | 0.03%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                           | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4115 | NS      | $1132571.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166133.02    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                           | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147610.88    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                             | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      9207 | NS      | $2514247.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                           | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115262.20    | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                           | CMS Energy Corp                                                                 | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3969984.00   | 0.28%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                   | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65107.75     | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CRH AMERICA FINANCE INC                                   | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115397.08    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                  | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65876.24     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $601678.68    | 0.04%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust                                                          | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111335 | PA      | $112260.84    | 0.01%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $203387.64    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152446.47    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS THRU TR 2009                                     | CVS Pass-Through Trust Series 2009                                              | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86672 | PA      | $94374.65     | 0.01%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                                  | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204950 | PA      | $190233.16    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71049.56     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                        | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    263000 | PA      | $252531.87    | 0.02%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                      | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    110000 | PA      | $109465.85    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                               | CAFL 2025-RRTL2 Issuer LP                                                       | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $165457.69    | 0.01%             | 2040-11-28      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                    | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    288000 | PA      | $292989.08    | 0.02%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    808000 | PA      | $901142.48    | 0.06%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                           | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    163000 | PA      | $138902.02    | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $92877.10     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    236000 | PA      | $204195.59    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                  | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    258000 | PA      | $227082.68    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      8481 | NS      | $2055455.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94520.81     | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                       | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124999.45    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Carlisle Cos Inc                                          | Carlisle Cos Inc                                                                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1022 | NS      | $326896.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Automotive LP                                     | Cars Net Lease Mortgage Notes Series 2020-1                                     | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126750 | PA      | $122255.80    | 0.01%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |      1464 | NS      | $617837.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2023-N1                                          | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $442220.94    | 0.03%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Casey's General Stores Inc                                | Casey's General Stores Inc                                                      | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       850 | NS      | $469803.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                    | CenterPoint Energy Inc                                                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $4020799.50   | 0.28%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $217178.41    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $101411.95    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $83085.01     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $103136.89    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $72842.78     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289296.54    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    488000 | PA      | $489026.01    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    163000 | PA      | $150128.59    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93970.61     | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40895.13     | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                       | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    391000 | PA      | $390337.44    | 0.03%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122170.13    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                  | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134768.24    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                              | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7125 | NS      | $1085921.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                    | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64216.00     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     14658 | NS      | $542346.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                | Ciena Corp                                                                      | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      3022 | NS      | $706755.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                         | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      7492 | NS      | $577108.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    667000 | PA      | $660953.46    | 0.05%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217806.43    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    578000 | PA      | $517828.77    | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    203000 | PA      | $210959.50    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    329000 | PA      | $339188.47    | 0.02%             | 2029-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295199.41    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612830.79    | 0.04%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    319000 | PA      | $319987.23    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454206.29    | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102811.12    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192792.33    | 0.01%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    289000 | PA      | $295632.50    | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                             | Citigroup Inc                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207821.02    | 0.01%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                             | DREYFUS TREASURY & AGENCY LEX                                                   | CUSIP: 261908107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MS GOVT US LEX                                            | MS GOVT US LEX                                                                  | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGXX FID INST GOVT LEX                                   | FIGXX FID INST GOVT LEX                                                         | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3000000 | NS      | $3000000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                  | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59676.03     | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                            | Cloudflare Inc                                                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1389 | NS      | $273841.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INST US GOVT FUND                            | STATE STREET INST US GOVT FUND                                                  | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                          | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     43698 | NS      | $3054927.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                  | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146124.91    | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $139256.66    | 0.01%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $58978.82     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224979.96    | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $66644.95     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $261191.63    | 0.02%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $209245.00    | 0.01%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINES OPCO                                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $157612.39    | 0.01%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                                    | Columbia Sportswear Co                                                          | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      6730 | NS      | $370755.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                   | Comfort Systems USA Inc                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       675 | NS      | $629970.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $136138.10    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $629822.50    | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    769000 | PA      | $432081.81    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    194000 | PA      | $191277.92    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65142.87     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48546.30     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119199.31    | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                    | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55544.65     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                            | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     12781 | NS      | $1196429.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    231000 | PA      | $222552.65    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                    | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62175.84     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25968.57     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $196105.06    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                       | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    147000 | PA      | $121396.16    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44336.25     | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                                        | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92490.79     | 0.01%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                               | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $624733.66    | 0.04%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                               | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $215312.00    | 0.02%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                | Corpay Inc                                                                      | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      2284 | NS      | $687324.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                                      | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    132000 | PA      | $120402.14    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                      | COPT Defense Properties LP                                                      | CUSIP: 22003BAQ9<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1207000 | PA      | $1349132.84   | 0.09%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc                              | Citigroup Global Markets Inc                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                                 | Royal Bank Canada Toronto                                                       | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                     | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $77612.65     | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2025-2                                        | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181577.61    | 0.01%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                              | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $213904.53    | 0.02%             | 2034-09-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2022-3                                        | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279448 | PA      | $280486.19    | 0.02%             | 2033-02-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                         | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517612.25    | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199027.23    | 0.01%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $198235.92    | 0.01%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    633000 | PA      | $639893.50    | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    106000 | PA      | $110130.02    | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                  | Crowdstrike Holdings Inc                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      1347 | NS      | $631419.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    560000 | PA      | $581085.18    | 0.04%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto                          | The Bank Of Nova Scotia, Toronto                                                | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                      | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $69622.07     | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $397234.08    | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                             | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    341000 | PA      | $340373.53    | 0.02%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $365122.25    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96595.22     | 0.01%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                       | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAE8<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    472969 | PA      | $474868.02    | 0.03%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DTE ELECT SECUR FND II                                    | DTE Electric Securitization Funding II LLC                                      | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $270091.76    | 0.02%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                              | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9305 | NS      | $2130100.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $207800.20    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $201664.61    | 0.01%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                    | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1793 | NS      | $329947.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                        | Grupo Financiero Banorte SAB de CV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    117044 | NS      | $1084415.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       663 | NS      | $308672.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190276.15    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                  | Delta Air Lines 2015-1 Class AA Pass Through Trust                              | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73294 | PA      | $72445.29     | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL, LONDON                                  | BANK OF MONTREAL, LONDON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000025 | PA      | $1000024.90   | 0.07%             | 2026-05-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| IONIC SER III CL A                                        | IONIC SER III CL A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    999456 | PA      | $999456.00    | 0.07%             | 2026-01-05      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                             | Jefferies LLC                                                                   | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    500000 | PA      | $500000.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                   | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Secured LLC                                            | CF Secured LLC                                                                  | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   2300727 | PA      | $2300727.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International Inc                       | Nomura Securities International Inc                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Of Nova Scotia NY Agency                             | Bank Of Nova Scotia NY Agency                                                   | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                   | TD Securities (USA) LLC                                                         | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                          | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |     81331 | PA      | $81331.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | HSBC Bank PLC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $247200.44    | 0.02%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $159943.81    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $537897.32    | 0.04%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    660000 | PA      | $666672.36    | 0.05%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149489.24    | 0.01%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $158172.98    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                  | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22972.41     | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    187000 | PA      | $176721.95    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIGITAL REALTY TRUST LP                                   | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   3184000 | PA      | $3228576.00   | 0.23%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                        | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     63812 | NS      | $7259891.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     29156 | NS      | $1708250.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135474.06    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62295.40     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    190000 | PA      | $144239.69    | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83154.23     | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    293000 | PA      | $294351.56    | 0.02%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                              | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      4733 | NS      | $1071929.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      6011 | NS      | $1173587.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                                       | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62536.55     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                     | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    331000 | PA      | $331692.77    | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                     | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15215.49     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| EIDP INC                                                  | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251374.02    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3953000 | PA      | $4071590.00   | 0.29%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217524.25    | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    159000 | PA      | $154493.16    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                     | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    303000 | PA      | $254152.31    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100657.18    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319570.01    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7891.15      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     77000 | PA      | $59985.59     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109201.33    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                   | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159492.90    | 0.01%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194149.22    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DUQUESNE LIGHT HOLDINGS                                   | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    319000 | PA      | $314568.46    | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $149128.74    | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198290.64    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                         | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     15058 | NS      | $1581240.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                         | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185719.74    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $102249.57    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130306.67    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124173.71    | 0.01%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98997.21     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    322000 | PA      | $324113.46    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                        | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41337.36     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                  | EastGroup Properties Inc                                                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1562 | NS      | $278254.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP                                                | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173138.78    | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141967.60    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    249000 | PA      | $219804.10    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                       | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     39000 | PA      | $35973.94     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $158198.02    | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                  | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51100.74     | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                       | Emerson Electric Co                                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     15749 | NS      | $2090207.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                       | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $248372.59    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EMERA US FINANCE LP                                       | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $106633.65    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38670.11     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                              | Enbridge Inc                                                                    | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $254667.38    | 0.02%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78294.30     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52120.80     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118348.31    | 0.01%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117620.20    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    348000 | PA      | $346848.52    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $409281.18    | 0.03%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $230738.66    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | Enel Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199644.33    | 0.01%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2272 | NS      | $210000.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    298000 | PA      | $312886.11    | 0.02%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199875.07    | 0.01%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138968.96    | 0.01%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                     | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148991.36    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                         | Entergy Texas Inc                                                               | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9466.34      | 0.00%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                         | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34942.35     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                   | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284574.71    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                            | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAC6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    178000 | PA      | $179839.90    | 0.01%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101794.07    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    354000 | PA      | $366493.44    | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    110000 | PA      | $110331.51    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                                          | EPAM Systems Inc                                                                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2898 | NS      | $593742.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                     | Envista Holdings Corp                                                           | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1290477.50   | 0.09%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                               | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       862 | NS      | $660429.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                  | Equitable America Global Funding                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    402000 | PA      | $399951.50    | 0.03%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WEG SA                                                    | WEG SA                                                                          | CUSIP: 000000000<br>LEI: 254900NKQV127YFRO022 | Long             | EC               | CORP              | BR        |    140409 | NS      | $1257613.72   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    120000 | PA      | $106982.71    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                        | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    170000 | PA      | $161393.33    | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                     | Euronet Worldwide Inc                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2362668.13   | 0.17%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| EVERGY INC                                                | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   3831000 | PA      | $4662327.00   | 0.33%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122317.73    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42126.23     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472776 | PA      | $476421.59    | 0.03%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-5                                      | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201348.42    | 0.01%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2022-3                                      | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609344 | PA      | $615837.16    | 0.04%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                  | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36462.31     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                         | Expedia Group Inc                                                               | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      8098 | NS      | $2294244.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    200000 | PA      | $208160.90    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    311000 | PA      | $307937.12    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    201000 | PA      | $213114.15    | 0.01%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                    | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     60000 | PA      | $60649.24     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                          | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     49646 | NS      | $5974399.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                     | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497296.20    | 0.03%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                     | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $386161.92    | 0.03%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                     | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $348706.98    | 0.02%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                     | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401166.88    | 0.03%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                        | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     17478 | NS      | $11537053.02  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    304000 | PA      | $247397.30    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38286.40     | 0.00%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54742.97     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    493000 | PA      | $458645.46    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74207.58     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286450.59    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161286.26    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409450.60    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                        | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287931.29    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| FREMF Mortgage Trust                                      | FREMF 2019-K102 Mortgage Trust                                                  | CUSIP: 30312WAE9<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $482152.35    | 0.03%             | 2051-12-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                        | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79011.45     | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143191 | PA      | $142219.54    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132VLHS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76104 | PA      | $76764.38     | 0.01%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3132XHSM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732241 | PA      | $693995.85    | 0.05%             | 2034-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125244 | PA      | $120898.19    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 31339U3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    592463 | PA      | $505982.03    | 0.04%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac Pool                                                                | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325838 | PA      | $288406.99    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136A5UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119226 | PA      | $115799.37    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136ADQL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138123 | PA      | $131744.42    | 0.01%             | 2042-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AG4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39921 | PA      | $39830.58     | 0.00%             | 2043-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136AVEY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78220 | PA      | $76816.64     | 0.01%             | 2046-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358903 | PA      | $330587.07    | 0.02%             | 2049-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BBTB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95233 | PA      | $91187.04     | 0.01%             | 2028-09-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BBTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818549 | PA      | $90764.85     | 0.01%             | 2030-07-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64342 | PA      | $62024.47     | 0.00%             | 2030-10-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1086527 | PA      | $36788.61     | 0.00%             | 2030-10-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6280516 | PA      | $384459.88    | 0.03%             | 2033-11-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $866713.00    | 0.06%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966000 | PA      | $878661.14    | 0.06%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                            | Fannie Mae-Aces                                                                 | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $777243.44    | 0.05%             | 2032-08-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                      | Federal Realty OP LP                                                            | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   1359000 | PA      | $1371910.50   | 0.10%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AGRW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756679 | PA      | $738621.24    | 0.05%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137AVPG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20166 | PA      | $18364.94     | 0.00%             | 2042-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 3137FMWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197832 | PA      | $178442.26    | 0.01%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.          | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HA4L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $495130.83    | 0.03%             | 2031-01-25      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138ERCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211450 | PA      | $215666.28    | 0.02%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138L9Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448362 | PA      | $414278.03    | 0.03%             | 2035-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342876 | PA      | $316098.54    | 0.02%             | 2031-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3138LMCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430679 | PA      | $418855.10    | 0.03%             | 2030-01-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W19                                                       | CUSIP: 31393UA60<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    149298 | PA      | $150358.93    | 0.01%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31393UVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59763 | PA      | $62948.09     | 0.00%             | 2034-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31396QLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $255570.08    | 0.02%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31397FSG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108643 | PA      | $113628.73    | 0.01%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31397M2L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $22311.27     | 0.00%             | 2037-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                               | CUSIP: 31398RAT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65000 | PA      | $65115.24     | 0.00%             | 2040-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                              | CUSIP: 31398WGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117000 | PA      | $120260.36    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140F7LG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312780 | PA      | $303259.50    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462051 | PA      | $451195.78    | 0.03%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460774 | PA      | $436069.55    | 0.03%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289926 | PA      | $263433.42    | 0.02%             | 2061-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323150 | PA      | $266084.25    | 0.02%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1656060 | PA      | $1363607.63   | 0.10%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701030 | PA      | $636989.14    | 0.04%             | 2061-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532957 | PA      | $488398.08    | 0.03%             | 2062-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728447 | PA      | $686209.13    | 0.05%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487485 | PA      | $401396.75    | 0.03%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491240 | PA      | $446364.58    | 0.03%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140FXWT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419764 | PA      | $409762.67    | 0.03%             | 2062-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140H4Q98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176304 | PA      | $170401.80    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140H4SF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246638 | PA      | $238331.08    | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HHSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5971 | PA      | $5921.12      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HJVL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40878 | PA      | $40562.47     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154028 | PA      | $156516.96    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HLYC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68711 | PA      | $68136.45     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HM3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39913 | PA      | $40533.29     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88636 | PA      | $87551.75     | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HPA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107726 | PA      | $108407.35    | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140HPHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111711 | PA      | $114878.94    | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140J2WF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $440512.84    | 0.03%             | 2031-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140J7XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236790 | PA      | $229304.45    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JAA81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205119 | PA      | $208536.51    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579802 | PA      | $507268.87    | 0.04%             | 2061-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JGGU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80397 | PA      | $77642.96     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140JMQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157593 | PA      | $157095.72    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $630870.48    | 0.04%             | 2033-09-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LDRU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498342 | PA      | $418855.78    | 0.03%             | 2033-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LEAN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $791255.76    | 0.06%             | 2031-11-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LEUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432604 | PA      | $371704.95    | 0.03%             | 2033-12-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LFN67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917462 | PA      | $814458.09    | 0.06%             | 2033-08-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LFVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498686 | PA      | $453841.94    | 0.03%             | 2032-03-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LGH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364000 | PA      | $338194.59    | 0.02%             | 2037-06-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LGHV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940031 | PA      | $903808.28    | 0.06%             | 2032-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LGRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $284666.67    | 0.02%             | 2032-09-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LHAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613000 | PA      | $589813.30    | 0.04%             | 2032-09-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LHBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720672 | PA      | $697252.73    | 0.05%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LHKP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $569395.31    | 0.04%             | 2032-11-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LHSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790000 | PA      | $765459.10    | 0.05%             | 2032-10-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LKM59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $816995.72    | 0.06%             | 2029-10-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140LKR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536528 | PA      | $552584.35    | 0.04%             | 2030-12-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140MDJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211782 | PA      | $187453.87    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316220 | PA      | $279894.46    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QMQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517113 | PA      | $442532.97    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140QRRS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418740 | PA      | $419255.51    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140W0K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285086 | PA      | $286717.19    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427017 | PA      | $361201.76    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 3140XHEX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388608 | PA      | $370870.07    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31416MV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59784 | PA      | $59725.85     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae Pool                                                                 | CUSIP: 31419AXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79041 | PA      | $79529.55     | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3716 | NS      | $1073403.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                | FedEx Corp                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     89000 | PA      | $66831.63     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     21167 | NS      | $1406758.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      8340 | NS      | $390395.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117306.63    | 0.01%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| Figma Inc                                                 | Figma Inc                                                                       | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |      1780 | NS      | $66518.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                                | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       639 | NS      | $1371409.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                  | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      7467 | NS      | $1373813.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47291.52     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                  | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    166000 | PA      | $141005.00    | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                            | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496000 | PA      | $494913.36    | 0.03%             | 2038-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47076.83     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29768.07     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                          | FirstEnergy Corp                                                                | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4096000 | PA      | $4407296.00   | 0.31%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                      | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |      8574 | NS      | $866574.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD FOUNDATION/THE                                       | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $31006.84     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                        | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    383000 | PA      | $337487.30    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    214000 | PA      | $229302.96    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413806.72    | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                            | Fortune Brands Innovations Inc                                                  | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4219 | NS      | $211034.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    555000 | PA      | $588517.18    | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                        | Freddie Mac Multifamily Structured Credit Risk                                  | CUSIP: 35563HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549629 | PA      | $562205.99    | 0.04%             | 2052-05-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                   | CUSIP: 35563P7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302737 | PA      | $263997.76    | 0.02%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                          | CUSIP: 35563PDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308407 | PA      | $288132.18    | 0.02%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                          | CUSIP: 35563PDD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680999 | PA      | $622516.10    | 0.04%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1                   | CUSIP: 35563PEL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306082 | PA      | $286407.93    | 0.02%             | 2057-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                   | CUSIP: 35563PHF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402220 | PA      | $394015.88    | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                   | CUSIP: 35563PJE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332058 | PA      | $297801.40    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1                   | CUSIP: 35563PK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686283 | PA      | $579543.18    | 0.04%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                        | Seasoned Credit Risk Transfer Trust Series 2025-2                               | CUSIP: 35563VAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214494 | PA      | $183736.94    | 0.01%             | 2065-06-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | USD-SOFR-COMPOUND---20350910                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  65000000 | OU      | $568309.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                      | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164566.99    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | CCPOIS--USD-SOFR-OIS COMPOUND-20351214                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 100500000 | OU      | $864716.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | USD-SOFR-COMPOUND---20360229                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 124000000 | OU      | $-1254217.61  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | OTC.USD.IRS.126M_6025609CD                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | FR        | 115000000 | OU      | $-36709.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                    | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202034.55    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $437587.19    | 0.03%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351412 | PA      | $303280.83    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96868 | PA      | $83599.89     | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617ALMQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47662 | PA      | $46331.57     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617BFS45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61689 | PA      | $61731.87     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617FG4Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616379 | PA      | $616812.91    | 0.04%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617FGLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501912 | PA      | $502265.60    | 0.04%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617HNPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240042 | PA      | $245626.96    | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617HX4B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396972 | PA      | $378667.49    | 0.03%             | 2048-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617HXVV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499045 | PA      | $505808.24    | 0.04%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617HXWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204453 | PA      | $200343.70    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617J76E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204669 | PA      | $207141.69    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617JLSS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279486 | PA      | $287065.85    | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617K1XV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169400 | PA      | $165559.80    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617K1Y72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181931 | PA      | $173520.64    | 0.01%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617K1YJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158665 | PA      | $155207.48    | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617K1YK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20914 | PA      | $20929.65     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617LCEY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72949 | PA      | $73210.79     | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617XLGU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430755 | PA      | $397612.29    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617Y24W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303064 | PA      | $282720.97    | 0.02%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617Y9AW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411023 | PA      | $373371.78    | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3617YMMB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696168 | PA      | $624488.32    | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3618AWYK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    590727 | PA      | $602679.59    | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 3618AXCK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423634 | PA      | $437328.96    | 0.03%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36196RU71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652457 | PA      | $640856.14    | 0.04%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae II Pool                                                              | CUSIP: 36196RUE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503610 | PA      | $485238.25    | 0.03%             | 2047-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp Trust 2021-RPL1                              | CUSIP: 36261WAA5<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    387407 | PA      | $363968.41    | 0.03%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2022-1                                        | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258591 | PA      | $258464.46    | 0.02%             | 2028-01-18      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Ginnie Mae I Pool                                                               | CUSIP: 36296Q2B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161513 | PA      | $160768.35    | 0.01%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                   | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3758 | NS      | $972532.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| General Dynamics Corp                                     | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2642 | NS      | $889455.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                         | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73758.55     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    169000 | PA      | $179145.74    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176871.44    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301917.85    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84303.18     | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                               | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      7215 | NS      | $167893.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                       | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5110 | NS      | $627201.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88772.46     | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    201000 | PA      | $216313.90    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83583.34     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82213.42     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                      | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    362000 | PA      | $377951.77    | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238385.26    | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    283000 | PA      | $253630.77    | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $4789980.00   | 0.34%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    765000 | PA      | $765852.99    | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110051.53    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                       | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298179.65    | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                               | GoDaddy Inc                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      3156 | NS      | $391596.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      1569 | NS      | $1379151.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1535584.18   | 0.11%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    693000 | PA      | $712028.31    | 0.05%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    232000 | PA      | $235165.37    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314957.00    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     91000 | PA      | $94446.74     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    829000 | PA      | $856230.52    | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289308.82    | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511251.48    | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129343.11    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358244.62    | 0.03%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    322000 | PA      | $289540.74    | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                 | GoodLeap Home Improvement Solutions Trust 2025-3                                | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249485 | PA      | $250102.77    | 0.02%             | 2049-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN THREE                                      | Goodman US Finance Three LLC                                                    | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    110000 | PA      | $108863.97    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38374GSA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29235 | PA      | $29332.30     | 0.00%             | 2034-04-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38375JHQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54381 | PA      | $54577.65     | 0.00%             | 2037-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38375KLE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52408 | PA      | $52575.16     | 0.00%             | 2037-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38376JJB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $203727.82    | 0.01%             | 2039-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38379WG71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14542 | PA      | $12404.32     | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38381RPZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288763 | PA      | $275011.09    | 0.02%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38381TVD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253938 | PA      | $238278.80    | 0.02%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                        | CUSIP: 38383X3Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696772 | PA      | $687881.22    | 0.05%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                              | Graphic Packaging Holding Co                                                    | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14138 | NS      | $212918.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                   | Guardian Life Global Funding                                                    | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271890.90    | 0.02%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    614000 | PA      | $639848.13    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27113.17     | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29280.44     | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46549.67     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344163.51    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89154.59     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385565.23    | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77671.06     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85607.68     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126840.80    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39453.04     | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85763.94     | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494772.32    | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44455.37     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HCA Healthcare Inc                                        | HCA Healthcare Inc                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1166 | NS      | $544358.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                         | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    118000 | PA      | $114691.11    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC Bank Ltd                                                                   | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |     23452 | NS      | $856936.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $315231.16    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $234258.64    | 0.02%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $650021.14    | 0.05%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1287845.98   | 0.09%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $265817.17    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      6044 | NS      | $4556572.56   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                   | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63661.86     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      7907 | NS      | $1309499.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26666.13     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                          | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21486.71     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                  | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $170381.10    | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1181000 | PA      | $1501287.20   | 0.11%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                      | Hayward Holdings Inc                                                            | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25773 | NS      | $398192.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                         | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     80000 | PA      | $81708.60     | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                 | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     89000 | PA      | $96044.53     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                 | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    329000 | PA      | $339930.25    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                             | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     45040 | NS      | $1081860.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust                              | Hilton Grand Vacations Trust 2025-3EXT                                          | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215706.21    | 0.02%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                             | Hilton Worldwide Holdings Inc                                                   | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      1207 | NS      | $346710.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                            | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    329000 | PA      | $268661.58    | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                   | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85058.65     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                 | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     18042 | NS      | $319884.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     14036 | NS      | $2877660.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| H World Group Ltd                                         | H World Group Ltd                                                               | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |     15274 | NS      | $718641.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HubSpot Inc                                               | HubSpot Inc                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1172 | NS      | $470323.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                | Humana Inc                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      3476 | NS      | $890307.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3721 | NS      | $723139.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    154000 | PA      | $161515.79    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208918.53    | 0.01%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51447.60     | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                        | Kingspan Group PLC                                                              | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      9382 | NS      | $810700.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |     11996 | NS      | $1559277.18   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                   | ITT Inc                                                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      5083 | NS      | $881951.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $580104.46    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                   | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $460072.17    | 0.03%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                               | Infosys Ltd                                                                     | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |    136995 | NS      | $2441250.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ING GROEP NV                                              | ING Groep NV                                                                    | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $356599.62    | 0.03%             | 2029-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                | Insmed Inc                                                                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      6910 | NS      | $1202616.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166203.41    | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24905.77     | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35136.30     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $33821.27     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Interactive Brokers Group Inc                             | Interactive Brokers Group Inc                                                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      8328 | NS      | $535573.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                             | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1834 | NS      | $297034.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                  | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81207.19     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                    | International Paper Co                                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      7451 | NS      | $293494.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    435000 | PA      | $370064.39    | 0.03%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $285508.90    | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2214 | NS      | $1466597.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                    | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1748 | NS      | $989997.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                        | IQVIA Holdings Inc                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      2263 | NS      | $510102.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF         | iShares J.P. Morgan USD Emerging Markets Bond ETF                               | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |    257335 | NS      | $24776213.80  | 1.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Itau Unibanco Holding SA                                  | Itau Unibanco Holding SA                                                        | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    185503 | NS      | $1328201.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    790000 | PA      | $745674.87    | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296630.16    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                         | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    173000 | PA      | $180303.48    | 0.01%             | 2034-05-09      | Fixed         | 5.65%                 | 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: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     85000 | PA      | $80717.08     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | 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: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    289000 | PA      | $259421.66    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | 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: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     85000 | PA      | $66072.75     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Jabil Inc                                                 | Jabil Inc                                                                       | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      2741 | NS      | $625002.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Pernod Ricard SA                                          | Pernod Ricard SA                                                                | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      4811 | NS      | $411864.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                         | Japan Tobacco Inc                                                               | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $218566.00    | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $134590.54    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                     | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76244.29     | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $386139.93    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169265.01    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | 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: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     75000 | PA      | $82860.02     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                                | JD.com Inc                                                                      | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   5951000 | PA      | $5948024.50   | 0.42%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108155.43    | 0.01%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25280.80     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Sberbank of Russia PJSC                                   | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      2160 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Johnson & Johnson                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     34145 | NS      | $7066307.75   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                              | KBC Group NV                                                                    | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $398975.74    | 0.03%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                  | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69420.16     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2467 | NS      | $603621.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                                | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68929.46     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     17232 | NS      | $482668.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     82000 | PA      | $55010.75     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    256000 | PA      | $255866.39    | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87296.18     | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                               | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    339000 | PA      | $332665.64    | 0.02%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117474.15    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155776.34    | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                         | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     23489 | NS      | $645712.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                         | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93059.71     | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                 | Kinsale Capital Group Inc                                                       | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       856 | NS      | $334798.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                        | Kontoor Brands Inc                                                              | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      7857 | NS      | $479984.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    255000 | PA      | $210660.51    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54796.27     | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145009.09    | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140429.46    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30165.73     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28569.03     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    196000 | PA      | $186964.25    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                      | Lhome Mortgage Trust 2025-Rtl2                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $166218.05    | 0.01%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104154.49    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83233.04     | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                      | Labcorp Holdings Inc                                                            | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3779 | NS      | $948075.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      4435 | NS      | $2034193.64   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    497000 | PA      | $496384.63    | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95361.96     | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149775.48    | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                       | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |     11484 | NS      | $1381636.04   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      4200 | NS      | $2773588.93   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                            | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1262 | NS      | $1356246.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                            | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60456.69     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197873.95    | 0.01%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                      | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151330.26    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                | Loews Corp                                                                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     10297 | NS      | $1084377.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     15442 | NS      | $3723992.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    475000 | PA      | $341448.91    | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116341.21    | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     94749 | NS      | $2216192.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                                 | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |      2384 | NS      | $841222.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                             | M&T Bank Corp                                                                   | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      8462 | NS      | $1704923.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    324000 | PA      | $344176.02    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33524.57     | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154455.14    | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122168.30    | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| SEKISUI HOUSE US                                          | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91444.81     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                      | MGIC Investment Corp                                                            | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     27503 | NS      | $803637.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66312.42     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70447.22     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168793.13    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377789.90    | 0.03%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MRCD Mortgage Trust                                       | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $840000.00    | 0.06%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                       | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $310800.00    | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45617.39     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                  | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $65981.40     | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                   | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45301.61     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |    225717 | NS      | $2648753.59   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144304.19    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483079.93    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    248000 | PA      | $249987.73    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149419.23    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2337 | NS      | $433560.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                             | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      7404 | NS      | $2297016.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163789.30    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220786.23    | 0.02%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     18190 | NS      | $5108407.60   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                             | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       912 | NS      | $567865.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $398258.74    | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $381660.94    | 0.03%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $176414.82    | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25326.64     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $356488.73    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                            | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11641 | NS      | $6645614.08   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     14843 | NS      | $4536466.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33346.31     | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226811.88    | 0.02%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     45701 | NS      | $1482419.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON CAPITAL IV                                         | Mellon Capital IV                                                               | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $57791.10     | 0.00%             | 2026-01-30      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                          | MercadoLibre Inc                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1124 | NS      | $2264028.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                                  | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     71119 | NS      | $3151201.67   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                            | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6952 | NS      | $731767.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41351.06     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                            | Merck & Co Inc                                                                  | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115246.33    | 0.01%             | 2029-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                       | Meritage Homes Corp                                                             | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1677843.87   | 0.12%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                          | Mettler-Toledo International Inc                                                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       227 | NS      | $316481.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                            | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     41798 | NS      | $20214348.76  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                            | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48843.93     | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                     | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202091.79    | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                     | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165369.69    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                     | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      5805 | NS      | $806372.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                    | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    105000 | PA      | $104860.22    | 0.01%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    374620 | NS      | $1752530.44   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                         | Middleby Corp/The                                                               | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      3132 | NS      | $465634.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYMICHIGAN HEALTH                                         | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $27737.78     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                          | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     59000 | NS      | $1247897.73   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp                                | Realtek Semiconductor Corp                                                      | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     57000 | NS      | $887091.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206121.44    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $271453.89    | 0.02%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189990.39    | 0.01%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205452.43    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| Mohawk Industries Inc                                     | Mohawk Industries Inc                                                           | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      4541 | NS      | $496331.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE                                     | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     56000 | PA      | $44958.82     | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    548440 | NS      | $1779109.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                      | Monongahela Power Co                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $262090.67    | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Bidvest Group Ltd                                         | Bidvest Group Ltd                                                               | CUSIP: 000000000<br>LEI: 5299002ARE4TRMIRGM72 | Long             | EC               | CORP              | ZA        |     22588 | NS      | $323764.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kotak Mahindra Bank Ltd                                   | Kotak Mahindra Bank Ltd                                                         | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |     76768 | NS      | $1881774.43   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc                                       | Quanta Computer Inc                                                             | CUSIP: 000000000<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |     72000 | NS      | $623279.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                    | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509975.47    | 0.04%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     12588 | NS      | $2234747.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $386430.30    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    778000 | PA      | $684105.81    | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    338000 | PA      | $303138.32    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230763.52    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291711.20    | 0.02%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    219000 | PA      | $224537.65    | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66911.11     | 0.00%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    364000 | PA      | $368403.52    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204152.24    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288816.42    | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205323.74    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                            | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $246795.73    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    147270 | NS      | $6445178.52   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288903.80    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                                   | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300785.39    | 0.02%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                             | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |     10806 | NS      | $1058963.92   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc                                     | Delta Electronics Inc                                                           | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     70867 | NS      | $2156305.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                        | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     58700 | NS      | $3067072.99   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                            | Murphy USA Inc                                                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1044 | NS      | $421274.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2025-1 LLC                                                                  | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198502 | PA      | $201554.31    | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                           | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310583 | PA      | $319089.75    | 0.02%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                           | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228871.92    | 0.02%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    348000 | PA      | $346463.68    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    128000 | PA      | $141489.79    | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150190.05    | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224761.68    | 0.02%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                    | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $203166.15    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                     | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     90000 | PA      | $61562.73     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205206.71    | 0.01%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                | Natera Inc                                                                      | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      3231 | NS      | $740189.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    351800 | NS      | $5586690.16   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                               | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | EC               | CORP              | KR        |      1660 | NS      | $381377.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    155000 | PA      | $100220.91    | 0.01%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    105000 | PA      | $73939.14     | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     50000 | PA      | $31191.82     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                              | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $104446.85    | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                   | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197191.59    | 0.01%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| NATIONWIDE MUTUAL INSURA                                  | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172228.17    | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225028.20    | 0.02%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                             | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207491.90    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                       | NatWest Markets PLC                                                             | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $260276.07    | 0.02%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                               | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     17660 | NS      | $1655801.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      5276 | NS      | $748295.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVADA POWER CO                                           | Nevada Power Co                                                                 | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434835.35    | 0.03%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                               | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     72400 | NS      | $2246111.91   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                                 | Capitec Bank Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      7741 | NS      | $1943906.22   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                 | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      9500 | NS      | $1438956.29   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SK hynix Inc                                              | SK hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     10655 | NS      | $4824854.59   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                  | IHI Corp                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     63000 | NS      | $1110823.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                               | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |    152500 | NS      | $1924952.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                  | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     40900 | NS      | $1636649.49   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp                                                  | Kia Corp                                                                        | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |     16838 | NS      | $1418375.77   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                              | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      6900 | NS      | $2499902.81   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                   | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    137000 | PA      | $106723.20    | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                   | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    107000 | PA      | $79307.20     | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                                  | New York Life Global Funding                                                    | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    111000 | PA      | $97007.49     | 0.01%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                 | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     30900 | NS      | $1147189.03   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                    | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94793 | PA      | $93227.44     | 0.01%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                   | Nexstar Media Group Inc                                                         | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2492 | NS      | $506000.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                        | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     40403 | NS      | $3243552.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                        | NextEra Energy Inc                                                              | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     77143 | NS      | $3760721.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $133448.19    | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    217000 | PA      | $223997.60    | 0.02%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313407.84    | 0.02%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| NIAGARA MOHAWK POWER                                      | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45584.53     | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                  | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3578 | NS      | $227954.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                              | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124896.24    | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                     | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86358.43     | 0.01%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                     | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    116000 | PA      | $76195.69     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                     | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $179043.11    | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                     | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |    134800 | NS      | $1533673.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                           | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |     20800 | NS      | $1405026.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                   | Northern Natural Gas Co                                                         | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35235.27     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                   | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     81000 | PA      | $54153.97     | 0.00%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     53400 | NS      | $1115451.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                  | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244418.95    | 0.02%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                               | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378062 | PA      | $379558.09    | 0.03%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                               | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $306407.30    | 0.02%             | 2035-12-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| President Chain Store Corp                                | President Chain Store Corp                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     82000 | NS      | $577750.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                               | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    136539 | NS      | $25464523.50  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                              | Nuvalent Inc                                                                    | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $181564.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk PT                      | Bank Rakyat Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   4408514 | NS      | $967521.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                  | Japan Exchange Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     99400 | NS      | $1060930.02   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                       | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    123000 | PA      | $99252.78     | 0.01%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                        | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $70875.30     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                 | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |     33900 | NS      | $1054225.67   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                         | Omnicom Group Inc                                                               | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      8675 | NS      | $700506.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                           | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    267200 | NS      | $6829674.28   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50265.67     | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128806.61    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    188000 | PA      | $177617.30    | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44993.73     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227336.54    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                         | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    140000 | PA      | $152368.16    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                       | Oportun Issuance Trust 2025-D                                                   | CUSIP: 68379HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351108.03    | 0.02%             | 2033-02-08      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      5671 | NS      | $1105334.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $106356.33    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104954.43    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48755.15     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $237324.10    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    401000 | PA      | $249787.22    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218855.90    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96239.33     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4979.28      | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29115.87     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211629.21    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72406.65     | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4515.62      | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                          | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     21400 | NS      | $866463.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                      | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |     15600 | NS      | $390948.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                         | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    111000 | NS      | $1648565.87   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                 | Taiwan Semiconductor Manufacturing Co Ltd                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    266000 | NS      | $12994998.43  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                        | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     10800 | NS      | $2371869.49   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                         | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |    145200 | NS      | $3106092.54   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                               | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    111000 | PA      | $117739.87    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PG&E Corp                                                 | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     36132 | NS      | $580641.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                    | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63205.50     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                    | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82002.20     | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                    | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $153730.05    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6862.37      | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213833.32    | 0.02%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    134000 | PA      | $138339.72    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    279000 | PA      | $315723.92    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181146.16    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195412.15    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                   | PPL Capital Funding Inc                                                         | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2747042.50   | 0.19%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2023-RCF2 LLC                                                              | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165160 | PA      | $163740.05    | 0.01%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     37000 | PA      | $27995.69     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    178000 | PA      | $148548.75    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47593.93     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     82000 | PA      | $64188.87     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    159000 | PA      | $118373.62    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     71744 | PA      | $71435.78     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130709.88    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    222000 | PA      | $206568.39    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10635.26     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    253000 | PA      | $264603.82    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    276000 | PA      | $297637.35    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93891.21     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12462.81     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179911.40    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120669.19    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                  | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     97000 | PA      | $77888.62     | 0.01%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    122000 | PA      | $71446.86     | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                 | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2915 | NS      | $601160.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                  | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27744.93     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                    | Palo Alto Networks Inc                                                          | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      4525 | NS      | $833505.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                              | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      8478 | NS      | $2226841.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     21572 | NS      | $2979917.27   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      2711 | NS      | $1120369.73   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     27781 | NS      | $2761248.57   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPPERDINE UNIV                                           | Pepperdine University                                                           | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63326.98     | 0.00%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Perimeter Master Note Business Trust                      | Perimeter Master Note Business Trust                                            | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351998.05    | 0.02%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                        | Petroleo Brasileiro SA - Petrobras                                              | CUSIP: 71654V101<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     87923 | NS      | $990892.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    258000 | PA      | $260735.72    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    377000 | PA      | $356972.38    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                   | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    118000 | PA      | $109480.54    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                     | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135373.40    | 0.01%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                     | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $581395.81    | 0.04%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     10080 | NS      | $1616832.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48622.69     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    347000 | PA      | $362853.74    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221747.46    | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556472.96    | 0.04%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                    | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    435000 | PA      | $425552.27    | 0.03%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     55000 | PA      | $49448.69     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                   | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $60097.90     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                   | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    143000 | PA      | $98119.36     | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      3931 | NS      | $1242880.06   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                  | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1093770.99   | 0.08%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                  | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83314.63     | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187139.66    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                            | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      2961 | NS      | $2003286.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                         | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7176 | NS      | $710782.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerPay Issuance Trust                                   | PowerPay Issuance Trust 2025-1                                                  | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274312 | PA      | $275059.96    | 0.02%             | 2041-11-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                   | Principal Financial Group Inc                                                   | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120732.38    | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                   | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      5156 | NS      | $738906.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                      | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2738 | NS      | $623497.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $328698.74    | 0.02%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                | Progress Residential 2022-SFR2 Trust                                            | CUSIP: 74332VAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $741175.35    | 0.05%             | 2027-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121546.89    | 0.01%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47483.50     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109596.85    | 0.01%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20216.25     | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456250.33    | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                       | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      4100 | NS      | $329230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                            | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      2417 | NS      | $627211.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                          | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    422000 | PA      | $404624.03    | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                          | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198048.14    | 0.01%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                    | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70930.79     | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103267.05    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                       | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      2377 | NS      | $1003236.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65517.49     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101279.56    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    306000 | PA      | $313742.86    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295240.50    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                       | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250535.14    | 0.02%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                     | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    244000 | PA      | $246767.56    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Raymond James Financial Inc                               | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      4080 | NS      | $655207.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                              | Rayonier Inc                                                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     15970 | NS      | $345750.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8636 | NS      | $1583842.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231727.37    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    347000 | PA      | $304608.25    | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176686.00    | 0.01%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    185000 | PA      | $176125.16    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                        | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     60000 | PA      | $61030.42     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                | Reddit Inc                                                                      | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      2411 | NS      | $554216.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    191000 | PA      | $197582.42    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                        | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82823.89     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Regency Centers Corp                                      | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     12397 | NS      | $855764.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                             | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1042 | NS      | $804288.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     35265 | NS      | $955681.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                  | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |   4375000 | PA      | $4360562.50   | 0.31%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                     | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      7914 | NS      | $895073.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                               | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      3653 | NS      | $296002.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $426801.56    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                  | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $219657.25    | 0.02%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97915.53     | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53575.86     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70322.61     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Heineken NV                                               | Heineken NV                                                                     | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |     21509 | NS      | $1759466.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204420.18    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                   | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    145000 | PA      | $148235.93    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101394.16    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SBALR Commercial Mortgage 2020-RR1 Trust                  | SBALR Commercial Mortgage 2020-RR1 Trust                                        | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649851 | PA      | $558682.36    | 0.04%             | 2053-02-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                   | SBA Communications Corp                                                         | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      2598 | NS      | $502531.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140699 | PA      | $139923.36    | 0.01%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61359.04     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                  | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59942.73     | 0.00%             | 2045-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                   | SCF Equipment Leasing 2025-2 LLC                                                | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194000 | PA      | $194086.64    | 0.01%             | 2036-06-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                          | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $348661.25    | 0.02%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190769.20    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                  | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    167000 | PA      | $150426.97    | 0.01%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                            | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108805.02    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                | Samsung Electronics Co Ltd                                                      | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      2471 | NS      | $5105086.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $146019.88    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    420000 | PA      | $396748.11    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                           | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258766.00    | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $642584.77    | 0.05%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312770.16    | 0.02%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $229396.19    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                    | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224077.66    | 0.02%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2024-2                                   | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $515976.35    | 0.04%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $807645.60    | 0.06%             | 2030-12-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $805580.32    | 0.06%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95347.07     | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    254000 | PA      | $238001.96    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $82032.08     | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $169055.56    | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                          | Henry Schein Inc                                                                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      9849 | NS      | $744387.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     48349 | NS      | $4830548.59   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297985.54    | 0.02%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                   | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      8766 | NS      | $1118278.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69416.14     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ServiceNow Inc                                            | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2625 | NS      | $402123.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                      | Shell Finance US Inc                                                            | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194938.01    | 0.01%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                               | Shopify Inc                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3903 | NS      | $628265.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                   | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94149.93     | 0.01%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2023-2 Receivables Funding LLC                                 | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74062 | PA      | $76258.65     | 0.01%             | 2040-04-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                         | Sierra Timeshare 2022-1 Receivables Funding LLC                                 | CUSIP: 82652TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31947 | PA      | $31672.11     | 0.00%             | 2038-10-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I                                   | Sigeco Securitization I LLC                                                     | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129143 | PA      | $132351.14    | 0.01%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                       | Silgan Holdings Inc                                                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     13876 | NS      | $560174.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    249000 | PA      | $252736.14    | 0.02%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115042.75    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                  | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268810.87    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                             | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      4306 | NS      | $944564.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208019.51    | 0.01%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202272.85    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    515000 | PA      | $530820.70    | 0.04%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200434.83    | 0.01%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                            | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    288000 | PA      | $300418.81    | 0.02%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                            | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89482.32     | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139106.90    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                        | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158495.66    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92949.06     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119293.17    | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    122000 | PA      | $93784.89     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77100.08     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60324.09     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    177000 | PA      | $169476.48    | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    449000 | PA      | $450936.58    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43443.98     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118968.17    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243197.82    | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Southern Co/The                                           | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     47925 | NS      | $4179060.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CO                                               | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123291.38    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7789100.00   | 0.55%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    261000 | PA      | $204206.03    | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    161000 | PA      | $104383.56    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91128.97     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96285.35     | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    214000 | PA      | $190849.74    | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84772.82     | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    334000 | PA      | $330400.89    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                     | Southwest Airlines Co                                                           | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     16120 | NS      | $666239.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760191.41    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230842.54    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $629139.38    | 0.04%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     10850 | NS      | $1399758.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     77000 | PA      | $80336.18     | 0.01%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                               | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    249000 | PA      | $260747.82    | 0.02%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44765.84     | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 167836431 | PA      | $167836431.22 | 11.78%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207901.97    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131487.35    | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153202.93    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114364.45    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                              | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86303.06     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX Corp                                            | TD SYNNEX Corp                                                                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5072 | NS      | $761966.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                           | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      7146 | NS      | $1097697.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    236000 | PA      | $232076.48    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $153749.47    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    742000 | PA      | $708228.48    | 0.05%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180087.61    | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      3715 | NS      | $951151.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    232000 | PA      | $240020.33    | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                     | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $133381.57    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                      | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200230.09    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| TEACHERS INSUR & ANNUITY                                  | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    316000 | PA      | $362352.77    | 0.03%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                  | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82074.22     | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                         | Tencent Music Entertainment Group                                               | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |     29931 | NS      | $524690.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne Inc                                              | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      3582 | NS      | $693331.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                 | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12332 | NS      | $5545947.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                     | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      6763 | NS      | $1173312.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp             | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $158076.78    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1211 | NS      | $701713.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                     | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     15822 | NS      | $2533102.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    252000 | PA      | $257155.62    | 0.02%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    634000 | PA      | $586674.02    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175530.73    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83549.00     | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199852.41    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                    | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    519000 | PA      | $392605.92    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     89000 | PA      | $85958.99     | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     80000 | PA      | $75168.35     | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    492628 | PA      | $447421.71    | 0.03%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $93496.79     | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                     | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $65140.28     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                               | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    347000 | PA      | $347424.73    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $163759.22    | 0.01%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      7975 | NS      | $683856.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3450 | NS      | $1000707.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon American Homes                                     | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $522227.90    | 0.04%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529819.66    | 0.04%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    117000 | PA      | $126216.90    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326484.61    | 0.02%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                  | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132411.21    | 0.01%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                  | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69351.80     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                  | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225359.30    | 0.02%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Twilio Inc                                                | Twilio Inc                                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      3254 | NS      | $462848.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                           | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73800.41     | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $234551.40    | 0.02%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $219449.80    | 0.02%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    435000 | PA      | $435417.33    | 0.03%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                   | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    100000 | PA      | $98864.64     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                   | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     86000 | PA      | $86389.13     | 0.01%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                   | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     80000 | PA      | $66025.29     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                   | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    241000 | PA      | $243615.60    | 0.02%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     36779 | NS      | $1962527.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236029.03    | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4434000 | PA      | $5750898.00   | 0.40%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39988.42     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    181000 | PA      | $172614.89    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2394820.10   | 0.17%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188996.62    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                           | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1260 | NS      | $762312.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    295000 | PA      | $300697.70    | 0.02%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198156.16    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                   | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    291000 | PA      | $270448.15    | 0.02%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134938.87    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     89000 | PA      | $83082.73     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                         | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141065.82    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp                                        | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      4254 | NS      | $984035.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                        | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51830.93     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                  | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142753 | PA      | $140167.92    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                   | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45542 | PA      | $43471.76     | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2015-1 AA PTT                                  | United Airlines 2015-1 Class AA Pass Through Trust                              | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270323 | PA      | $266397.53    | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                  | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187311 | PA      | $192566.31    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                   | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208553 | PA      | $213635.73    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    285000 | PA      | $281010.00    | 0.02%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    258000 | PA      | $275257.89    | 0.02%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221620.41    | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29594209.80  | 2.08%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                             | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    412000 | PA      | $409036.62    | 0.03%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $379714.45    | 0.03%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1235062.50   | 0.09%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $190065.43    | 0.01%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $776289.06    | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1501000 | PA      | $1295667.88   | 0.09%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    452000 | PA      | $396117.97    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2634000 | PA      | $2037028.61   | 0.14%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    236000 | PA      | $155308.28    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $48935.35     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $3702.15      | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $72122.07     | 0.01%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $366113.67    | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    367000 | PA      | $215125.08    | 0.02%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2298000 | PA      | $1284187.02   | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $110284.18    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $286425.78    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    845000 | PA      | $467060.55    | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1167578.13   | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $237723.63    | 0.02%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    154000 | PA      | $151329.06    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     53000 | PA      | $52105.63     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $546498.05    | 0.04%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $227158.59    | 0.02%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7076000 | PA      | $7279711.39   | 0.51%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1117000 | PA      | $1113509.38   | 0.08%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1705000 | PA      | $1678758.99   | 0.12%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6364000 | PA      | $6430871.70   | 0.45%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $320801.56    | 0.02%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6340000 | PA      | $6580969.52   | 0.46%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $531890.63    | 0.04%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2275000 | PA      | $2291351.56   | 0.16%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6170000 | PA      | $6153851.94   | 0.43%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3833000 | PA      | $3790477.66   | 0.27%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                    | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128335B2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $678887.64    | 0.05%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912833XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $545518.19    | 0.04%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $351249.30    | 0.02%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    462776 | PA      | $222479.58    | 0.02%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    253000 | PA      | $211155.88    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8098 | NS      | $2673230.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    142000 | PA      | $106197.03    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    233000 | PA      | $242752.28    | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90751.03     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $113648.94    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $118887.08    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                                  | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57626.65     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                               | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312501 | PA      | $314914.33    | 0.02%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VM DEBT 2019 1 TR                                         | VM DEBT 2019 1 TR                                                               | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499794 | PA      | $476053.83    | 0.03%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                     | Vale Overseas Ltd                                                               | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200060.00    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     88000 | PA      | $76944.91     | 0.01%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    360000 | PA      | $342748.39    | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     75000 | PA      | $76052.68     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                                | CUSIP: 92277GAZ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2383000 | PA      | $3364796.00   | 0.24%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32810.44     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $436786.99    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                              | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144354.87    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11862 | NS      | $483139.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    690000 | PA      | $607362.65    | 0.04%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205123.42    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    448000 | PA      | $452797.68    | 0.03%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Vertex Pharmaceuticals Inc                                | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       846 | NS      | $383542.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53719.20     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $143635.65    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156654.84    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    114000 | PA      | $127034.53    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10523.33     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43350.80     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40983.39     | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100675.87    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | Vistra Operations Co LLC                                                        | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135103.95    | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    184000 | PA      | $178724.03    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    448000 | PA      | $453499.23    | 0.03%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                  | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207142.11    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                              | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    135000 | PA      | $113832.93    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                                            | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   5626000 | PA      | $6562729.00   | 0.46%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                               | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     37517 | NS      | $4179768.97   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                   | Warner Music Group Corp                                                         | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11478 | NS      | $352030.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WEIBO CORP                                                | Weibo Corp                                                                      | CUSIP: 948596AJ0<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    781000 | PA      | $904398.00    | 0.06%             | 2030-12-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    178000 | PA      | $160158.96    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    111000 | PA      | $99468.65     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     54070 | NS      | $5039324.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    204000 | PA      | $203365.36    | 0.01%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1170029.35   | 0.08%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154477.48    | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178767.92    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $346899.18    | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    586000 | PA      | $614193.50    | 0.04%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    928000 | PA      | $957884.50    | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    706000 | PA      | $703795.16    | 0.05%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   3096000 | PA      | $6063516.00   | 0.43%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                                          | Welltower OP LLC                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   2521000 | PA      | $3806710.00   | 0.27%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Western Digital Corp                                      | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2783 | NS      | $479427.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154879.84    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38522.26     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     18734 | NS      | $443808.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Global Advisors Liquidity PLC - US Treasury Liquidity Fund         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     29338 | NS      | $29338.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                      | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     23359 | NS      | $1404109.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    359000 | PA      | $369573.13    | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    361000 | PA      | $367882.67    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                    | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62398.87     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp                                    | WillScot Holdings Corp                                                          | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     38053 | NS      | $716537.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Xcel Energy Inc                                           | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     11412 | NS      | $842890.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                  | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $64258.58     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                           | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     24288 | NS      | $3674288.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                    | Yum China Holdings Inc                                                          | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     19202 | NS      | $916703.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIMMER BIOMET HOLDINGS                                    | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220892.62    | 0.02%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    393000 | PA      | $359545.14    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85931.37     | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ASML Holding NV                                           | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      6999 | NS      | $7481343.07   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                               | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |     10392 | NS      | $2242762.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                             | Industria de Diseno Textil SA                                                   | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     19460 | NS      | $1281837.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| UBS Group AG                                              | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     54432 | NS      | $2516231.45   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                | HDFC Life Insurance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |     91675 | NS      | $765360.63    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     28928 | NS      | $1179058.42   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| ASE Technology Holding Co Ltd                             | ASE Technology Holding Co Ltd                                                   | CUSIP: 000000000<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |    176000 | NS      | $1395247.93   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $2357568.70   | 0.17%             | 2027-03-18      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                     | Xiaomi Best Time International Ltd                                              | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   3400000 | PA      | $4039017.01   | 0.28%             | 2027-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                   | Meituan                                                                         | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |   2900000 | PA      | $2889849.97   | 0.20%             | 2028-04-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                  | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $3843859.92   | 0.27%             | 2028-05-18      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                                  | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |   2100000 | PA      | $3097307.89   | 0.22%             | 2026-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ELIS SA                                                   | Elis SA                                                                         | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1986244.53   | 0.14%             | 2029-09-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DEXUS FINANCE PTY LTD                                     | DEXUS Finance Pty Ltd                                                           | CUSIP: 000000000<br>LEI: 254900Q8HV90024Z7W84 | Long             | DBT              |  | AU        |   1700000 | PA      | $1222418.42   | 0.09%             | 2027-11-24      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                    | Iberdrola Finanzas SA                                                           | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $3293300.84   | 0.23%             | 2027-12-07      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| RHEINMETALL AG                                            | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $4157484.86   | 0.29%             | 2030-02-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | Fastighets AB Balder                                                            | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1912703.79   | 0.13%             | 2028-02-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                     | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1600000 | PA      | $1879327.59   | 0.13%             | 2026-02-24      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| WENDEL SE                                                 | Wendel SE                                                                       | CUSIP: 000000000<br>LEI: 969500M98ZMIZYJD5O34 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2350080.82   | 0.16%             | 2026-03-27      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                              | SK hynix Inc                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2600000 | PA      | $14214760.56  | 1.00%             | 2030-04-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3231726.12   | 0.23%             | 2030-08-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                         | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2900000 | PA      | $3627484.39   | 0.25%             | 2030-09-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| JFE HOLDINGS INC                                          | JFE Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | DBT              | CORP              | JP        | 300000000 | PA      | $1943947.91   | 0.14%             | 2028-09-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA                                                  | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $2597904.72   | 0.18%             | 2028-09-29      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SIMON GLOBAL DEV BV                                       | Simon Global Development BV                                                     | CUSIP: 000000000<br>LEI: 254900758JILC822LO70 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $3044278.14   | 0.21%             | 2026-11-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                     | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $5799021.46   | 0.41%             | 2030-11-27      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                  | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1500000 | PA      | $2454600.00   | 0.17%             | 2027-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLD POLE CAPITAL CO LTD                                  | Gold Pole Capital Co Ltd                                                        | CUSIP: 000000000<br>LEI: 254900UYUS22SGHTR751 | Long             | DBT              | CORP              | HK        |   5300000 | PA      | $9981718.54   | 0.70%             | 2029-06-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| LEG PROPERTIES BV                                         | LEG Properties BV                                                               | CUSIP: 000000000<br>LEI: 529900AYYCXMYYCTIT93 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3636538.85   | 0.26%             | 2030-09-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                     | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |   3900000 | PA      | $4571821.76   | 0.32%             | 2029-12-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                  | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1283111.99   | 0.09%             | 2030-02-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| VINCI SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2316505.53   | 0.16%             | 2030-02-18      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                  | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1400000 | PA      | $1487500.00   | 0.10%             | 2028-03-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                                    | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2317494.38   | 0.16%             | 2028-03-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                         | TAG Immobilien AG                                                               | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $2032922.05   | 0.14%             | 2031-03-11      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| BAIDU INC                                                 | Baidu Inc                                                                       | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   6200000 | PA      | $6298930.55   | 0.44%             | 2032-03-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                    | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2782500.00   | 0.20%             | 2028-03-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TCC GROUP HOLDINGS                                        | TCC Group Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900C56C3PB9X9ZO58 | Long             | DBT              | CORP              | TW        |    900000 | PA      | $920729.45    | 0.06%             | 2030-03-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH BV                                          | Merrill Lynch BV                                                                | CUSIP: 000000000<br>LEI: 549300RQ1D1WIE085245 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1101162.39   | 0.08%             | 2030-04-28      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| DEEP DEVELOPMENT 2025                                     | Deep Development 2025 Ltd                                                       | CUSIP: 000000000<br>LEI: 254900FHVD3YNZ5XIC45 | Long             | DBT              | CORP              | VG        |  21000000 | PA      | $2857491.62   | 0.20%             | 2032-05-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| LG CHEM LTD                                               | LG Chem Ltd                                                                     | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |   3100000 | PA      | $3673500.00   | 0.26%             | 2028-06-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| EURONEXT NV                                               | Euronext NV                                                                     | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1281473.99   | 0.09%             | 2032-05-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| LEGRAND SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2873281.22   | 0.20%             | 2033-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                     | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  23000000 | PA      | $3157708.76   | 0.22%             | 2032-07-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CIP FUNDING PTY LTD                                       | CIP Funding Pty Ltd                                                             | CUSIP: 000000000<br>LEI: 984500BC42HADCCXBN23 | Long             | DBT              |  | AU        |    900000 | PA      | $610825.49    | 0.04%             | 2030-09-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | S+P500 EMINI FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       343 | NC      | $61730.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                            | TOPIX INDX FUTR MAR26                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        73 | NC      | $138873.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO STOXX 50 MAR26                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         4 | NC      | $3497.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EMGMKT MAR26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       -80 | NC      | $-108557.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | FTSE 100 IDX FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        18 | NC      | $48050.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -535 | NC      | $18543.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -297 | NC      | $327995.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       401 | NC      | $-107661.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        46 | NC      | $-46044.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       280 | NC      | $-202646.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -168 | NC      | $-13355.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $-92526.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                               | E-MINI RUSS 2000 MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -66 | NC      | $248120.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -105 | NC      | $28827.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        52 | NC      | $-4137.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -51 | NC      | $33879.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       486 | NC      | $435812.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                       | AUST 10Y BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       582 | NC      | $95883.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                           | HANG SENG IDX FUT JAN26                                                         | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       173 | NC      | $-325710.36   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                              | Techtronic Industries Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |    101000 | NS      | $1160366.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Central Asia Tbk PT                                  | Bank Central Asia Tbk PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |   2490800 | NS      | $1202300.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd                   | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |    173500 | NS      | $1459454.17   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                             | Tata Consultancy Services Ltd                                                   | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |     59960 | NS      | $2146006.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                 | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |     22642 | NS      | $7878985.50   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     72306 | NS      | $1901184.54   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                   | ITC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |    265060 | NS      | $1188763.32   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                           | London Stock Exchange Group PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |     10580 | NS      | $1273985.63   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     18415 | NS      | $2736578.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     24604 | NS      | $1603636.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                        | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    148841 | NS      | $4770936.04   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      9060 | NS      | $1272271.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                              | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     52259 | NS      | $2273651.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      9918 | NS      | $1866416.93   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                                  | Sony Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |    143000 | NS      | $151317.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    115731 | NS      | $2505011.68   | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| AIA Group Ltd                                             | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |    447600 | NS      | $4597520.35   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                     | Novonesis Novozymes B                                                           | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     17091 | NS      | $1094505.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Raia Drogasil SA                                          | Raia Drogasil SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     85583 | NS      | $367069.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                              | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     25312 | NS      | $368585.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     34162 | NS      | $1401078.76   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wuliangye Yibin Co Ltd                                    | Wuliangye Yibin Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19000 | NS      | $287820.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co Ltd                                        | Midea Group Co Ltd                                                              | CUSIP: 000000000<br>LEI: 3003003TRPHLHZD2IF61 | Long             | EC               | CORP              | CN        |    120800 | NS      | $1350500.35   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     57587 | NS      | $1832130.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    119917 | NS      | $2260475.31   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                               | B3 SA - Brasil Bolsa Balcao                                                     | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |    207812 | NS      | $540924.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                         | InterContinental Hotels Group PLC                                               | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      7735 | NS      | $1083496.96   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                 | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     18379 | NS      | $1135154.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC Bank Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |    217680 | NS      | $2409499.43   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                 | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     80400 | NS      | $1471432.39   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                        | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |   6100000 | PA      | $7480441.97   | 0.53%             | 2028-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                            | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    255455 | NS      | $4576670.63   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |   3101600 | PA      | $2107995.81   | 0.15%             | 2027-12-07      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    360020 | NS      | $3140080.38   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                                               | NetEase Inc                                                                     | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     64775 | NS      | $1782548.30   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                  | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1066920.00   | 0.07%             | 2028-10-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                      | Tencent Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     67800 | NS      | $5195326.66   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                     | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1943365.62   | 0.14%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Trip.com Group Ltd                                        | Trip.com Group Ltd                                                              | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |     18250 | NS      | $1309140.02   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co Ltd                                    | Kweichow Moutai Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5756 | NS      | $1133560.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co Ltd               | Inner Mongolia Yili Industrial Group Co Ltd                                     | CUSIP: 000000000<br>LEI: 3003002Q2A863JPQFH06 | Long             | EC               | CORP              | CN        |    120600 | NS      | $493298.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     21068 | NS      | $1073894.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     82911 | NS      | $3045673.65   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     32149 | NS      | $1066185.59   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                   | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |     18900 | NS      | $1078189.31   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                          | Lenovo Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |   1751000 | PA      | $2159746.02   | 0.15%             | 2029-08-26      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOB MKT FND L                                  | Citigroup Global Markets Funding Luxembourg SCA                                 | CUSIP: 000000000<br>LEI: 549300EVRWDWFJUNNP53 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $985245.34    | 0.07%             | 2028-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                                | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    309344 | NS      | $986912.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                  | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |   1200000 | PA      | $1658956.56   | 0.12%             | 2030-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                  | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1177695.48   | 0.08%             | 2029-04-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                     | Deutsche Lufthansa AG                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1972455.66   | 0.14%             | 2032-09-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   3400000 | PA      | $3861824.69   | 0.27%             | 2032-05-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                              | Wal-Mart de Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    281916 | NS      | $876863.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| UniCredit SpA                                             | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     29893 | NS      | $2481588.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bid Corp Ltd                                              | Bid Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     37533 | NS      | $956145.99    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                    | Arch Capital Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      4063 | NS      | $389722.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                | Axalta Coating Systems Ltd                                                      | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     16142 | NS      | $521548.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                                             | Credicorp Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |      4322 | NS      | $1240414.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                            | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2717 | NS      | $865391.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                 | Flutter Entertainment PLC                                                       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      1953 | NS      | $419973.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                 | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      6219 | NS      | $2651719.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                             | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     32058 | NS      | $3079491.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                            | NU Holdings Ltd/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |    131402 | NS      | $2199669.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                                      | Smurfit WestRock PLC                                                            | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     12268 | NS      | $474403.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                            | TechnipFMC PLC                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     14204 | NS      | $632930.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                    | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     10141 | NS      | $3946877.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                 | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      2042 | NS      | $637349.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      2006 | NS      | $406917.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                     | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      1152 | NS      | $668977.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                | uniQure NV                                                                      | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      2537 | NS      | $60710.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** Brighthouse Funds Trust I

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer