# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-016298
**Filing Date:** 2026-2
**Character Count:** 612741
**Document Hash:** 363132878a6b0578555081e1e2296068
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016298.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016298

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 26664744

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Multi-Sector Bond Portfolio (Series ID: S000018235)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000050283 | Multi-Sector Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Multi-Sector Bond Portfolio

- **b. EDGAR series identifier (if any):** S000018235

- **c. LEI of Series:** P0C14V6IL3O47L1ZG636

**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:** $1834162402.73

**Total Liabilities:** $453280685.35

**Net Assets:** $1380881717.38

**Delayed Delivery Securities:** $334074676.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1814.85000000 | **1-Year:** -36485.38000000 | **5-Year:** -109267.24000000 | **10-Year:** -124945.97000000 | **30-Year:** -52955.35000000

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

- **3-Month:** -2094.24000000 | **1-Year:** -47309.12000000 | **5-Year:** -185380.30000000 | **10-Year:** -66184.27000000 | **30-Year:** -36901.90000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050283 | 1.20%                | 0.49%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-188739.18              | $5099503.42                                |
| Month 2  | $-532318.46              | $2463280.46                                |
| Month 3  | $2130112.04              | $-1051539.27                               |

**Designated Index Information**

- **Index Name:** 1/3 Bloomberg Global Aggregate Credit Hedged, 1/3 ICE BofA Global High Yield BB-B Rated Constrained Developed Markets Index Hedged, 1/3 JP Morgan EMBI Global

- **Index Identifier:** LGDRTRUH, BAMLC0A4CBBBEY, EMBIG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130472 | PA      | $131200.53    | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      467982 | PA      | $472466.70    | 0.03%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201482 | PA      | $203438.86    | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      954491 | PA      | $964412.58    | 0.07%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180218 | PA      | $182414.20    | 0.01%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                              | Ares LXII CLO Ltd                                                                                                                | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699136.22    | 0.05%             | 2034-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                              | Ares LXII CLO Ltd                                                                                                                | CUSIP: 00192WAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1303830.41   | 0.09%             | 2034-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      237000 | PA      | $158606.14    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     6663000 | PA      | $4393977.92   | 0.32%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      115000 | PA      | $79101.81     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                  | Abu Dhabi Developmental Holding Co PJSC                                                                                          | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1900000 | PA      | $1967185.25   | 0.14%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                                                                       | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6780227 | PA      | $1651824.08   | 0.12%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-HE4                                                                       | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1122326 | PA      | $1031639.60   | 0.07%             | 2034-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-RM2                                                                       | CUSIP: 004421JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27458 | PA      | $26470.42     | 0.00%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1608472.00   | 0.12%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                             | Aegis Asset Backed Securities Trust 2004-6                                                                                       | CUSIP: 00764MDY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34470 | PA      | $33079.61     | 0.00%             | 2035-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $496786.15    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $504088.67    | 0.04%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                       | Affirm Master Trust                                                                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1312934.61   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                    | Air Canada 2020-2 Class A Pass Through Trust                                                                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      421746 | PA      | $431071.27    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      121612 | PA      | $122313.61    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                   | Albion Financing 3 SARL 2025 EUR Term Loan                                                                                       | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |     1400000 | PA      | $1663443.88   | 0.12%             | 2031-05-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1244970.50   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5687266.08   | 0.41%             | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12400000 | PA      | $12104162.91  | 0.88%             | 2055-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14600000 | PA      | $14240269.43  | 1.03%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21100000 | PA      | $21040656.25  | 1.52%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21900000 | PA      | $21818730.41  | 1.58%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47500000 | PA      | $48741722.68  | 3.53%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77700000 | PA      | $80764168.65  | 5.85%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1060999.07   | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                                 | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3487350 | PA      | $3504346.00   | 0.25%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      809000 | PA      | $841554.16    | 0.06%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1078140 | PA      | $1108931.79   | 0.08%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALROSA Finance SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAD4<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $25000.00     | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALROSA FINANCE SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |     8500000 | PA      | $425000.00    | 0.03%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA9                                                                                                  | CUSIP: 02146YAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        4491 | PA      | $3893.91      | 0.00%             | 2046-07-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-45T1                                                                                                 | CUSIP: 02149JAN6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      104004 | PA      | $35824.05     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-9T1                                                                                                  | CUSIP: 02150JAU6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      215200 | PA      | $86550.01     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-AL1                                                                                                  | CUSIP: 02150NAA1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     2831085 | PA      | $2399478.68   | 0.17%             | 2037-06-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-OA3                                                                                                  | CUSIP: 02150TAA8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       19748 | PA      | $18052.81     | 0.00%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     1036750 | PA      | $1038366.98   | 0.08%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                  | American Airlines 2017-2 Class AA Pass Through Trust                                                                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      653492 | PA      | $634096.07    | 0.05%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                  | American Airlines 2016-1 Class AA Pass Through Trust                                                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      629128 | PA      | $622454.21    | 0.05%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                     | American Airlines 2015-1 Class A Pass Through Trust                                                                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237043 | PA      | $233978.48    | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                     | American Airlines 2014-1 Class A Pass Through Trust                                                                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131739 | PA      | $131220.25    | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                   | American Axle & Manufacturing Inc                                                                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1120304.46   | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                         | American Builders & Contractors Supply Co Inc                                                                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1349225.89   | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OHR                            | American Municipal Power Inc                                                                                                     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      100000 | PA      | $117942.65    | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     2500000 | PA      | $2670220.35   | 0.19%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                       | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R5                                                    | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         638 | PA      | $637.15       | 0.00%             | 2034-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $979197.68    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                              | ams-OSRAM AG                                                                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     1800000 | PA      | $1911911.40   | 0.14%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                             | Anchorage Credit Funding 19 Ltd                                                                                                  | CUSIP: 03331VAA3<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999023.85    | 0.07%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                             | Anchorage Credit Funding 19 Ltd                                                                                                  | CUSIP: 03331VAC9<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996346.37    | 0.07%             | 2040-10-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2024-8                                                                                                  | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     2842585 | PA      | $2855214.20   | 0.21%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                          | Antares Holdings LP                                                                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244327.06    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1900000 | PA      | $1653269.33   | 0.12%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1146837.50   | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3422164 | PA      | $2546090.02   | 0.18%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    16193196 | PA      | $11205691.63  | 0.81%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                       | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1435732.96   | 0.10%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                   | Arthur J Gallagher & Co                                                                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1616744.42   | 0.12%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1048407.12   | 0.08%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst          | Asset Backed Securities Corp Home Equity Loan Trust Series WMC 2005-HE5                                                          | CUSIP: 04541GSL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40096 | PA      | $39593.63     | 0.00%             | 2035-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                         | ABFC 2007-WMC1 Trust                                                                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7035325 | PA      | $5029618.94   | 0.36%             | 2037-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1518257.00   | 0.11%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                | Atlas Senior Loan Fund XV Ltd                                                                                                    | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1659991 | PA      | $1659168.46   | 0.12%             | 2032-10-23      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                | ATLX 2024-RPL1 Trust                                                                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      884883 | PA      | $865160.43    | 0.06%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                      | Avilease Capital Ltd                                                                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1190180.70   | 0.09%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4124314.00   | 0.30%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                            | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |     1149561 | PA      | $1155641.82   | 0.08%             | 2030-06-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      471000 | PA      | $456620.41    | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $692373.22    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      950000 | PA      | $988310.80    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-2CON                                                                                               | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3535164.15   | 0.26%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 2025-5YR19                                                                                                                 | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6201102.60   | 0.45%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR5 Trust                                                                                                          | CUSIP: 05531UAV2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |     1986720 | PA      | $720997.26    | 0.05%             | 2036-08-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR14 Trust                                                                                                         | CUSIP: 05532LAD1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |       13201 | PA      | $11778.19     | 0.00%             | 2036-07-26      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2020-BOC                                                                              | CUSIP: 05551JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2076871.72   | 0.15%             | 2032-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1541108.10   | 0.11%             | 2057-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8300000 | PA      | $8669267.83   | 0.63%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $932022.30    | 0.07%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2006 J Trust                                                                                             | CUSIP: 05951EAM9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       18188 | PA      | $15729.20     | 0.00%             | 2047-01-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2007-6 Trust                                                                                             | CUSIP: 059526AB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       30092 | PA      | $28980.31     | 0.00%             | 2037-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                  | Banco BTG Pactual SA/Cayman Islands                                                                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     1500000 | PA      | $1555336.50   | 0.11%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1956138.24   | 0.14%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1979266.82   | 0.14%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1876676.15   | 0.14%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     2200000 | PA      | $2313481.32   | 0.17%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                               | Bacardi Ltd                                                                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     1300000 | PA      | $1309701.04   | 0.09%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2350000 | PA      | $2400933.03   | 0.17%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $571727.56    | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                        | Bausch + Lomb Corp                                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $730625.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                            | Bay Area Toll Authority                                                                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      100000 | PA      | $113419.70    | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2129929.54   | 0.15%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      275000 | PA      | $294009.52    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2004-3                                                                                                    | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         626 | PA      | $605.63       | 0.00%             | 2034-07-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                  | Bear Stearns ALT-A Trust 2006-6                                                                                                  | CUSIP: 073868AM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      101343 | PA      | $42599.38     | 0.00%             | 2036-11-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                | Bear Stearns Asset Backed Securities I Trust 2007-HE6                                                                            | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6850 | PA      | $6818.10      | 0.00%             | 2037-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2007-4                                                                                                    | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45551 | PA      | $40788.61     | 0.00%             | 2047-06-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3666038.07   | 0.27%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                     | Belron UK Finance PLC                                                                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $510595.00    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2018-B5 Mortgage Trust                                                                                                 | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1696282 | PA      | $1686206.96   | 0.12%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2024-V12 Mortgage Trust                                                                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2301591.82   | 0.17%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     2000000 | PA      | $2073299.62   | 0.15%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99899.84     | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1237433.99   | 0.09%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                      | BlueMountain CLO 2016-3 Ltd                                                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      633678 | PA      | $633687.77    | 0.05%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C8 Mortgage Trust                                                                                                      | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2152294.83   | 0.16%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1415354.10   | 0.10%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2466024.36   | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2246277.22   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                   | Booz Allen Hamilton Inc                                                                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1177817.75   | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       25000 | PA      | $26945.44     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                                                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      550000 | PA      | $543675.00    | 0.04%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                                                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2500000 | PA      | $2472750.00   | 0.18%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                  | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                                                                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      900000 | PA      | $893551.42    | 0.06%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                    | British Airways 2021-1 Class A Pass Through Trust                                                                                | CUSIP: 11042CAA8<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      319463 | PA      | $291974.38    | 0.02%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2669676.35   | 0.19%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      700000 | PA      | $640274.93    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1428317.06   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $940962.96    | 0.07%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                  | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1431391.82   | 0.10%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2297125.25   | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $700286.85    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1324588.89   | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      700000 | PA      | $699800.57    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      242500 | PA      | $264674.20    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      860000 | PA      | $903282.61    | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                         | CI Financial Corp                                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1170143.32   | 0.08%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2025-C                                                                                                | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1006046.80   | 0.07%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2025-C                                                                                                | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3524169.60   | 0.26%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Series 2014-6R                                                                                                              | CUSIP: 12648PAQ0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      100551 | PA      | $89138.02     | 0.01%             | 2035-09-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                  | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $989318.60    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-RPL3 Trust                                                                                                             | CUSIP: 12661GAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     5308794 | PA      | $4725615.73   | 0.34%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       43540 | PA      | $46212.55     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      469490 | PA      | $481272.96    | 0.03%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust Series 2013                                                                                               | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      292786 | PA      | $271761.66    | 0.02%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2005-AB4                                                                                   | CUSIP: 126670KN7<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       57113 | PA      | $52191.71     | 0.00%             | 2036-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-1                                                                                     | CUSIP: 126670TG3<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       66086 | PA      | $63246.84     | 0.00%             | 2036-07-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-5                                                                                     | CUSIP: 126670YJ1<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      978565 | PA      | $965366.44    | 0.07%             | 2036-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2004-9                                                                                     | CUSIP: 126673GS5<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       41922 | PA      | $42275.67     | 0.00%             | 2034-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-1CB                                                                                                  | CUSIP: 12667F2Q7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      256108 | PA      | $113344.96    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667F3U7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       72150 | PA      | $66295.02     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667FU29<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |         524 | PA      | $530.98       | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2004-28CB                                                                                                 | CUSIP: 12667FYU3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        6103 | PA      | $6097.37      | 0.00%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-59                                                                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        2884 | PA      | $2826.91      | 0.00%             | 2035-11-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J11                                                                                                  | CUSIP: 12668AJM8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      140870 | PA      | $75381.91     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-79CB                                                                                                 | CUSIP: 12668BAC7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       95510 | PA      | $51066.50     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-76                                                                                                   | CUSIP: 12668BDC4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        7321 | PA      | $7055.03      | 0.00%             | 2036-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-5T2                                                                                                  | CUSIP: 12668BMU4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      315955 | PA      | $104542.43    | 0.01%             | 2036-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-HY10                                                                                                 | CUSIP: 12668BUH4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        3689 | PA      | $3539.19      | 0.00%             | 2036-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-25                                                                                    | CUSIP: 12668HAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      276134 | PA      | $258619.08    | 0.02%             | 2037-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA17                                                                                                 | CUSIP: 12668PAA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       16528 | PA      | $14841.72     | 0.00%             | 2046-12-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33967 | PA      | $9177.48      | 0.00%             | 2046-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694F29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900138 | PA      | $255557.10    | 0.02%             | 2046-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-22                                                                                          | CUSIP: 126694LW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5428 | PA      | $4371.78      | 0.00%             | 2035-10-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                                                                                        | CUSIP: 126694QE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         135 | PA      | $134.59       | 0.00%             | 2035-12-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA2                                                                                                  | CUSIP: 126694R75<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      221544 | PA      | $201932.24    | 0.01%             | 2046-05-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-9                                                                                           | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94341 | PA      | $41802.08     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-13                                                                                    | CUSIP: 126698AA7<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      722722 | PA      | $705501.99    | 0.05%             | 2047-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-8                                                                                     | CUSIP: 12670FAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      631369 | PA      | $567939.14    | 0.04%             | 2047-06-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1349431.66   | 0.10%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                      | Cantor Fitzgerald LP                                                                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1274711.88   | 0.09%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1299996.36   | 0.09%             | 2028-10-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | CarMax Select Receivables Trust 2025-A                                                                                           | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2227475.58   | 0.16%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | Carmax Select Receivables Trust 2025-B                                                                                           | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2253615.98   | 0.16%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3300000 | PA      | $3251389.68   | 0.24%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                      | Carpenter Technology Corp                                                                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1320442.50   | 0.10%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                            | Carrington Mortgage Loan Trust Series 2005-FRE1                                                                                  | CUSIP: 144531EH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8016000 | PA      | $6789572.04   | 0.49%             | 2035-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1283965.38   | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2023-P1                                                                                           | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235424 | PA      | $235836.24    | 0.02%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      500000 | PA      | $520312.14    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198822.47    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1989000 | PA      | $1929218.02   | 0.14%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $863571.18    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                        | Cerdia Finanz GmbH                                                                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1343875.00   | 0.10%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1691539.25   | 0.12%             | 2028-03-15      | Fixed         | 4.20%                 | 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        |      300000 | PA      | $188829.56    | 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: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1072638.40   | 0.08%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating LLC 2024 Term Loan B5                                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      562520 | PA      | $562834.52    | 0.04%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL1                                                                               | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1209271 | PA      | $1082323.54   | 0.08%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2024-RPL4                                                                                      | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2998192 | PA      | $2682634.20   | 0.19%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL3                                                                               | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1248791 | PA      | $1115364.71   | 0.08%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2023-RPL3                                                                                      | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5895721 | PA      | $5316945.41   | 0.39%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL2                                                                               | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1248599 | PA      | $1113379.47   | 0.08%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      984500 | PA      | $1033145.14   | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1067958 | PA      | $1109117.21   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-16                                                                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13095 | PA      | $3357.06      | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2024-R1                                                                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      776366 | PA      | $772467.27    | 0.06%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                | Citadel LP                                                                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1273626.65   | 0.09%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AHL1                                                                                          | CUSIP: 17311VAF6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |       55838 | PA      | $55493.79     | 0.00%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                           | CUSIP: 17311WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230112 | PA      | $212028.47    | 0.02%             | 2037-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                             | Citicorp Mortgage Securities Trust Series 2007-8                                                                                 | CUSIP: 17312DAC2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |         889 | PA      | $912.47       | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-FS1                                                                                           | CUSIP: 17313EAB1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     6008845 | PA      | $5614730.02   | 0.41%             | 2037-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAL2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |        4575 | PA      | $4297.25      | 0.00%             | 2037-09-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |        3165 | PA      | $2952.60      | 0.00%             | 2037-09-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                     | Civitas Resources Inc                                                                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      700000 | PA      | $755732.73    | 0.05%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1358552.30   | 0.10%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1748066.53   | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                                                                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1122248.99   | 0.08%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      780000 | PA      | $831090.00    | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-3 Mortgage Loan Trust                                                                                                  | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |      684237 | PA      | $693213.43    | 0.05%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1000000 | PA      | $1072500.00   | 0.08%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1087058.46   | 0.08%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199501.50    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1089472.57   | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                  | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $721777.00    | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2199648.00   | 0.16%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      800000 | PA      | $898000.00    | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                      | Cotiviti Corporation 2024 Term Loan                                                                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     2849431 | PA      | $2733088.97   | 0.20%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HYB1                                                                                        | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4068 | PA      | $3490.10      | 0.00%             | 2037-03-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | Consumer Portfolio Services Auto Trust 2025-D                                                                                    | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4465017 | PA      | $4469619.68   | 0.32%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-A                                                                                                | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      634253 | PA      | $635022.48    | 0.05%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-A                                                                                                | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1575000 | PA      | $1586147.69   | 0.11%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151277 | PA      | $151447.85    | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $801057.20    | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002050.30   | 0.07%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                       | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    13000000 | PA      | $4177203.89   | 0.30%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                       | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1700000 | PA      | $532340.60    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      850000 | PA      | $867690.92    | 0.06%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22540A7A0<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |        1266 | PA      | $1257.47      | 0.00%             | 2032-01-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22541NX20<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |         170 | PA      | $174.70       | 0.00%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H4 Mortgage Trust                                                                                                     | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      655989 | PA      | $663543.28    | 0.05%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H6 Mortgage Trust                                                                                                     | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1801797 | PA      | $1809295.47   | 0.13%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                  | Crowdstrike Holdings Inc                                                                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1223471.88   | 0.09%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H6 Mortgage Trust                                                                                                     | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1811769 | PA      | $1814123.06   | 0.13%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     1700000 | PA      | $1500324.63   | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-BC2                                                                                   | CUSIP: 23242HAF9<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $873879.48    | 0.06%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA12                                                                                                 | CUSIP: 23243AAB2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        2891 | PA      | $3011.58      | 0.00%             | 2046-09-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | Countrywide Asset-Backed Certificates                                                                                            | CUSIP: 23248AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      821256 | PA      | $754795.43    | 0.05%             | 2047-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                        | DAE Sukuk Difc Ltd                                                                                                               | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $996841.26    | 0.07%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                            | Dcli Bidco LLC                                                                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1027917.45   | 0.07%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1452912.97   | 0.11%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $681579.37    | 0.05%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1857404.21   | 0.13%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      162000 | PA      | $196300.09    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                             | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                                                                  | CUSIP: 251510KH5<br>LEI: 5299003GGM6YEXXXJ012 | Long             | ABS-MBS          | CORP              | US        |      221843 | PA      | $189432.47    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1464970.75   | 0.11%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $311198.42    | 0.02%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1027831.31   | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC 2024 Term Loan                                                                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      902000 | PA      | $903993.42    | 0.07%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2800000 | PA      | $2799720.00   | 0.20%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      550000 | PA      | $528660.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      900000 | PA      | $901530.00    | 0.07%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $60427.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6624.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-72.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-30.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-326.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-382.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $69.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $141.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $73.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1889.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $118.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2197.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3969.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $313.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $147.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $3942.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $2699.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $27.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |           1 | NC      | $3376.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $3717.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-226088.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $277.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $-2575.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $369.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $49651.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $129846.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-26949.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |           1 | NC      | $6652.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-50280.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-73421.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-48129.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $3825.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $4752.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-766.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-292.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $11588.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6700.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-25708.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-29553.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TR        |           1 | NC      | $14735.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |           1 | NC      | $13516.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-725.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $-8523.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |           1 | NC      | $7194.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-10493.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-30419.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $32087.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-1489.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $213.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-15988.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-63950.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-22744.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-15976.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-547697.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1801864.22  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-13125.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1537.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $40374.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $28064.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-21375.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3302.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-21013.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-4041.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-6543.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-10519.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-19821.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-21769.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-487.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $2500.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $-151.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $0.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $5445.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $41618.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1552.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $-16047.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $169.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $2524.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $574.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-88665.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1867.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-9846.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2206.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $3584.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3011.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-457.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $3293.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-2629.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $-45249.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $44969.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $35352.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17882.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $223.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-58796.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6575.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-11481.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $15035.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $2086.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-8023.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $25905.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-4896.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1242.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $40772.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-2483.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $39824.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CN        |           1 | NC      | $1502.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $18442.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-159.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $926.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-289.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |           1 | NC      | $370.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-146.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $2117.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $4810.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-260.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-6366.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $3535.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $1345.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-612.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3925.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1259.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5310.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $3261.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1744.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-279.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $957.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2846.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-91.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $3646.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-2542.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $2387.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1099.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-209518.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $220134.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-267.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1042.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-9350.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $356.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1609.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3828.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $86.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |           1 | NC      | $411.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |           1 | NC      | $-73.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-9.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $178.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-360.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $181.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-243.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $4.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $579.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |           1 | NC      | $1400.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $45.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $903.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1545.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $793.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2474.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-1265.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EGP                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-524.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $668.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-5.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $449.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-73.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3019060.80   | 0.22%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1278504.12   | 0.09%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                          | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1339876.97   | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1387000 | PA      | $1390271.91   | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2100000 | PA      | $2139039.00   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $774060.83    | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $268743.69    | 0.02%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      500000 | PA      | $514390.36    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      600000 | PA      | $610658.88    | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                   | Efesto Bidco SpA Efesto US LLC                                                                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     1400000 | PA      | $1414154.00   | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA                                  | Kinder Morgan Inc                                                                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1410461.60   | 0.10%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                       | El Paso Natural Gas Co LLC                                                                                                       | CUSIP: 283695BK9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $240122.03    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1325000 | PA      | $1440275.00   | 0.10%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1000000 | PA      | $1142500.00   | 0.08%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1572659.96   | 0.11%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1744431.00   | 0.13%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Trust                          | Ellington Loan Acquisition Trust 2007-2                                                                                          | CUSIP: 288547AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134980 | PA      | $134009.09    | 0.01%             | 2037-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                                                                          | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3700000 | PA      | $2072281.46   | 0.15%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      625000 | PA      | $635102.36    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $947959.45    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1264500.00   | 0.09%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      700000 | PA      | $752462.20    | 0.05%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1205991.72   | 0.09%             | 2031-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $542625.76    | 0.04%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                                  | Energy Transfer LP                                                                                                               | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1968180.92   | 0.14%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101282.58    | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $315926.24    | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102754.36    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194633.52    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $167329.54    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     2900000 | PA      | $2908739.90   | 0.21%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                 | Esab Corp                                                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1233860.40   | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-5                                                                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2108830.71   | 0.15%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-4                                                                                       | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5500000 | PA      | $5523877.70   | 0.40%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275978 | PA      | $276678.68    | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505239.05    | 0.04%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-2                                                                                       | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3541500.20   | 0.26%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      900000 | PA      | $830483.34    | 0.06%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1561055.74   | 0.11%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1304484 | PA      | $1310425.31   | 0.09%             | 2054-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                               | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1737796 | PA      | $1733614.10   | 0.13%             | 2050-12-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W6                                                                                                         | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9568 | PA      | $9527.85      | 0.00%             | 2042-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                   | Fidelity National Financial Inc                                                                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190846.60    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                          | Finastra USA Inc 2025 USD Term Loan                                                                                              | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     2000000 | PA      | $1955000.00   | 0.14%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                 | First Horizon Mortgage Pass-Through Trust 2007-2                                                                                 | CUSIP: 320520AE9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | ABS-MBS          | CORP              | US        |      142024 | PA      | $41406.87     | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                                   | First Student Bidco Inc 2025 Term Loan B                                                                                         | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      994924 | PA      | $997660.00    | 0.07%             | 2030-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $271423.75    | 0.02%             | 2030-09-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      700000 | PA      | $699389.96    | 0.05%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                  | Flex Intermediate Holdco LLC                                                                                                     | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1288205.95   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1200000 | PA      | $1238766.00   | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1100000 | PA      | $1115290.00   | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                          | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2657424.57   | 0.19%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52183.88     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26830.66     | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26787.73     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      800000 | PA      | $800049.63    | 0.06%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295369.47    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397ZT3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117528.11    | 0.01%             | 2026-02-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400350.00    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4633587.20   | 0.34%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                              | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     1386026 | PA      | $1384737.25   | 0.10%             | 2031-06-27      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215893 | PA      | $216590.36    | 0.02%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1008925.90   | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501870.59    | 0.04%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      350000 | PA      | $368432.68    | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1100661.12   | 0.08%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                   | Fremont Home Loan Trust 2005-2                                                                                                   | CUSIP: 35729PLP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $282455.94    | 0.02%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AK5<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410416.80    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1700000 | PA      | $1690845.16   | 0.12%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3271000 | PA      | $3712603.84   | 0.27%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                    | GSAA Home Equity Trust 2006-17                                                                                                   | CUSIP: 362257AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43738 | PA      | $10414.35     | 0.00%             | 2036-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2007-AR1                                                                                                 | CUSIP: 362290AC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |        5624 | PA      | $2954.22      | 0.00%             | 2047-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-NC1                                                                                                             | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10791 | PA      | $5357.38      | 0.00%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-FM2                                                                                                             | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      131880 | PA      | $81300.60     | 0.01%             | 2037-01-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-2F                                                                                                  | CUSIP: 362334BP8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |       68494 | PA      | $27424.92     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-AR1                                                                                                 | CUSIP: 3623414A4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |         665 | PA      | $626.95       | 0.00%             | 2036-01-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341RT8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |          35 | PA      | $34.76        | 0.00%             | 2035-09-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2004-WF                                                                                                              | CUSIP: 36242DKL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12172 | PA      | $12446.06     | 0.00%             | 2034-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc 2025 Term Loan B                                                                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      723188 | PA      | $725357.06    | 0.05%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                  | Boost Newco Borrower LLC                                                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2125700.00   | 0.15%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                         | GLS Auto Select Receivables Trust 2023-2                                                                                         | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2058597.40   | 0.15%             | 2029-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-1                                                                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      856513 | PA      | $858895.81    | 0.06%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1327623.88   | 0.10%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                      | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1004629.79   | 0.07%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                     | GC Treasury Center Co Ltd                                                                                                        | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     1100000 | PA      | $1111599.46   | 0.08%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2024-NQM2 Trust                                                                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      554788 | PA      | $560546.89    | 0.04%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $861202.65    | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1238906.48   | 0.09%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       92800 | PA      | $91093.80     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1403600 | PA      | $1376467.37   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      279970 | PA      | $247231.60    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2018400 | PA      | $1844023.54   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                               | Global Medical Response Inc 2025 Term Loan B                                                                                     | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      400000 | PA      | $402268.00    | 0.03%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                   | Global Medical Response Inc                                                                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      900000 | PA      | $935436.46    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-2                                                                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1207967.16   | 0.09%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                          | Barnes Group Inc 2025 Term Loan B                                                                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     1179509 | PA      | $1181479.04   | 0.09%             | 2032-01-27      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1131055.20   | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1241065.80   | 0.09%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1535000 | PA      | $1402915.71   | 0.10%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212097.26    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2657898.05   | 0.19%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205491.58    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1206424.00   | 0.09%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380L7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27369 | PA      | $27438.02     | 0.00%             | 2070-02-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380LQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60707 | PA      | $60720.48     | 0.00%             | 2069-11-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1245322.04   | 0.09%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     2900000 | PA      | $3029972.20   | 0.22%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114508 | PA      | $114993.47    | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $513127.90    | 0.04%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1157847 | PA      | $1183719.13   | 0.09%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      413517 | PA      | $423520.85    | 0.03%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                    | Greystone CRE Notes 2025-FL4 LLC                                                                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2304231.13   | 0.17%             | 2043-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1700000 | PA      | $1826650.00   | 0.13%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1200000 | PA      | $1251600.00   | 0.09%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $244998.27    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1793010.64   | 0.13%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1252438.76   | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1238792.04   | 0.09%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1084958.63   | 0.08%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1432375.73   | 0.10%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2005-I1                                                                                      | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95394 | PA      | $89938.94     | 0.01%             | 2035-11-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2006-NC1                                                                                     | CUSIP: 40430HER5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      694991 | PA      | $662768.02    | 0.05%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                       | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994817.47    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | Harbour Energy PLC                                                                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $405043.28    | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-3                                                                                            | CUSIP: 41161PMG5<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |        4895 | PA      | $4823.27      | 0.00%             | 2035-06-19      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-10                                                                                           | CUSIP: 41161PTN3<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |        2730 | PA      | $1749.59      | 0.00%             | 2035-11-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $402900.68    | 0.03%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      800000 | PA      | $841827.62    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $631087.92    | 0.05%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2608442.98   | 0.19%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2692012.58   | 0.19%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Backed Trust                    | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B                                                                 | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280848 | PA      | $157080.21    | 0.01%             | 2037-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                                    | Home Equity Loan Trust                                                                                                           | CUSIP: 43710XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $451492.80    | 0.03%             | 2037-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                   | HomeBanc Mortgage Trust 2005-1                                                                                                   | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1975 | PA      | $1625.79      | 0.00%             | 2035-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                   | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1284168.15   | 0.09%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1244396.27   | 0.09%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1396260.96   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                      | IHO Verwaltungs GmbH                                                                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1814961.60   | 0.13%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                         | Imola Merger Corp                                                                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1751960.06   | 0.13%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR12                                                                                       | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         880 | PA      | $828.36       | 0.00%             | 2035-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR14                                                                                       | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6407 | PA      | $5166.82      | 0.00%             | 2035-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2004-AR6                                                                                        | CUSIP: 45660NX83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10078 | PA      | $9607.78      | 0.00%             | 2034-10-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1808533.80   | 0.13%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                             | Ingevity Corp                                                                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      675000 | PA      | $657257.09    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $197364.85    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                   | ION Platform Finance US Inc                                                                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $948857.32    | 0.07%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                      | ION Platform Finance US Inc / ION Platform Finance SARL                                                                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1114422.39   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                               | ION Platform Finance US Inc USD Term Loan                                                                                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     1400000 | PA      | $1310498.00   | 0.09%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1754060.03   | 0.13%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2005-ALT1                                                                                               | CUSIP: 466247XG3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |        4398 | PA      | $3263.01      | 0.00%             | 2035-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAX3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |        2023 | PA      | $1967.42      | 0.00%             | 2035-07-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                       | JP Morgan Mortgage Acquisition Trust 2007-CH3                                                                                    | CUSIP: 46630XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $389354.72    | 0.03%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A4                                                                                                 | CUSIP: 46631JAL2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       24042 | PA      | $18347.93     | 0.00%             | 2037-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1347344.47   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1251872.68   | 0.09%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2063363.98   | 0.15%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2024-5                                                                                           | CUSIP: 46658RAP3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      893493 | PA      | $891880.76    | 0.06%             | 2054-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1996455.99   | 0.14%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1628096.00   | 0.12%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1356935.26   | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      600000 | PA      | $604476.73    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                      | JetBlue 2020-1 Class A Pass Through Trust                                                                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605534 | PA      | $576460.24    | 0.04%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   370000000 | PA      | $742783.61    | 0.05%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      995000 | PA      | $995139.30    | 0.07%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1400000 | PA      | $1531322.07   | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1800000 | PA      | $1916111.86   | 0.14%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      850000 | PA      | $853896.60    | 0.06%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                                                                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2382000 | PA      | $2581304.42   | 0.19%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                  | Kraken Oil & Gas Partners LLC                                                                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1110690.34   | 0.08%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1239179.46   | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                       | LCM 31 Ltd                                                                                                                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001119.45   | 0.07%             | 2034-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1300000 | PA      | $1378328.90   | 0.10%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                          | Vital Energy Inc                                                                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      450000 | PA      | $443377.78    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97467.36     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                          | Lazard Group LLC                                                                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1270129.14   | 0.09%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1133629.16   | 0.08%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc                                                                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $548317.46    | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      228723 | PA      | $237006.41    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1104368.38   | 0.08%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203334.71    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                            | LoanCore 2022-CRE7 Issuer Ltd                                                                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1156357 | PA      | $1154952.60   | 0.08%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-1                                                                                            | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48106 | PA      | $42994.46     | 0.00%             | 2036-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-3                                                                                            | CUSIP: 542514UL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      258418 | PA      | $76453.17     | 0.01%             | 2046-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-4                                                                                            | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1274001 | PA      | $670407.46    | 0.05%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                            | Los Angeles County Public Works Financing Authority                                                                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      200000 | PA      | $237658.86    | 0.02%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                   | Luminent Mortgage Trust 2006-6                                                                                                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      523842 | PA      | $484710.25    | 0.04%             | 2046-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2022-FL8 Ltd                                                                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      649314 | PA      | $648634.70    | 0.05%             | 2037-02-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MMK INTL CAPITAL DAC                                      | MMK International Capital DAC                                                                                                    | CUSIP: 553142AA8<br>LEI: 635400CNBLB2PNXXQI80 | Long             | DBT              | CORP              | IE        |     1400000 | PA      | $70000.00     | 0.01%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802112.79    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      800000 | PA      | $702256.00    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                  | Warnermedia Holdings Inc                                                                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1126000.00   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      800000 | PA      | $824595.38    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116506.75    | 0.01%             | 2026-09-21      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1433156.34   | 0.10%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1355626.27   | 0.10%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-FRE2                                                                                    | CUSIP: 57643GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6573602 | PA      | $6203264.39   | 0.45%             | 2036-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2004-OPT1                                                                                    | CUSIP: 57643LCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      544206 | PA      | $576960.66    | 0.04%             | 2034-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2004-WMC2                                                                                    | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46450 | PA      | $46492.18     | 0.00%             | 2034-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2006-HE5                                                                                     | CUSIP: 576455AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1928190 | PA      | $1138917.99   | 0.08%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-HE3                                                                                     | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825263 | PA      | $517967.46    | 0.04%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-WMC4                                                                                    | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1153221 | PA      | $373823.38    | 0.03%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2002660.00   | 0.15%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                  | Medline Borrower LP/Medline Co-Issuer Inc                                                                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2067522.58   | 0.15%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2007-SD1                                                                           | CUSIP: 590232AA2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |      601558 | PA      | $346786.33    | 0.03%             | 2047-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2006-A3                                                                            | CUSIP: 59023CAK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |        4971 | PA      | $4684.39      | 0.00%             | 2036-05-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                             | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue                                                  | CUSIP: 592098G50<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |      100000 | PA      | $109818.91    | 0.01%             | 2037-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                  | Mill City Mortgage Loan Trust 2018-1                                                                                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113068 | PA      | $112440.65    | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1569115.41   | 0.11%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                       | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1570435.13   | 0.11%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                          | Modena Buyer LLC Term Loan                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      636624 | PA      | $632645.23    | 0.05%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                      | Monongahela Power Co                                                                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $951135.49    | 0.07%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-NC1                                                                                  | CUSIP: 61744CML7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |      162120 | PA      | $159602.63    | 0.01%             | 2035-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-WMC5                                                                                 | CUSIP: 61744CRV0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |        9814 | PA      | $9801.35      | 0.00%             | 2035-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-HE5                                                                                  | CUSIP: 61744CUV6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     6241102 | PA      | $5251512.02   | 0.38%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Capital I Trust                | Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC2                                                                          | CUSIP: 61746WA75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7594 | PA      | $8180.33      | 0.00%             | 2033-02-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2078950.64   | 0.15%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1852923.13   | 0.13%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1821775.64   | 0.13%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE7                                                                                  | CUSIP: 61750MAE5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       54457 | PA      | $23224.63     | 0.00%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                                                                  | CUSIP: 61750SAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       48974 | PA      | $21429.47     | 0.00%             | 2036-10-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                     | Morgan Stanley Home Equity Loan Trust 2007-2                                                                                     | CUSIP: 61752UAC9<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |     2555465 | PA      | $1312612.56   | 0.10%             | 2037-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                                                                  | CUSIP: 61753KAD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       49243 | PA      | $20907.49     | 0.00%             | 2037-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      500000 | PA      | $364351.49    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                 | Municipal Electric Authority of Georgia                                                                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       93000 | PA      | $101345.22    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      700000 | PA      | $697351.49    | 0.05%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                           | NGPL PipeCo LLC                                                                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2901843.48   | 0.21%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1298623.04   | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                                                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     1600000 | PA      | $1600113.89   | 0.12%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1215960.12   | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                               | Nakilat Inc                                                                                                                      | CUSIP: 62983PAB1<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      355982 | PA      | $378052.40    | 0.03%             | 2033-12-31      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                  | National Health Investors Inc                                                                                                    | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     1400000 | PA      | $1398050.65   | 0.10%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                  | National Mentor Holdings Inc                                                                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1507947.33   | 0.11%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                            | NCR Atleos Corp                                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      375000 | PA      | $407016.00    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-D                                                                                                 | CUSIP: 639931AA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2191042.70   | 0.16%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                                                                 | CUSIP: 64032BAA1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1029282 | PA      | $1032202.57   | 0.07%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1216424 | PA      | $1224567.39   | 0.09%             | 2055-05-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-C                                                                                                 | CUSIP: 64035UAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     3058090 | PA      | $3045773.49   | 0.22%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-NQM1R                                                                                   | CUSIP: 64828BAC5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      422319 | PA      | $386167.55    | 0.03%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2023-NQM1                                                                                    | CUSIP: 64831HAM5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     2386116 | PA      | $2412671.84   | 0.17%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                            | New York State Urban Development Corp                                                                                            | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       80000 | PA      | $82397.51     | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | NEWFOLD DIGITAL HLDGS GRP INC 2025 SUPER PRTY NEW MONEY Term Loan A                                                              | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      126428 | PA      | $117893.87    | 0.01%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | NEWFOLD DIGITAL HLDGS GRP INC 2025 TRANCHE A TERM LOAN                                                                           | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     2117204 | PA      | $1762571.98   | 0.13%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | NEWFOLD DIGITAL HLDGS GRP INC 2025 TRANCHE B TERM LOAN                                                                           | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      373664 | PA      | $234784.41    | 0.02%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1286140.36   | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1500000 | PA      | $1527725.55   | 0.11%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $907976.97    | 0.07%             | 2031-06-09      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $429485.28    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $429949.71    | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397403.76    | 0.03%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     3500000 | PA      | $3451960.82   | 0.25%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                      | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2389501.49   | 0.17%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                                                                              | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1021483.60   | 0.07%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1415152.20   | 0.10%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200407.40    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1325000 | PA      | $1420903.50   | 0.10%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM8 Trust                                                                                                              | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |     1600858 | PA      | $1616910.68   | 0.12%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-HYB2 Trust                                                                                                              | CUSIP: 67118RAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     2261542 | PA      | $2242662.60   | 0.16%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-NQM8 Trust                                                                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |      617500 | PA      | $624746.71    | 0.05%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM9 Trust                                                                                                              | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |     2799001 | PA      | $2833207.74   | 0.21%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1344352.10   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      800000 | PA      | $809810.40    | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1024990.59   | 0.07%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1228797.60   | 0.09%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1164858.00   | 0.08%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2300000 | PA      | $2461822.00   | 0.18%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1527279.00   | 0.11%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      975000 | PA      | $966293.62    | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                     | OneMain Direct Auto Receivables Trust 2023-1                                                                                     | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2015086.20   | 0.15%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      700000 | PA      | $656152.10    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1089264.04   | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2071488.00   | 0.15%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2023-2                                                                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2118080.79   | 0.15%             | 2036-09-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                            | 1261229 BC Ltd                                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      575000 | PA      | $598009.71    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $733258.04    | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1266765.08   | 0.09%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      600000 | PA      | $632444.51    | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                             | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     4300000 | PA      | $4593794.06   | 0.33%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM3                                                                                                                   | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2169444 | PA      | $2169680.66   | 0.16%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM1 Trust                                                                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640992 | PA      | $648209.49    | 0.05%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $248063.61    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78279.11     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99750.68     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197832.51    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787471.14    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96945.10     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89996.07     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2043771.72   | 0.15%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98687.48     | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497851.94    | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1600000.00   | 0.12%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83311.72     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1542097.76   | 0.11%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2111712.94   | 0.15%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2231957.90   | 0.16%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      356786 | PA      | $358532.85    | 0.03%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318711 | PA      | $320784.33    | 0.02%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      327478 | PA      | $329641.44    | 0.02%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2024-3                                                                                                      | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     1001207 | PA      | $1004473.23   | 0.07%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2025-5                                                                                              | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4499826 | PA      | $4519013.39   | 0.33%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya Ai Debt Grantor Trust 2025-6                                                                                              | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4485858.30   | 0.32%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE                                     | Panama Infrastructure Receivable Purchaser PLC                                                                                   | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2233000.00   | 0.16%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                             | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $114500.00    | 0.01%             | 2034-04-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1900000 | PA      | $2041740.00   | 0.15%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1300000 | PA      | $1002430.00   | 0.07%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2800000 | PA      | $2914595.74   | 0.21%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2900000 | PA      | $3214940.00   | 0.23%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                     | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1865246.44   | 0.14%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                       | Paradigm Parent LLC 1st Lien Term Loan                                                                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     1596000 | PA      | $1399995.24   | 0.10%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3700000 | PA      | $3511015.06   | 0.25%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1812000.00   | 0.13%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1915285.91   | 0.14%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      925000 | PA      | $964161.18    | 0.07%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                                                                           | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5500000 | PA      | $1709334.71   | 0.12%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2700000 | PA      | $2084670.00   | 0.15%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1410198.38   | 0.10%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3300000 | PA      | $3351466.80   | 0.24%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      536000 | PA      | $534569.00    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      378000 | PA      | $284015.89    | 0.02%             | 2046-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2900000 | PA      | $2384390.82   | 0.17%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1700000 | PA      | $1334313.37   | 0.10%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2580000 | PA      | $2312186.04   | 0.17%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2400000 | PA      | $2322821.64   | 0.17%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      277000 | PA      | $300951.81    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $962112.31    | 0.07%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2900000 | PA      | $2970079.08   | 0.22%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $956332.52    | 0.07%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                         | Polaris Newco LLC USD Term Loan B                                                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      966992 | PA      | $931096.98    | 0.07%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2703649.02   | 0.20%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1323614.93   | 0.10%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                  | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1607734.26   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                         | PRIO Luxembourg Holding Sarl                                                                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1361850.00   | 0.10%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2023-NQM2 Trust                                                                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1902352 | PA      | $1911386.82   | 0.14%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-6 LLC                                                                                                                  | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      868665 | PA      | $869009.11    | 0.06%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM2 Trust                                                                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      717286 | PA      | $726272.64    | 0.05%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc Term Loan B                                                                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      700000 | PA      | $702625.00    | 0.05%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306733.80    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      400000 | PA      | $414620.62    | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                     | QXO Building Products Inc                                                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1357744.28   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                     | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1290250 | PA      | $1293940.12   | 0.09%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                          | QuidelOrtho Corp Term Loan                                                                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     1396500 | PA      | $1394754.38   | 0.10%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2498112.00   | 0.18%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                               | RAAC Series 2007-RP4 Trust                                                                                                       | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125815 | PA      | $117200.34    | 0.01%             | 2046-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA8 Trust                                                                                                       | CUSIP: 74922QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8751 | PA      | $8191.28      | 0.00%             | 2036-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                  | RASC Series 2007-KS3 Trust                                                                                                       | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      824378 | PA      | $808332.00    | 0.06%             | 2037-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES5                                                                                                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1192134 | PA      | $1203823.88   | 0.09%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES4                                                                                                    | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534511 | PA      | $1552746.21   | 0.11%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES6                                                                                                    | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      704483 | PA      | $707551.08    | 0.05%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES7                                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      816903 | PA      | $819483.04    | 0.06%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                      | RLJ Lodging Trust LP                                                                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      200000 | PA      | $198887.00    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1008000.00   | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA7 Trust                                                                                                       | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2996 | PA      | $3070.10      | 0.00%             | 2036-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                          | Qatarenergy LNG S3                                                                                                               | CUSIP: 75405UAA4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | CORP              | QA        |      887110 | PA      | $899850.67    | 0.07%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                  | Raven Acquisition Holdings LLC                                                                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1030341.00   | 0.07%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      103840 | PA      | $104264.84    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3551189.60   | 0.26%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                      | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      192015 | PA      | $192545.07    | 0.01%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                      | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      284310 | PA      | $284469.36    | 0.02%             | 2031-05-19      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2006-4                                                                                        | CUSIP: 75970HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1514158 | PA      | $456478.58    | 0.03%             | 2037-01-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                    | Residential Asset Securitization Trust 2007-A2                                                                                   | CUSIP: 761120AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3311462 | PA      | $874066.27    | 0.06%             | 2037-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA ELEC REVENUE                                 | City of Riverside CA Electric Revenue                                                                                            | CUSIP: 768874SG5<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |      200000 | PA      | $238455.38    | 0.02%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $930311.23    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1367598.44   | 0.10%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                           | Rolls-Royce PLC                                                                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1435145.39   | 0.10%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $191106.48    | 0.01%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                           | Sabesp Lux Sarl                                                                                                                  | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1404757.37   | 0.10%             | 2030-08-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      700000 | PA      | $702833.91    | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1642449.53   | 0.12%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                            | CITIGROUP REPO                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |     5000000 | PA      | $5000000.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1700000 | PA      | $1698602.60   | 0.12%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $390161.60    | 0.03%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1014795.87   | 0.07%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     3475000 | PA      | $3451990.74   | 0.25%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $734394.18    | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-5                                                                                    | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1658780.48   | 0.12%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-6                                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      812500 | PA      | $839787.89    | 0.06%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505387.40    | 0.04%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3036140.10   | 0.22%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-3                                                                                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3627576.36   | 0.26%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-3                                                                                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2615870.14   | 0.19%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $655910.92    | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                                           | Saranac Clo VI Ltd                                                                                                               | CUSIP: 80317LAJ2<br>LEI: 5493002U06KAOJIMH261 | Long             | ABS-CBDO         | CORP              | JE        |      303513 | PA      | $303531.46    | 0.02%             | 2031-08-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1969525.00   | 0.14%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    10000000 | PA      | $10229287.20  | 0.74%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      700000 | PA      | $692099.53    | 0.05%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                              | Saxon Asset Securities Trust 2006-1                                                                                              | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94915 | PA      | $94215.93     | 0.01%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                      | Seadrill Finance Ltd                                                                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     1500000 | PA      | $1559931.00   | 0.11%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STOR                                                                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      650000 | PA      | $617500.00    | 0.04%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STORAGE TECH                                                                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      920000 | PA      | $1044458.77   | 0.08%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust            | Securitized Asset Backed Receivables LLC Trust 2005-FR4                                                                          | CUSIP: 81375WFJ0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |       21486 | PA      | $20151.26     | 0.00%             | 2036-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2024-HYB1                                                                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1230943 | PA      | $1234422.93   | 0.09%             | 2063-11-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      400000 | PA      | $391026.44    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1216020.66   | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1117354 | PA      | $1146423.56   | 0.08%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399055 | PA      | $398372.51    | 0.03%             | 2052-06-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1896608 | PA      | $1934999.52   | 0.14%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2226453 | PA      | $2208364.72   | 0.16%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                  | Snap Inc                                                                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2574055.00   | 0.19%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT2                                                                                              | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51226 | PA      | $50253.01     | 0.00%             | 2036-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT3                                                                                              | CUSIP: 83611MPK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6689510 | PA      | $5980385.46   | 0.43%             | 2036-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $600385.61    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $391412.36    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1200000 | PA      | $1200761.42   | 0.09%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2100000 | PA      | $1770281.06   | 0.13%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1100000 | PA      | $1182563.80   | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1293581.05   | 0.09%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1104744.40   | 0.08%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1422426.82   | 0.10%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2860869.05   | 0.21%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance              | Specialty Underwriting & Residential Finance Trust Series 2005-BC2                                                               | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28781 | PA      | $28706.86     | 0.00%             | 2035-12-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                   | Spirit Airlines Pass Through Trust 2015-1A                                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1259988 | PA      | $1208565.80   | 0.09%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                              | Spirit Aviation Holdings Inc                                                                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11548 | NS      | $2898.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V119<br>LEI: N/A                  | N/A              | DE               |  | US        |        7627 | NS      | $610.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V135<br>LEI: N/A                  | N/A              | DE               |  | US        |        5499 | NS      | $439.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1334859.50   | 0.10%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                  | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |      585000 | PA      | $590008.20    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2807622.00   | 0.20%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      900000 | PA      | $918289.80    | 0.07%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                   | Standard Industries Inc 2021 Term Loan B                                                                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      380475 | PA      | $381730.57    | 0.03%             | 2028-09-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1387370.54   | 0.10%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1175000 | PA      | $1206022.35   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1100000 | PA      | $1111823.71   | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                       | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     1179000 | PA      | $1182100.77   | 0.09%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                 | Stonepeak Nile Parent LLC 2025 Term Loan B                                                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     1200000 | PA      | $1199352.00   | 0.09%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                           | Stream Innovations 2024-1 Issuer Trust                                                                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      319158 | PA      | $331756.73    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust            | Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS                                                                  | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22503 | PA      | $21711.72     | 0.00%             | 2035-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1                                                                    | CUSIP: 86358BAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27926 | PA      | $27487.37     | 0.00%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                    | Structured Asset Investment Loan Trust 2005-7                                                                                    | CUSIP: 86358EWD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151683 | PA      | $149191.41    | 0.01%             | 2035-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2005-AR8                                                                          | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169414 | PA      | $146241.48    | 0.01%             | 2036-02-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                                                                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       63017 | PA      | $61639.74     | 0.00%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2006-AR6                                                                          | CUSIP: 86360UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105224 | PA      | $92489.89     | 0.01%             | 2046-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                        | STWD 2025-FL4 LLC                                                                                                                | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3003532.80   | 0.22%             | 2042-11-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1900000 | PA      | $1988458.43   | 0.14%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1510990.50   | 0.11%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                           | Suntrust Alternative Loan Trust Series 2005-1F                                                                                   | CUSIP: 86789MAA5<br>LEI: 7E1PDLW1JL6TS0BS1G03 | Long             | ABS-MBS          | CORP              | US        |        3455 | PA      | $3011.11      | 0.00%             | 2035-12-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                    | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3994206.80   | 0.29%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      475000 | PA      | $487017.64    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                   | TGS ASA                                                                                                                          | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1044143.76   | 0.08%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $966705.90    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      750000 | PA      | $765338.66    | 0.06%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1964972.16   | 0.14%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      775000 | PA      | $775417.73    | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC           | Tesla Lease Electric Vehicle Securitization 2025-A LLC                                                                           | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1803492.90   | 0.13%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                             | TopBuild Corp                                                                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1646405.29   | 0.12%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1200000 | PA      | $1198327.80   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2015-4                                                                                                 | CUSIP: 89171UAL3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2453015.00   | 0.18%             | 2055-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-2                                                                                                 | CUSIP: 89173HAC0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2274204 | PA      | $2251226.42   | 0.16%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-4                                                                                                 | CUSIP: 89183GAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1837421 | PA      | $1843094.23   | 0.13%             | 2064-10-27      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES6                                                                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |      839810 | PA      | $847607.47    | 0.06%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1681552.00   | 0.12%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1739899.00   | 0.13%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                     | Transocean Aquila Ltd                                                                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      795385 | PA      | $814701.20    | 0.06%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |      100000 | PA      | $94716.27     | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |      346000 | PA      | $378662.40    | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                | Trust 2401                                                                                                                       | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              |  | MX        |      854000 | PA      | $947683.80    | 0.07%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6200000 | PA      | $4779991.12   | 0.35%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4400000 | PA      | $3611476.00   | 0.26%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp Term Loan                                                                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2078571 | PA      | $2039972.40   | 0.15%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                   | X Corp 2025 Fixed Term Loan                                                                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1100000 | PA      | $1095281.00   | 0.08%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1300000 | PA      | $1366904.54   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1241067.84   | 0.09%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2876196.40   | 0.21%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                         | US Renal Care Inc 2023 Superpriority Term Loan                                                                                   | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      987342 | PA      | $926560.99    | 0.07%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CORESTATE NEW SHARES                                      | CORESTATE NEW SHARES                                                                                                             | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | EC               | CORP              | LU        |      421967 | NS      | $0.49         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMSURG EQUITY                                             | AMSURG EQUITY                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9484 | NS      | $425961.65    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $690562.50    | 0.05%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                       | UPG HI 2025-2 Issuer Trust                                                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3300000 | PA      | $3298586.61   | 0.24%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1099681.55   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      273201 | PA      | $204217.75    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1865284 | PA      | $1133160.03   | 0.08%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2281007 | PA      | $1357199.17   | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2498410 | PA      | $1461569.85   | 0.11%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      377887 | PA      | $222953.33    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1412114 | PA      | $667223.87    | 0.05%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      262560 | PA      | $148346.40    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      970160 | PA      | $732470.80    | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3700000 | PA      | $3967265.69   | 0.29%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      986169 | PA      | $1011170.23   | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                   | United Airlines 2023-1 Class A Pass Through Trust                                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3451993 | PA      | $3605939.21   | 0.26%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                   | United Airlines 2019-2 Class A Pass Through Trust                                                                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72528 | PA      | $69463.21     | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                   | United Airlines 2014-1 Class A Pass Through Trust                                                                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428907 | PA      | $428832.57    | 0.03%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2300000 | PA      | $1739950.00   | 0.13%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5400000 | PA      | $3323700.00   | 0.24%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1700000 | PA      | $1781600.00   | 0.13%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2600000 | PA      | $2633800.00   | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1150000 | PA      | $1104575.00   | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3700000 | PA      | $3947900.00   | 0.29%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      408000 | PA      | $408000.00    | 0.03%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        4000 | PA      | $3990.20      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      512000 | PA      | $507599.97    | 0.04%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1184000 | PA      | $1172989.24   | 0.08%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      235000 | PA      | $232655.56    | 0.02%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      603000 | PA      | $596553.21    | 0.04%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19800000 | PA      | $18147937.50  | 1.31%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7100000 | PA      | $7100832.05   | 0.51%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4333886.73   | 0.31%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15100000 | PA      | $14825132.89  | 1.07%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3300000 | PA      | $3028652.35   | 0.22%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      117000 | PA      | $118133.44    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Notes                                                                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      191000 | PA      | $192372.81    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | REVERSE REPO BARCLAYS                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -870060 | PA      | $-870059.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | REVERSE REPO BARCLAYS                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -978543 | PA      | $-978543.39   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |    -1363813 | PA      | $-1363812.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |     -338343 | PA      | $-338343.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |     -545676 | PA      | $-545675.56   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |     -388516 | PA      | $-388515.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1289775.60   | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAA2<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |     1381270 | PA      | $1381873.47   | 0.10%             | 2026-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAB0<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $800826.40    | 0.06%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAC8<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |     3400000 | PA      | $3406952.66   | 0.25%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAD6<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $992800.00    | 0.07%             | 2031-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                     | VFH Parent LLC / Valor Co-Issuer Inc                                                                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $942733.80    | 0.07%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4659927.88   | 0.34%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                               | Valaris Ltd                                                                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1040464.00   | 0.08%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1209495.02   | 0.09%             | 2032-10-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1400000 | PA      | $462000.00    | 0.03%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3277568.10   | 0.24%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $512145.17    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1018344.43   | 0.07%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2531091.24   | 0.18%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1371858.93   | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                           | Venture 33 CLO Ltd                                                                                                               | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |      193751 | PA      | $193757.93    | 0.01%             | 2031-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2684949.93   | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2383897.10   | 0.17%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2117344.59   | 0.15%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2401405.13   | 0.17%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-12                                                                                               | CUSIP: 92490FAC4<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1301040.65   | 0.09%             | 2070-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-R1                                                                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      800933 | PA      | $801834.23    | 0.06%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-4                                                                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      527724 | PA      | $527875.22    | 0.04%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-7                                                                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |     1654262 | PA      | $1675109.34   | 0.12%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-INV1                                                                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |     2395153 | PA      | $2419771.34   | 0.18%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-R2                                                                                               | CUSIP: 92541EAC6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2004528.80   | 0.15%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     2600000 | PA      | $2683194.05   | 0.19%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      425000 | PA      | $455107.00    | 0.03%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404779.54    | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101589.18    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1800831.05   | 0.13%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1015534.85   | 0.07%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                    | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $833680.00    | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                             | VoltaGrid LLC                                                                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      800000 | PA      | $792596.59    | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust                                                                   | CUSIP: 929227ZS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         359 | PA      | $353.94       | 0.00%             | 2033-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust                                                                    | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83121 | PA      | $75313.23     | 0.01%             | 2036-03-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                                                                    | CUSIP: 92925VAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1847 | PA      | $1588.92      | 0.00%             | 2037-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                         | WBI Operating LLC                                                                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $905427.00    | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                         | WBI Operating LLC                                                                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $498106.25    | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                             | LUXCO3 SHARES                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       13624 | NS      | $240351.50    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lebanon Government International Bonds                    | Lebanon Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $407615.25    | 0.03%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                                                                    | CUSIP: 93362FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4850 | PA      | $4502.99      | 0.00%             | 2036-08-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                            | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                                                                        | CUSIP: 933631AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85419 | PA      | $75066.92     | 0.01%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                                                                   | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9486 | PA      | $8394.56      | 0.00%             | 2036-10-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                          | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      320837 | PA      | $321006.95    | 0.02%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust                                                 | CUSIP: 939355BR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188770 | PA      | $158195.49    | 0.01%             | 2047-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS                                    | SOCAR Turkey Enerji AS EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |     5800000 | PA      | $6816159.94   | 0.49%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                  | Weatherford International Ltd                                                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     1600000 | PA      | $1638579.20   | 0.12%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                                                                            | CUSIP: 94983RAD6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       12587 | PA      | $12480.53     | 0.00%             | 2036-04-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                        | Wells Fargo Alternative Loan 2007-PA4 Trust                                                                                      | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18256 | PA      | $16952.03     | 0.00%             | 2037-07-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR8 Trust                                                                            | CUSIP: 94985YAA5<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       10085 | PA      | $9244.36      | 0.00%             | 2037-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 First Out Term Loan                                                                         | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      286194 | PA      | $286193.83    | 0.02%             | 2026-07-20      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 Last Out Term Loan                                                                          | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     1077766 | PA      | $1110099.04   | 0.08%             | 2028-11-03      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $707838.08    | 0.05%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1553815.29   | 0.11%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1531047.95   | 0.11%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3414550.26   | 0.25%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2736932.12   | 0.20%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS                            | TIB DIVERSIFIED PAYMENT RIGHTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1256941.50   | 0.09%             | 2034-11-15      | Fixed         | 7.11%                 | Yes           |                  3 | On Loan: No      |
| Cashmere Valley Bank                                      | Cashmere Valley Bank                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    25200000 | PA      | $16817220.83  | 1.22%             | 2057-12-30      | Variable      | 4.54%                 | No            |                  3 | On Loan: No      |
| VB DPR FINANCE COMPANY                                    | VB DPR FINANCE COMPANY                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2148540.56   | 0.16%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2025-3                                                                                     | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3300000 | PA      | $3303783.45   | 0.24%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2025-3                                                                                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3200000 | PA      | $3210867.52   | 0.23%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                           | Weyerhaeuser Co                                                                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |      424000 | PA      | $482867.47    | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                   | JPM CHASE REVERSE REPO GBP                                                                                                       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | GB        |     -660504 | PA      | $-890327.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                  | Windstream Services LLC / Windstream Escrow Finance Corp                                                                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1049769.57   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     2100000 | PA      | $2074798.38   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $804739.54    | 0.06%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1082087.97   | 0.08%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1738208.81   | 0.13%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                   | XPO Inc                                                                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1223557.20   | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     2379143 | PA      | $2592104.43   | 0.19%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1642480.13   | 0.12%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |       85612 | PA      | $116250.39    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                            | DEUTSCHE BANK REPO                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    66400000 | PA      | $66400000.00  | 4.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0JYY5 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0JYY5 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3800000 | OU      | $16892.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K0C7 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0K0C7 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $353.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K1S1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0K1S1 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $1315.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: SWPC0K1X0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K1X0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     5700000 | OU      | $68157.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0K9N4 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K9N4 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      300000 | OU      | $2045.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KBE1 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0KBE1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      400000 | OU      | $3601.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KC00 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KC00 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    16491000 | OU      | $95081.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KJ52 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0KJ52 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $10193.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0KQT2 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0KQT2 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      100000 | OU      | $918.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSL7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KSL7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      490000 | OU      | $3356.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KWL2 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KWL2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      300000 | OU      | $18034.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KTA0 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KTA0 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      900000 | OU      | $54502.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSX1 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KSX1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $21374.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LBB5 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LBB5 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4200000 | OU      | $33158.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0LOM7 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0LOM7 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      100000 | OU      | $1236.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LPL8 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LPL8 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      600000 | OU      | $4330.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU01XLH4 IRS AUD R F  4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    45700000 | OU      | $-165316.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M363 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0M363 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    10200000 | OU      | $58482.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0M3V8 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0M3V8 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      300000 | OU      | $3957.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M5X2 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0M5X2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      600000 | OU      | $5835.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0MAX6 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MAX6 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     3000000 | OU      | $-26305.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU021DJ8 IRS CAD R F  2.50000 SWU021DJ8 CCPOIS / Short: SWU021DJ8 IRS CAD P V 06MCORRA SWUV21DJ0 CCPOIS                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8000000 | OU      | $-30036.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MJA7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MJA7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3200000 | OU      | $10309.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MND6 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0MND6 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $243292.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC0MNK0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MNK0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     2000000 | OU      | $36234.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU025U43 IRS USD R V 12MSOFR SWUV25U45 CCPOIS / Short: BWU025U43 IRS USD P F  3.50000 SWU025U43 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3100000 | OU      | $350707.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MQV3 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0MQV3 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3100000 | OU      | $44825.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MWW4 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MWW4 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4500000 | OU      | $2020.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MZ84 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0MZ84 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13225000 | OU      | $1004379.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02D1W6 IRS CZK R F  3.36500 SWU02D1W6 CCPVANILLA / Short: SWU02D1W6 IRS CZK P V 06MPRIBO SWUV2D1W8 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    78900000 | OU      | $-54481.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02DC46 IRS USD R V 12MSOFR SWUV2DC48 CCPOIS / Short: BWU02DC46 IRS USD P F  3.00000 SWU02DC46 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4800000 | OU      | $22575.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02D619 IRS USD R V 12MSOFR SWUV2D611 CCPOIS / Short: BWU02D619 IRS USD P F  3.25000 SWU02D619 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35600000 | OU      | $1380293.88   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0N8J8 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0N8J8 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $127820.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FNN7 IRS USD R V 12MSOFR SWUV2FNN9 CCPOIS / Short: BWU02FNN7 IRS USD P F  3.90750 SWU02FNN7 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-6409.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FPX3 IRS USD R V 12MSOFR SWUV2FPX5 CCPOIS / Short: BWU02FPX3 IRS USD P F  3.87400 SWU02FPX3 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-8166.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FYZ8 IRS USD R V 12MSOFR SWUV2FYZ0 CCPOIS / Short: BWU02FYZ8 IRS USD P F  3.89900 SWU02FYZ8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-9657.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0N0 IRS USD R V 12MSOFR SWUV2G0N2 CCPOIS / Short: BWU02G0N0 IRS USD P F  3.25000 SWU02G0N0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14400000 | OU      | $589711.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0K6 IRS USD R V 12MSOFR SWUV2G0K8 CCPOIS / Short: BWU02G0K6 IRS USD P F  3.25000 SWU02G0K6 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34300000 | OU      | $252245.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FZ79 IRS USD R V 12MSOFR SWUV2FZ71 CCPOIS / Short: BWU02FZ79 IRS USD P F  3.90500 SWU02FZ79 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-10032.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BWU02G125 IRS USD R V 12MSOFR SWUV2G127 CCPOIS / Short: BWU02G125 IRS USD P F  3.25000 SWU02G125 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7600000 | OU      | $1198228.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: SWPC0NE77 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0NE77 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     3600000 | OU      | $-11840.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GCR8 IRS USD R V 12MSOFR SWUV2GCR0 CCPOIS / Short: BWU02GCR8 IRS USD P F  3.93000 SWU02GCR8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $-22932.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NF35 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NF35 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      400000 | OU      | $-2064.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NEX0 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NEX0 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    17400000 | OU      | $390236.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NHL3 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NHL3 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2200000 | OU      | $174408.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GS91 IRS EUR R V 06MEURIB SWUV2GS93 CCPVANILLA / Short: BWU02GS91 IRS EUR P F  2.51000 SWU02GS91 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $35968.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXN2 IRS BRL R F 13.92710 SWU02HXN2 CCPNDFPREDISWAP / Short: SWU02HXN2 IRS BRL P V 00MBRCDI SWUV2HXN4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    50900000 | OU      | $-33608.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXE2 IRS BRL R F 13.92550 SWU02HXE2 CCPNDFPREDISWAP / Short: SWU02HXE2 IRS BRL P V 00MBRCDI SWUV2HXE4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6400000 | OU      | $-4276.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXM4 IRS BRL R F 13.29140 SWU02HXM4 CCPNDFPREDISWAP / Short: SWU02HXM4 IRS BRL P V 00MBRCDI SWUV2HXM6 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33700000 | OU      | $-17338.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HWT0 IRS BRL R F 13.32000 SWU02HWT0 CCPNDFPREDISWAP / Short: SWU02HWT0 IRS BRL P V 00MBRCDI SWUV2HWT2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3600000 | OU      | $-1441.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02JZR7 IRS EUR R F  2.75000 SWU02JZR7 CCPVANILLA / Short: SWU02JZR7 IRS EUR P V 06MEURIB SWUV2JZR9 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13700000 | OU      | $-289598.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02JZS5 IRS EUR R V 06MEURIB SWUV2JZS7 CCPVANILLA / Short: BWU02JZS5 IRS EUR P F  3.00000 SWU02JZS5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7700000 | OU      | $459143.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02K0G6 IRS AUD R F  4.25000 SWU02K0G6 CCPVANILLA / Short: SWU02K0G6 IRS AUD P V 06MBBSW SWUV2K0G8 CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10200000 | OU      | $-301772.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02L1F5 IRS CAD R F  2.50000 SWU02L1F5 CCPOIS / Short: SWU02L1F5 IRS CAD P V 06MCORRA SWUV2L1F7 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3900000 | OU      | $-38512.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02L1O6 IRS USD R V 12MSOFR SWUV2L1O8 CCPOIS / Short: BWU02L1O6 IRS USD P F  3.75000 SWU02L1O6 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23600000 | OU      | $-314217.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02L1T5 IRS USD R V 12MSOFR SWUV2L1T7 CCPOIS / Short: BWU02L1T5 IRS USD P F  3.75000 SWU02L1T5 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $31099.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NUS3 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUS3 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    13100000 | OU      | $-140863.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NUQ7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUQ7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    80100000 | OU      | $1813762.77   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BWU02J4V2 IRS CZK R V 06MPRIBO SWUV2J4V4 CCPVANILLA / Short: BWU02J4V2 IRS CZK P F  3.57500 SWU02J4V2 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    70795000 | OU      | $31448.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NWZ5 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NWZ5 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    62100000 | OU      | $4732175.25   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC44TD6 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44TD6 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     1900000 | OU      | $444388.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02LJV1 IRS BRL R F 13.32000 SWU02LJV1 CCPNDFPREDISWAP / Short: SWU02LJV1 IRS BRL P V 00MBRCDI SWUV2LJV3 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30800000 | OU      | $9692.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: SWPC0NY42 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0NY42 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      650000 | OU      | $-4690.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: SWPC44DR2 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44DR2 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |      900000 | OU      | $210499.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MJN7 IRS USD R V 12MSOFR SWUV2MJN9 CCPOIS / Short: BWU02MJN7 IRS USD P F  3.64000 SWU02MJN7 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $61380.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MS31 IRS USD R V 12MSOFR SWUV2MS33 CCPOIS / Short: BWU02MS31 IRS USD P F  3.70000 SWU02MS31 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6100000 | OU      | $33606.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MSQ0 IRS BRL R F 12.86690 SWU02MSQ0 CCPNDFPREDISWAP / Short: SWU02MSQ0 IRS BRL P V 00MBRCDI SWUV2MSQ2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25000000 | OU      | $-48942.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MSS6 IRS BRL R F 12.90500 SWU02MSS6 CCPNDFPREDISWAP / Short: SWU02MSS6 IRS BRL P V 00MBRCDI SWUV2MSS8 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3400000 | OU      | $-2792.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MSZ0 IRS USD R V 12MSOFR SWUV2MSZ2 CCPOIS / Short: BWU02MSZ0 IRS USD P F  3.71500 SWU02MSZ0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10272000 | OU      | $44468.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MXQ4 IRS USD R V 12MSOFR SWUV2MXQ6 CCPOIS / Short: BWU02MXQ4 IRS USD P F  3.73569 SWU02MXQ4 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35200000 | OU      | $95085.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MZX7 IRS BRL R F 13.25750 SWU02MZX7 CCPNDFPREDISWAP / Short: SWU02MZX7 IRS BRL P V 00MBRCDI SWUV2MZX9 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28900000 | OU      | $13825.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK (SB CAP SA)                                      | Sberbank of Russia Via SB Capital SA                                                                                             | CUSIP: 000000000<br>LEI: 222100YFG9QVABDS2B03 | Long             | DBT              | CORP              | LU        |     4500000 | PA      | $225000.00    | 0.02%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    51000000 | PA      | $3050038.80   | 0.22%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17700000 | PA      | $1090811.14   | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   873669940 | PA      | $184461.70    | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1603467.66   | 0.12%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                            | John Lewis PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800JSUFNZLZLCVJ25 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1371442.37   | 0.10%             | 2034-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      466000 | PA      | $539623.35    | 0.04%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      700000 | PA      | $661667.80    | 0.05%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     3800000 | PA      | $4849038.28   | 0.35%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      700000 | PA      | $569494.22    | 0.04%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      900000 | PA      | $955318.60    | 0.07%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $849172.08    | 0.06%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      600000 | PA      | $612322.73    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $3542998.21   | 0.26%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $712607.66    | 0.05%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $804065.70    | 0.06%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5750000 | PA      | $6931129.45   | 0.50%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229452.19    | 0.02%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     4400000 | PA      | $4796996.48   | 0.35%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      900000 | PA      | $943372.85    | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3952887.77   | 0.29%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      400000 | PA      | $458998.99    | 0.03%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $114749.75    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      300000 | PA      | $354962.90    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                     | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2300000 | PA      | $1973127.98   | 0.14%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     8500000 | PA      | $6825641.87   | 0.49%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                           | North Macedonia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |      500000 | PA      | $587905.55    | 0.04%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1449447.83   | 0.10%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3732953380 | PA      | $873787.89    | 0.06%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |     4200000 | PA      | $420.00       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1172598.09   | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      650000 | PA      | $642850.00    | 0.05%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1065874 | PA      | $939034.99    | 0.07%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2961000 | PA      | $2608641.00   | 0.19%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1225800 | PA      | $952102.15    | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      323958 | PA      | $276660.13    | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1025000 | PA      | $1233188.76   | 0.09%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $554311.57    | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      900000 | PA      | $504068.46    | 0.04%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2313775.76   | 0.17%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3955274.10   | 0.29%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE LTD                                          | CIMA Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      759834 | PA      | $713352.47    | 0.05%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                | Renault SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1408477.06   | 0.10%             | 2026-05-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                  | Ubisoft Entertainment SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $864587.97    | 0.06%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1751155.37   | 0.13%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $352478.85    | 0.03%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194736.96    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $634874.47    | 0.05%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                                                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $496254.48    | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      800000 | PA      | $696113.40    | 0.05%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      700000 | PA      | $687068.92    | 0.05%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                                       | Euro-Galaxy III CLO DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |      298580 | PA      | $350869.25    | 0.03%             | 2034-04-24      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                                     | Bain Capital Euro Clo 2018-2 DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |       87728 | PA      | $103112.40    | 0.01%             | 2032-01-20      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2400000 | PA      | $2393905.61   | 0.17%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      700000 | PA      | $697044.71    | 0.05%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1400000 | PA      | $1337441.47   | 0.10%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1140758.77   | 0.08%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     2425000 | PA      | $2739814.57   | 0.20%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      600000 | PA      | $60.00        | 0.00%             | 2024-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares European CLO                                         | Ares European CLO X DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-CBDO         | CORP              | IE        |      383907 | PA      | $451239.17    | 0.03%             | 2031-10-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      600000 | PA      | $382641.57    | 0.03%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro                     | Carlyle Euro CLO 2021-2 DAC                                                                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |      319247 | PA      | $375202.89    | 0.03%             | 2031-01-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                              | Cairn CLO X DAC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SJJA6F0HPES196 | Long             | ABS-CBDO         | CORP              | IE        |      346234 | PA      | $406991.77    | 0.03%             | 2031-10-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $477746.90    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5677000000 | PA      | $1169567.81   | 0.08%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1000000 | PA      | $990341.03    | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                         | Toro European CLO 6 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |      393157 | PA      | $462292.30    | 0.03%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                             | NPC Ukrenergo                                                                                                                    | CUSIP: 000000000<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |      200000 | PA      | $171000.00    | 0.01%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                         | Toro European CLO 7 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |      201193 | PA      | $236556.18    | 0.02%             | 2034-02-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                                 | Madison Park Euro Funding XIV DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400XLHN7OVUSEV112 | Long             | ABS-CBDO         | CORP              | IE        |      297048 | PA      | $349219.62    | 0.03%             | 2032-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5387000000 | PA      | $1431259.70   | 0.10%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1500000 | PA      | $1604974.53   | 0.12%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1379467.83   | 0.10%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                  | Cheplapharm Arzneimittel GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $731072.83    | 0.05%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2300000 | PA      | $779999.24    | 0.06%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                        | Telecom Italia SpA/Milano                                                                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      650000 | PA      | $851561.28    | 0.06%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLD                                    | Corestate Capital Holding SA                                                                                                     | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |      142585 | PA      | $150809.64    | 0.01%             | 2026-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDO                                  | Banco do Brasil SA/London                                                                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    22000000 | PA      | $1230566.93   | 0.09%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4400000 | PA      | $5538472.75   | 0.40%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2462491.49   | 0.18%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1449811.56   | 0.10%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2500000 | PA      | $3153603.61   | 0.23%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1700000 | PA      | $2040419.23   | 0.15%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $639121.76    | 0.05%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    13100000 | PA      | $15296674.54  | 1.11%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                       | Turkiye Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2850000 | PA      | $3607797.91   | 0.26%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                          | Mexican Udibonos                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       42460 | PA      | $2251.70      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2500768.29   | 0.18%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      700000 | PA      | $840845.02    | 0.06%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1202628.03   | 0.09%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2100000 | PA      | $1244014.57   | 0.09%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $2008977.52   | 0.15%             | 2031-06-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                  | Flora Food Management BV                                                                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1634168.74   | 0.12%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                         | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1103025.16   | 0.08%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   985900000 | PA      | $234567.76    | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      900000 | PA      | $896666.83    | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                       | Henley CLO VII DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400SRJSVJPTMR4D89 | Long             | ABS-CBDO         | CORP              | IE        |     1351013 | PA      | $1588356.35   | 0.12%             | 2034-04-25      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                   | Titanium 2l Bondco Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     8785200 | PA      | $1852120.08   | 0.13%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    51100000 | PA      | $1187555.33   | 0.09%             | 2028-09-06      | Floating      | 38.58%                | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                      | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1000000 | PA      | $980669.26    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                            | ADLER Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |     1562614 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1567797.99   | 0.11%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV IRLND                                    | Avenir Issuer IV Ireland DAC                                                                                                     | CUSIP: 000000000<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     1731252 | PA      | $1662038.68   | 0.12%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      792441 | PA      | $681036.85    | 0.05%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      443028 | PA      | $403713.85    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      404001 | PA      | $384487.92    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      371358 | PA      | $337449.74    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      391925 | PA      | $375603.97    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      535080 | PA      | $406660.80    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                      | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $695647.33    | 0.05%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1400000 | PA      | $1211279.27   | 0.09%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2850000 | PA      | $3361879.59   | 0.24%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAK CAPITAL                                               | RAK Capital                                                                                                                      | CUSIP: 000000000<br>LEI: 549300F0KUUDMGB5G459 | Long             | DBT              | NUSS              | KY        |      825000 | PA      | $849607.28    | 0.06%             | 2035-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                  | Viridien                                                                                                                         | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |       16105 | PA      | $19799.58     | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                    | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      227427 | PA      | $352534.21    | 0.03%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                | Ivory Coast Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1200000 | PA      | $1293960.92   | 0.09%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10553200000 | PA      | $2788139.81   | 0.20%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    14900000 | PA      | $879282.61    | 0.06%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 18880400000 | PA      | $4721039.22   | 0.34%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                      | CUSIP: 000000000<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      875000 | PA      | $1035372.46   | 0.07%             | 2032-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    13500000 | PA      | $794593.28    | 0.06%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1100000 | PA      | $1304627.54   | 0.09%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                | CMA CGM SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |      975000 | PA      | $1145245.39   | 0.08%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | Froneri Lux FinCo SARL                                                                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1420830.04   | 0.10%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 19379000000 | PA      | $4769947.38   | 0.35%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    15500000 | PA      | $896930.13    | 0.06%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                              | Kona Spc Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1179491.20   | 0.09%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4480735424 | PA      | $1188985.13   | 0.09%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       40291 | PA      | $3424.74      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        9927 | PA      | $843.80       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       91306 | PA      | $1780.47      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2200000 | PA      | $2570979.53   | 0.19%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       60870 | PA      | $1369.58      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      152176 | PA      | $2771.12      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      182612 | PA      | $2739.18      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      273918 | PA      | $4108.77      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      256654 | PA      | $3678.68      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      121741 | PA      | $456.53       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       76091 | PA      | $380.46       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       60870 | PA      | $608.70       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      121741 | PA      | $456.53       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      287089 | PA      | $717.72       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      152176 | PA      | $190.22       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      152176 | PA      | $190.22       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                                      | Intralot Capital Luxembourg SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1637703.47   | 0.12%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      308040 | PA      | $344451.19    | 0.02%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1102825 | PA      | $1216981.50   | 0.09%             | 2032-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $1782086.96   | 0.13%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60000000 | PA      | $371506.64    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $948500.89    | 0.07%             | 2032-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $723847.98    | 0.05%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    21500000 | PA      | $1247396.53   | 0.09%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1500000 | PA      | $1786985.60   | 0.13%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         365 | NC      | $-356438.63   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         407 | NC      | $-71018.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE MAR26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          40 | NC      | $-80484.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          24 | NC      | $-65744.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE MAR26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -61 | NC      | $51828.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $3554.22      | 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        |         305 | NC      | $-69675.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         150 | NC      | $-110248.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         239 | NC      | $-108151.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) MAR26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         295 | NC      | $54955.55     | 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        |         675 | NC      | $-194410.33   | -0.01%            |  |  |  | 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        |         182 | NC      | $159819.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT MAR26                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          43 | NC      | $-37990.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1955000 | PA      | $547400.00    | 0.04%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FIN                                   | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |      490292 | PA      | $644367.12    | 0.05%             | 2030-12-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |       89144 | PA      | $85154.19     | 0.01%             | 2030-12-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     6500000 | PA      | $1508000.00   | 0.11%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     4300000 | PA      | $995450.00    | 0.07%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                  | GE Capital UK Funding Unlimited Co                                                                                               | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $1145757.12   | 0.08%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMF-NL Bv                                                 | EMF-NL Prime 2008-A BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500YACYYG8XY5LM10 | Long             | ABS-MBS          | CORP              | NL        |       11950 | PA      | $13998.77     | 0.00%             | 2041-04-17      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      200000 | PA      | $56000.00     | 0.00%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     3473633 | NS      | $43293.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |     2380031 | PA      | $3116690.47   | 0.23%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Republic Of Turkey EUR Term Loan A                                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |     1700000 | PA      | $2230130.47   | 0.16%             | 2031-04-27      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| QUALITYTECH LP                                            | QualityTech LP Term Loan B                                                                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |     1389500 | PA      | $1390375.39   | 0.10%             | 2031-10-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GmbH/ The                         | Stepstone Group Midco 2 GmbH/ The EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |     1650000 | PA      | $1816685.25   | 0.13%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OCS Group Holdings Ltd                                    | OCS Group Holdings Ltd GBP Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     2500000 | PA      | $3365663.93   | 0.24%             | 2031-11-27      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                  | Bank of Industry Limited 2024 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | CORP              | NG        |     3000000 | PA      | $3506209.17   | 0.25%             | 2027-08-23      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Republic of Panama EUR Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | NUSS              | IE        |     1900000 | PA      | $2237494.05   | 0.16%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| VEON AMSTERDAM                                            | Veon Amsterdam Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      950000 | PA      | $950000.01    | 0.07%             | 2027-03-25      | Floating      | 8.21%                 | No            |                  3 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                         | Rockpoint Gas Storage Partners LP 2025 Repriced Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |     1288509 | PA      | $1293340.67   | 0.09%             | 2031-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care, Inc.                                     | US Renal Care Inc 2025 Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     5400000 | PA      | $5292000.00   | 0.38%             | 2030-09-25      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      500000 | PA      | $589268.17    | 0.04%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $425376.89    | 0.03%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1428195.99   | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   110400000 | PA      | $6936434.13   | 0.50%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                    | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     2262947 | PA      | $2263648.88   | 0.16%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                     | Brazil Minas SPE via State of Minas Gerais                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       60000 | PA      | $60074.50     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2023 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      796978 | PA      | $642563.26    | 0.05%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      102451 | PA      | $81832.94     | 0.01%             | 2031-02-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company      | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     1400000 | PA      | $1406076.00   | 0.10%             | 2028-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     3900000 | PA      | $3972501.00   | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRILLCO HLDG LUX SA                                       | DRILLCO HLDG LUX SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        2686 | NS      | $60602.88     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DRILLCO HLDG LUX S A                                      | DRILLCO HLDG LUX S A                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       24180 | NS      | $545561.25    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                        | FORESEA Holding SA                                                                                                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      677407 | PA      | $665275.45    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                  | Tierra Mojada Luxembourg II Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      646061 | PA      | $634276.71    | 0.05%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SES S A                                                   | SES S A                                                                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |        9447 | NS      | $146820.55    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Saudi Government International Bonds                      | Saudi Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     9300000 | PA      | $7951021.33   | 0.58%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $404775.00    | 0.03%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      500000 | PA      | $536556.65    | 0.04%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1100000 | PA      | $1211235.91   | 0.09%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1800000 | PA      | $416340.00    | 0.03%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      588654 | PA      | $641345.43    | 0.05%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       32000 | PA      | $8960.00      | 0.00%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1741000 | PA      | $548415.00    | 0.04%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                  | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      300000 | PA      | $321750.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1000000 | PA      | $999900.00    | 0.07%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1700000 | PA      | $1634040.00   | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     1400000 | PA      | $1243036.20   | 0.09%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                   | Paraguay Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      300000 | PA      | $310267.11    | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $577471.08    | 0.04%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1300000 | PA      | $1392939.55   | 0.10%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1434000 | PA      | $331971.00    | 0.02%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      166000 | PA      | $38512.00     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AG5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       32000 | PA      | $8400.00      | 0.00%             | 2020-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                  | Venezuela Government International Bonds                                                                                         | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3104000 | PA      | $907920.00    | 0.07%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2156000 | PA      | $603680.00    | 0.04%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      400000 | PA      | $112000.00    | 0.01%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                     | Rio Oil Finance Trust Series 2014-3                                                                                              | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99666 | PA      | $102556.63    | 0.01%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2800000 | PA      | $2924782.11   | 0.21%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      600000 | PA      | $599234.57    | 0.04%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      800000 | PA      | $761207.33    | 0.06%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                    | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      800000 | PA      | $429155.97    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      527000 | PA      | $497953.31    | 0.04%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                               | Nakilat Inc                                                                                                                      | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      703325 | PA      | $746741.01    | 0.05%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                | Southern Gas Corridor CJSC                                                                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     1100000 | PA      | $1107145.42   | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-11

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer