# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005190
**Filing Date:** 2026-2
**Character Count:** 440733
**Document Hash:** a80651f4e68e72b0a96e1f2c7636012c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005190.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 26694223

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Quality Bond PLUS Portfolio (Series ID: S000009055)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024602 | Class IA     |  |
| C000024603 | Class IB     |  |
| C000104169 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Quality Bond PLUS Portfolio

- **b. EDGAR series identifier (if any):** S000009055

- **c. LEI of Series:** 549300H58GWHDRBM0K71

**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:** $1149654371.96

**Total Liabilities:** $152719702.06

**Net Assets:** $996934669.90

**Cash Not Reported:** $11081866.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 49387.00000000 | **1-Year:** 39774.50000000 | **5-Year:** 96155.46000000 | **10-Year:** 29688.40000000 | **30-Year:** 23878.81000000

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

- **3-Month:** 0.14000000 | **1-Year:** 200.24000000 | **5-Year:** 551.11000000 | **10-Year:** 1586.99000000 | **30-Year:** 892.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024602 | 0.42%                | 0.62%                | -0.05%               |
| Class ID C000024603 | 0.42%                | 0.62%                | -0.05%               |
| Class ID C000104169 | 0.41%                | 0.62%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $66611.03                | $1419894.19                                |
| Month 2  | $90624.59                | $3374958.57                                |
| Month 3  | $131579.33               | $-3455665.28                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Government Bond Index

- **Index Identifier:** GOV_INT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                                                    | AB Issuer LLC, Series 2021-1, Class A2                                                                     | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324890 | PA      | $308066.41    | 0.03%             | 2051-07-30      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                  | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417397.36    | 0.04%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803585.76    | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                          | AS Mileage Plan IP Ltd.                                                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     41000 | PA      | $41333.16     | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co. PJSC                                               | Abu Dhabi National Energy Co. PJSC                                                                         | CUSIP: 00388WAQ4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $499250.00    | 0.05%             | 2031-10-09      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ACM Auto Trust                                                                   | ACM Auto Trust, Series 2024-2A, Class A                                                                    | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38164 | PA      | $38169.84     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| ACREC Ltd.                                                                       | ACREC Ltd., Series 2021-FL1, Class A                                                                       | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    146636 | PA      | $146521.49    | 0.01%             | 2036-10-16      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                   | Adjustable Rate Mortgage Trust, Series 2005-5, Class 2A1                                                   | CUSIP: 007036LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23403 | PA      | $20373.97     | 0.00%             | 2035-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                                                      | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200920.00    | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $690901.12    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                                | Affirm Asset Securitization Trust, Series 2025-X1, Class A                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57671 | PA      | $57766.71     | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AGFC Capital Trust I                                                             | AGFC Capital Trust I                                                                                       | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $706200.00    | 0.07%             | 2067-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2017-1, Class AA                                                     | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    384960 | PA      | $363247.02    | 0.04%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5001.07      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd.                                                                   | Aircastle Ltd.                                                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     64000 | PA      | $66590.20     | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                                                        | ALA Trust, Series 2025-OANA, Class A                                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193002 | PA      | $193724.99    | 0.02%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                       | Alexander Funding Trust II                                                                                 | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $128850.44    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12800000 | PA      | $11319000.32  | 1.14%             | 2056-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9100000 | PA      | $8387641.08   | 0.84%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20707000 | PA      | $19658708.13  | 1.97%             | 2056-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $390406.24    | 0.04%             | 2056-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3001685 | PA      | $2996056.84   | 0.30%             | 2056-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8598315 | PA      | $8574468.43   | 0.86%             | 2056-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2738786 | PA      | $2778156.05   | 0.28%             | 2056-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22200000 | PA      | $22498312.50  | 2.26%             | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1473964 | PA      | $1513461.67   | 0.15%             | 2056-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4620000 | PA      | $4741275.00   | 0.48%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                                               | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234639 | PA      | $243822.91    | 0.02%             | 2056-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                       | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $753666.64    | 0.08%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                       | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $185528.78    | 0.02%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                       | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    436000 | PA      | $445553.37    | 0.04%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                       | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35720.46     | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                             | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42095.48     | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                             | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73711.55     | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                             | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73821.80     | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-14T2, Class A1                                                         | CUSIP: 02150BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370707 | PA      | $189553.31    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OH1, Class A1D                                                         | CUSIP: 02150KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34994 | PA      | $31292.20     | 0.00%             | 2047-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                         | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    310000 | PA      | $298110.60    | 0.03%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                           | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279005.05    | 0.03%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Ameren Corp.                                                                     | Ameren Corp.                                                                                               | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511355.80    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2019-1, Class AA                                              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491097 | PA      | $460421.64    | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2021-1, Class A                                               | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671304 | PA      | $611211.21    | 0.06%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class B                                       | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $260618.36    | 0.03%             | 2029-05-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    298000 | PA      | $301493.13    | 0.03%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49004.65     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79592.03     | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                       | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730549.26    | 0.07%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117124.52    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    202000 | PA      | $158999.25    | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                    | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    281000 | PA      | $279504.63    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                   | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A                                   | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    323155 | PA      | $323155.30    | 0.03%             | 2037-01-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust                                     | Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class A2                                     | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $136991.67    | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                                      | AREIT Trust, Series 2022-CRE6, Class A                                                                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    240082 | PA      | $239636.61    | 0.02%             | 2037-01-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                 | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350919.64    | 0.04%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                          | Arrow Electronics, Inc.                                                                                    | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511571.85    | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                      | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508329.55    | 0.05%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                      | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609432.72    | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                            | Athene Global Funding                                                                                      | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362969.32    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XV Ltd.                                                   | Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R                                                 | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    398398 | PA      | $398726.87    | 0.04%             | 2032-10-23      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                                           | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60165.40     | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Avangrid, Inc.                                                                   | Avangrid, Inc.                                                                                             | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887567.22    | 0.09%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22628.84     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60983.01     | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529968.75    | 0.05%             | 2028-10-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409440.80    | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                       | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20106.25     | 0.00%             | 2027-04-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A                                          | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $187255.24    | 0.02%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | Avolon Holdings Funding Ltd.                                                                               | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $517425.00    | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust, Series 2020-EYP, Class A                                                                       | CUSIP: 05493AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $636371.12    | 0.06%             | 2035-10-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540744.40    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75562.00     | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                          | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     21000 | PA      | $24548.93     | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                  | BGC Group, Inc.                                                                                            | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413930.32    | 0.04%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                         | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    283000 | PA      | $285358.83    | 0.03%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US Capital LLC                                                                                         | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202359.32    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                    | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $424131.80    | 0.04%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                    | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    298000 | PA      | $316133.72    | 0.03%             | 2035-01-18      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                    | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $309076.14    | 0.03%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BRSP Ltd.                                                                        | BRSP Ltd., Series 2021-FL1, Class A                                                                        | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291991 | PA      | $291632.67    | 0.03%             | 2038-08-19      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1                                          | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165141.11    | 0.02%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2019-IMC, Class E                                                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133619 | PA      | $131373.91    | 0.01%             | 2034-04-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-XL2, Class A                                                     | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122782 | PA      | $122168.62    | 0.01%             | 2038-10-15      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR                                                    | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499200.00    | 0.05%             | 2034-10-21      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                                                     | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $202568.00    | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                         | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232468.92    | 0.02%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2006-H, Class 4A2                                                    | CUSIP: 05950PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63462 | PA      | $57318.16     | 0.01%             | 2046-09-20      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2006-J, Class 4A1                                                    | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3430 | PA      | $2966.11      | 0.00%             | 2047-01-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                         | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198470.66    | 0.02%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199989.34    | 0.02%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $406484.64    | 0.04%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                           | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    238712 | PA      | $250767.25    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2004-A, Class 1A3                                                    | CUSIP: 06051GAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3558 | PA      | $3625.24      | 0.00%             | 2034-09-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298680.90    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                      | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    682000 | PA      | $684448.99    | 0.07%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623222.82    | 0.06%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625940.94    | 0.06%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | Bank of America NA                                                                                         | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401380.48    | 0.04%             | 2026-08-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK                                                                             | BANK, Series 2022-BNK40, Class A4                                                                          | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $655167.03    | 0.07%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                      | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $503557.10    | 0.05%             | 2028-02-16      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                      | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    273000 | PA      | $275994.10    | 0.03%             | 2028-10-16      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                               | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $337800.54    | 0.03%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                 | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162242.30    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                             | Bayer US Finance LLC                                                                                       | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202966.06    | 0.02%             | 2026-11-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                                           | Bear Stearns ARM Trust, Series 2003-9, Class 2A1                                                           | CUSIP: 07384MB68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11806 | PA      | $11108.46     | 0.00%             | 2034-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1                                                        | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81572 | PA      | $43358.06     | 0.00%             | 2035-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2006-4, Class 21A1                                                        | CUSIP: 073871AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33766 | PA      | $20479.78     | 0.00%             | 2036-08-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2006-AR5, Class 1A1                                            | CUSIP: 07401NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260222 | PA      | $232910.33    | 0.02%             | 2046-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products, Inc. Trust                                     | Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 1A1                                    | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24974 | PA      | $17401.10     | 0.00%             | 2036-01-26      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                             | Beignet Investor LLC                                                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2321000.00   | 0.23%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class A5                                                         | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $787788.40    | 0.08%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2022-B33, Class A5                                                        | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $745043.12    | 0.07%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                         | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799159.92    | 0.08%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $151378.16    | 0.02%             | 2042-08-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $769655.12    | 0.08%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                             | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    698000 | PA      | $721879.21    | 0.07%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399246.68    | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106122.74    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BlueMountain Fuji Eur CLO V DAC                                                  | BlueMountain Fuji Eur CLO V DAC, Series 5A, Class A                                                        | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |    482441 | PA      | $566450.14    | 0.06%             | 2033-01-15      | Floating      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                           | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180593.17    | 0.02%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                              | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $505125.00    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                             | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141810.67    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                             | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205932.76    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                             | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114961.32    | 0.01%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                             | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46146.51     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98381.92     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $508855.15    | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                                          | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166338.88    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2023-I2, Class A1                                                                        | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311796 | PA      | $313111.37    | 0.03%             | 2067-12-25      | Variable      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2016-COR1, Class ASB                                                     | CUSIP: 12594MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240097 | PA      | $239470.30    | 0.02%             | 2049-10-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2012-CR5, Class E                                                        | CUSIP: 12623SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151235 | PA      | $141772.33    | 0.01%             | 2045-12-10      | Variable      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                           | CVS Pass-Through Trust                                                                                     | CUSIP: 126650AQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3238 | PA      | $3238.35      | 0.00%             | 2026-01-10      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12044.03     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-J12, Class 2A1                                                         | CUSIP: 12668ASY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349408 | PA      | $178258.05    | 0.02%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA6, Class 1A2                                                         | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23123 | PA      | $21351.30     | 0.00%             | 2046-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-80CB, Class 1A1                                                        | CUSIP: 12668BGC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227614 | PA      | $198181.55    | 0.02%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2005-2, Class 1A1                                                  | CUSIP: 12669GPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21089 | PA      | $19563.04     | 0.00%             | 2035-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2005-11, Class 3A1                                                 | CUSIP: 12669GUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43354 | PA      | $30522.64     | 0.00%             | 2035-04-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2006-R1, Class AF1                                                   | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71840 | PA      | $68172.08     | 0.01%             | 2036-01-25      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                               | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    302000 | PA      | $321827.09    | 0.03%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                                            | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $409629.56    | 0.04%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                                          | Canyon Capital CLO Ltd., Series 2019-2A, Class AR2                                                         | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $598677.00    | 0.06%             | 2034-10-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO II Ltd.                                                      | Capital Four US CLO II Ltd., Series 2022-1A, Class AR                                                      | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500240.50    | 0.05%             | 2037-01-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77002.05     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    211000 | PA      | $228591.91    | 0.02%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                              | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149623.60    | 0.02%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                              | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130484.08    | 0.01%             | 2030-10-23      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2016-3A, Class ARRR                                      | CUSIP: 14311UBA5<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500129.00    | 0.05%             | 2034-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Finance Subsidiary LLC                                                   | Carlyle Finance Subsidiary LLC                                                                             | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $777728.88    | 0.08%             | 2029-09-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO III Ltd.                                                              | CarVal CLO III Ltd., Series 2019-2A, Class AR2                                                             | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    557177 | PA      | $557223.70    | 0.06%             | 2032-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust, Series 2021-N3, Class C                                                    | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11608 | PA      | $11189.43     | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust, Series 2021-P4, Class D                                                    | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169000 | PA      | $162368.49    | 0.02%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                       | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301335.18    | 0.03%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388072.00    | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                       | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69719.02     | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                                       | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $68899.19     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series AQ                                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80238.92     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    907000 | PA      | $848598.27    | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2023-RPL2, Class A1                                              | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423787 | PA      | $383606.12    | 0.04%             | 2063-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                | Chase Home Lending Mortgage Trust, Series 2024-7, Class A11                                                | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337228 | PA      | $338186.05    | 0.03%             | 2055-06-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368008.32    | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                | Choice Hotels International, Inc.                                                                          | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875719.71    | 0.09%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                        | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    283000 | PA      | $290478.50    | 0.03%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                            | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494318.10    | 0.05%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102617.33    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                            | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89320.00     | 0.01%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2005-3, Class 2A2A                                                   | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2481 | PA      | $2361.88      | 0.00%             | 2035-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2009-7, Class 5A2                                                    | CUSIP: 17315MAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266678 | PA      | $126737.03    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709348.22    | 0.07%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300244.71    | 0.03%             | 2026-04-30      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    302000 | PA      | $304205.11    | 0.03%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2024-1, Class A11                                                    | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298816 | PA      | $300219.72    | 0.03%             | 2054-07-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| College Ave Student Loans LLC                                                    | College Ave Student Loans LLC, Series 2021-C, Class A2                                                     | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121098 | PA      | $110774.53    | 0.01%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                       | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    235000 | PA      | $203862.50    | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                           | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    222000 | PA      | $219469.20    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | Commonwealth Bank of Australia                                                                             | CUSIP: 20271RAR1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $401050.92    | 0.04%             | 2026-03-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R05, Class 2M1                                            | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231278 | PA      | $231579.21    | 0.02%             | 2045-07-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                                            | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122411 | PA      | $123081.76    | 0.01%             | 2041-12-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                                            | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4011 | PA      | $4009.44      | 0.00%             | 2042-01-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1                                            | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160373 | PA      | $163388.55    | 0.02%             | 2043-05-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2                                            | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243579 | PA      | $244564.48    | 0.02%             | 2041-10-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                                            | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72667 | PA      | $72778.82     | 0.01%             | 2045-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1                                            | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148078 | PA      | $148260.49    | 0.01%             | 2045-03-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                                            | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19630 | PA      | $19617.69     | 0.00%             | 2044-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1A1                                            | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88776 | PA      | $88836.40     | 0.01%             | 2045-09-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2025-R06, Class 1M1                                            | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116545 | PA      | $116606.94    | 0.01%             | 2045-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                                            | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85100 | PA      | $86764.71     | 0.01%             | 2043-01-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                    | Connecticut Avenue Securities, Series 2025-R01, Class 1A1                                                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244490 | PA      | $244490.50    | 0.02%             | 2045-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                                            | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143650 | PA      | $146504.89    | 0.01%             | 2042-12-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                              | Connecticut Avenue Securities Trust, Series 2023-R05, Class 1M1                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119219 | PA      | $120154.85    | 0.01%             | 2043-06-25      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119026.02    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                      | Continental Resources, Inc.                                                                                | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    279000 | PA      | $243007.77    | 0.02%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                   | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403991.72    | 0.04%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1002723 | PA      | $977498.30    | 0.10%             | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1875000 | PA      | $1871484.38   | 0.19%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    496000 | PA      | $500960.00    | 0.05%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2969544 | PA      | $3026382.85   | 0.30%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT Defense Properties LP                                                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697427.15    | 0.07%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                   | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88731.13     | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                         | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265214.98    | 0.03%             | 2035-01-10      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                         | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $526462.70    | 0.05%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                               | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $305970.90    | 0.03%             | 2027-12-22      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                               | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    280000 | PA      | $278685.26    | 0.03%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798796.64    | 0.08%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                         | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70570.32     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                       | CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A8                                                       | CUSIP: 22942JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383169 | PA      | $166420.46    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA22, Class A1                                                         | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59227 | PA      | $55698.00     | 0.01%             | 2047-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                            | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76519.31     | 0.01%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                                             | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512420.65    | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                       | DOLP Trust, Series 2021-NYC, Class A                                                                       | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $899374.10    | 0.09%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | Daimler Truck Finance North America LLC                                                                    | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785113.60    | 0.08%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                            | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    359000 | PA      | $359641.39    | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                     | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $233661.36    | 0.02%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                           | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    159000 | PA      | $161380.37    | 0.02%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203835.62    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dext ABS LLC                                                                     | Dext ABS LLC, Series 2023-1, Class A2                                                                      | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57223 | PA      | $57492.84     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                               | Diamond Issuer LLC, Series 2021-1A, Class A                                                                | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325933 | PA      | $312807.06    | 0.03%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259250.00    | 0.03%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: —       |
| Dryden 54 Senior Loan Fund                                                       | Dryden 54 Senior Loan Fund, Series 2017-54A, Class AR                                                      | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     68977 | PA      | $68981.01     | 0.01%             | 2029-10-19      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas NC Storm Funding LLC                                       | Duke Energy Carolinas NC Storm Funding LLC, Series A-2                                                     | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $123638.79    | 0.01%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA Finance LLC                                                                                       | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91157.27     | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR Properties                                                                                             | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740596.00    | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | Edison International                                                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313133.88    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2022-16A, Class A1AR                                                            | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600097.20    | 0.06%             | 2034-07-25      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                        | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $270853.74    | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1586.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1756.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENA Master Trust                                                                 | ENA Master Trust                                                                                           | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    206000 | PA      | $158510.82    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                         | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210177.44    | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                         | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    297000 | PA      | $305231.00    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                              | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    279000 | PA      | $278376.52    | 0.03%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-759.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                       | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300579.00    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $300.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $754.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax, Inc.                                                                    | Equifax, Inc.                                                                                              | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507980.15    | 0.05%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $67.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equify ABS LLC                                                                   | Equify ABS LLC, Series 2024-1A, Class A                                                                    | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70496 | PA      | $70609.93     | 0.01%             | 2033-04-18      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| EQUS Mortgage Trust                                                              | EQUS Mortgage Trust, Series 2021-EQAZ, Class A                                                             | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476902 | PA      | $476313.92    | 0.05%             | 2038-10-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3793.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4488.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                | Essent Group Ltd.                                                                                          | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $521852.20    | 0.05%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $24917.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1588.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1922.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $42.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-65813.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-220.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-42427.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27497.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10405.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $7778.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $1246.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $434.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1889.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-73.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-393.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $610.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1200.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2572.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-3205.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-2014.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3451.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-294.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                          | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504231.05    | 0.05%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-283.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-HE8, Class A                                                                      | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273459 | PA      | $273583.51    | 0.03%             | 2055-11-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                       | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99188.69     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                       | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100294.26    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11574 | PA      | $11998.49     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3128MJBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16839 | PA      | $17451.70     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 31295MYW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       614 | PA      | $624.08       | 0.00%             | 2031-11-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  12910000 | PA      | $12832993.14  | 1.29%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    615000 | PA      | $622551.95    | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  25290000 | PA      | $26097431.30  | 2.62%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    500000 | PA      | $504459.40    | 0.05%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  12530000 | PA      | $12609856.20  | 1.26%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                                       | CUSIP: 3130B82L5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |  25510000 | PA      | $25478138.01  | 2.56%             | 2027-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291861 | PA      | $251553.90    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617447 | PA      | $548313.03    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355534 | PA      | $356553.11    | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656421 | PA      | $658096.89    | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279200 | PA      | $273697.26    | 0.03%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161607 | PA      | $164485.90    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3132DWK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926723 | PA      | $2866301.16   | 0.29%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | FHLMC                                                                                                      | CUSIP: 3132XGVV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $301997.49    | 0.03%             | 2028-04-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116114 | PA      | $115740.84    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64486 | PA      | $65858.48     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3132Y3ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186678 | PA      | $186020.20    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115236 | PA      | $112891.59    | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177909 | PA      | $174411.25    | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133ALZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172146 | PA      | $140513.07    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    566848 | PA      | $508339.21    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133B93N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448586 | PA      | $384951.66    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133B93R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271850 | PA      | $233796.62    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133BDQ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87070 | PA      | $87470.56     | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133BTRF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51382 | PA      | $50433.44     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133EP4K8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   8000000 | PA      | $8014126.40   | 0.80%             | 2026-03-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  20000000 | PA      | $20064984.00  | 2.01%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133EPPE9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $10036557.00  | 1.01%             | 2026-07-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133EPQC2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   3010000 | PA      | $3026537.24   | 0.30%             | 2026-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133ERDH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |   5957000 | PA      | $6174407.86   | 0.62%             | 2029-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FFCB                                                                             | FFCB                                                                                                       | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |  30063000 | PA      | $30466262.08  | 3.06%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226100 | PA      | $212457.26    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133KGXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160926 | PA      | $151216.35    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133KNWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885432 | PA      | $725219.79    | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3133W6AH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552583 | PA      | $540829.73    | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58547 | PA      | $55014.63     | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81994 | PA      | $77046.92     | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  39000000 | PA      | $43227904.20  | 4.34%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2510000 | PA      | $2862626.64   | 0.29%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  47700000 | PA      | $53964240.66  | 5.41%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                                      | CUSIP: 3134GW6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2932514.40   | 0.29%             | 2026-10-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  25664000 | PA      | $27836793.80  | 2.79%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $11434974.00  | 1.15%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14000000 | PA      | $15795915.80  | 1.58%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  30000000 | PA      | $26432109.00  | 2.65%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  25816000 | PA      | $25499800.47  | 2.56%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2012-123, Class LF                                                                            | CUSIP: 3136A9YS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63934 | PA      | $63528.26     | 0.01%             | 2042-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA, Series 2025-83, Class FA                                                                             | CUSIP: 3136BXVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392219 | PA      | $393559.31    | 0.04%             | 2055-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4192 | PA      | $4096.84      | 0.00%             | 2033-03-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14244 | PA      | $14709.64     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31379KVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       555 | PA      | $558.62       | 0.00%             | 2028-01-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4790, Class F                                                                                | CUSIP: 3137F5BX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182920 | PA      | $179175.17    | 0.02%             | 2043-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4989, Class FA                                                                               | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149057 | PA      | $146594.59    | 0.01%             | 2040-08-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC, Series 4989, Class FB                                                                               | CUSIP: 3137FUKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108815 | PA      | $106961.75    | 0.01%             | 2040-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31385HWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       549 | PA      | $554.68       | 0.00%             | 2040-12-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13575 | PA      | $14022.66     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138AB6M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11037 | PA      | $11043.14     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45671 | PA      | $43825.84     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138MFS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421849 | PA      | $404544.82    | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25530 | PA      | $23314.67     | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143671 | PA      | $139185.95    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138WJGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24688 | PA      | $23906.55     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138WPG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270119 | PA      | $258512.63    | 0.03%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25399 | PA      | $24295.12     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270597 | PA      | $263570.30    | 0.03%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3138YPS29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2052 | PA      | $2007.51      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5465 | PA      | $5652.57      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7740 | PA      | $8004.48      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22872 | PA      | $23699.38     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83601 | PA      | $86566.24     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6755 | PA      | $6886.67      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31407LFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3830 | PA      | $3847.16      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31409CCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11227 | PA      | $11557.65     | 0.00%             | 2036-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140A6UZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167363 | PA      | $170056.82    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140F4MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116383 | PA      | $112889.88    | 0.01%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140FKHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174027 | PA      | $169104.41    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140FKHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1435 | PA      | $1400.67      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140FMWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71074 | PA      | $68795.58     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140FQET0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7177 | PA      | $6922.87      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140HBFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428141 | PA      | $403243.98    | 0.04%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140JXTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189457 | PA      | $178025.58    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849721 | PA      | $762014.30    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679065 | PA      | $608973.04    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140MA4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273708 | PA      | $235394.27    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140MA4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345543 | PA      | $296525.76    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140N8YA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51717 | PA      | $50762.25     | 0.01%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140NG7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660304 | PA      | $662195.74    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87936 | PA      | $87549.82     | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140Q9T45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122793 | PA      | $122252.93    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QB4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231713 | PA      | $217731.34    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QKGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1594481 | PA      | $1413957.79   | 0.14%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953938 | PA      | $776858.16    | 0.08%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284274 | PA      | $244570.52    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QN6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483123 | PA      | $415494.97    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370675 | PA      | $318092.82    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QR4E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320710 | PA      | $316093.69    | 0.03%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140QR5B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82689 | PA      | $81472.67     | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621465 | PA      | $534666.05    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 3140XGJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177530 | PA      | $164265.80    | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31410F4V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6979 | PA      | $7114.59      | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                                       | CUSIP: 31412EJ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36382 | PA      | $37300.60     | 0.00%             | 2037-02-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31416YT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       987 | PA      | $988.07       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77965 | PA      | $74658.73     | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84439 | PA      | $80820.24     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20236 | PA      | $20647.47     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1332743 | PA      | $1084096.66   | 0.11%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475037 | PA      | $476138.12    | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408791 | PA      | $409962.74    | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31418EZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624626 | PA      | $1591593.54   | 0.16%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                                       | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69941 | PA      | $68555.68     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | Federation des Caisses Desjardins du Quebec                                                                | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    267000 | PA      | $269573.83    | 0.03%             | 2027-08-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                                       | CUSIP: 3142GQBS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    824325 | PA      | $807564.08    | 0.08%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-HE7, Class A                                                                      | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272067 | PA      | $271915.22    | 0.03%             | 2055-11-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                                 | First Investors Auto Owner Trust, Series 2021-2A, Class C                                                  | CUSIP: 32057JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94380 | PA      | $94028.78     | 0.01%             | 2027-11-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                               | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    409000 | PA      | $396997.57    | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                     | Flex Intermediate Holdco LLC                                                                               | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368913.28    | 0.04%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101605.39    | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp.                                      | State Board of Administration Finance Corp.                                                                | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    288000 | PA      | $279382.98    | 0.03%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp.                                                                  | Flowserve Corp.                                                                                            | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    202000 | PA      | $180702.55    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                     | Ford Credit Auto Lease Trust, Series 2024-A, Class A4                                                      | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502144.70    | 0.05%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust, Series 2021-1, Class D                                                       | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $243269.49    | 0.02%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    299000 | PA      | $305006.91    | 0.03%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $278369.90    | 0.03%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                                                       | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     40442 | PA      | $40505.51     | 0.00%             | 2043-06-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                          | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     29600 | PA      | $29682.99     | 0.00%             | 2034-01-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA7, Class M1A                                                       | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |     87661 | PA      | $88531.81     | 0.01%             | 2052-03-25      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                          | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                                                        | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    405614 | PA      | $408636.31    | 0.04%             | 2041-11-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     90415 | PA      | $91530.29     | 0.01%             | 2043-03-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A                                                       | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |    194321 | PA      | $197011.11    | 0.02%             | 2043-04-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                          | FHLMC STACR REMIC Trust, Series 2022-DNA4, Class M1B                                                       | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    227990 | PA      | $235258.32    | 0.02%             | 2042-05-25      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M1A                                                       | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    243417 | PA      | $245346.48    | 0.02%             | 2043-05-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA5, Class M1B                                                       | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    406679 | PA      | $427786.86    | 0.04%             | 2042-06-25      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                                                        | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    146380 | PA      | $146496.25    | 0.01%             | 2044-08-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class A1                                                        | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    139347 | PA      | $139257.27    | 0.01%             | 2045-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                                          | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class A1                                                        | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    248049 | PA      | $248115.60    | 0.02%             | 2045-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA4, Class M1                                                        | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |    208661 | PA      | $208824.34    | 0.02%             | 2045-10-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GCI Funding I LLC                                                                | GCI Funding I LLC, Series 2021-1, Class A                                                                  | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    100715 | PA      | $94566.63     | 0.01%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101881 | PA      | $93090.16     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516696 | PA      | $524800.34    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3617A2FM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80867 | PA      | $73270.43     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3617JDES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68139 | PA      | $62661.24     | 0.01%             | 2049-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3617MFSQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126040 | PA      | $115908.23    | 0.01%             | 2050-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3617MFXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14357 | PA      | $13202.91     | 0.00%             | 2050-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29512 | PA      | $26903.35     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36180NWH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102573 | PA      | $94265.50     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                             | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $63162.66     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $159236.00    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                             | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $442420.02    | 0.04%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3618N5AY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    995357 | PA      | $907208.07    | 0.09%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188230 | PA      | $171545.54    | 0.02%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36225CC61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        50 | PA      | $50.31        | 0.00%             | 2027-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                                       | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        53 | PA      | $53.12        | 0.00%             | 2027-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-AR1, Class 2A1                                                        | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146236 | PA      | $76810.63     | 0.01%             | 2047-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1                                                        | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21575 | PA      | $20659.15     | 0.00%             | 2035-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Go Mortgage LLC                                                                  | Go Mortgage LLC                                                                                            | CUSIP: 36261CAA9<br>LEI: 25490018IFQOT83Q7H49 | Long             | ABS-O            | CORP              | US        |     35412 | PA      | $35296.96     | 0.00%             | 2026-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Go Mortgage LLC                                                                  | Go Mortgage LLC                                                                                            | CUSIP: 36261CAC5<br>LEI: 25490018IFQOT83Q7H49 | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $174413.11    | 0.02%             | 2026-08-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Go Mortgage LLC                                                                  | Go Mortgage LLC                                                                                            | CUSIP: 36261CAE1<br>LEI: 25490018IFQOT83Q7H49 | Long             | ABS-O            | CORP              | US        |     12000 | PA      | $11730.23     | 0.00%             | 2026-08-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                        | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421396.72    | 0.04%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2006-AR2, Class 2A1                                                        | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56163 | PA      | $33085.38     | 0.00%             | 2036-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                     | GE Aerospace                                                                                               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114771.95    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                        | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    583000 | PA      | $587304.64    | 0.06%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                        | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207555.67    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25993.12     | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                         | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109908.45    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57882.61     | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                       | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     67000 | PA      | $74070.19     | 0.01%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                       | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82254.33     | 0.01%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                       | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103710.76    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46196.37     | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                      | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53060.84     | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                      | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74069.38     | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                      | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77043.25     | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313502.58    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                            | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149722.94    | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707740.95    | 0.07%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9924.53      | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                           | Goldman Sachs Bank USA                                                                                     | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500167.00    | 0.05%             | 2027-03-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H11, Class F                                                                             | CUSIP: 38375UXM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116037 | PA      | $116471.64    | 0.01%             | 2066-05-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2017-H10, Class FB                                                                            | CUSIP: 38375UZZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391348 | PA      | $395989.30    | 0.04%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2015-H20, Class FB                                                                            | CUSIP: 38376RFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99544 | PA      | $99637.05     | 0.01%             | 2065-08-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2016-H15, Class FA                                                                            | CUSIP: 38376RWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92669 | PA      | $93017.10     | 0.01%             | 2066-07-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-H26, Class DF                                                                            | CUSIP: 38382YJ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    301133 | PA      | $305054.17    | 0.03%             | 2072-12-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-H02, Class FA                                                                            | CUSIP: 38382YN82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290683 | PA      | $292987.25    | 0.03%             | 2073-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-H02, Class FB                                                                            | CUSIP: 38382YN90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    687760 | PA      | $691179.60    | 0.07%             | 2073-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2022-H02, Class FN                                                                            | CUSIP: 38382YNR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263041 | PA      | $260643.52    | 0.03%             | 2072-01-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-H01, Class FA                                                                            | CUSIP: 38382YQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390292 | PA      | $391666.08    | 0.04%             | 2073-01-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-H28, Class GF                                                                            | CUSIP: 38383KKU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    905815 | PA      | $913683.28    | 0.09%             | 2073-12-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA, Series 2023-H28, Class F                                                                             | CUSIP: 38383KLS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486704 | PA      | $492207.86    | 0.05%             | 2073-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-1A, Class A3                                           | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405701.20    | 0.04%             | 2060-03-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO III Ltd.                                                            | Greywolf CLO III Ltd., Series 2020-3RA, Class A1R2                                                         | CUSIP: 39809CAY0<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |    522792 | PA      | $523094.63    | 0.05%             | 2033-04-22      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                  | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47008.59     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    201000 | PA      | $183939.36    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    694000 | PA      | $733658.70    | 0.07%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307485.69    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2006-13, Class A                                                    | CUSIP: 41162KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31884 | PA      | $24890.55     | 0.00%             | 2046-11-19      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                               | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80650.69     | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                                                      | HEICO Corp.                                                                                                | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308145.36    | 0.03%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                                             | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123646.91    | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | Amrize Finance US LLC                                                                                      | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306919.05    | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                       | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $277473.63    | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                        | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756701.60    | 0.08%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785537.20    | 0.08%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503583.65    | 0.05%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202361.78    | 0.02%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    158000 | PA      | $165150.78    | 0.02%             | 2028-09-21      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    368000 | PA      | $371712.02    | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | Hyundai Capital America                                                                                    | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63955.38     | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                          | Hyundai Auto Lease Securitization Trust, Series 2024-A, Class A3                                           | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294234 | PA      | $294904.52    | 0.03%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Impac Secured Assets CMN Owner Trust                                             | Impac Secured Assets CMN Owner Trust, Series 2005-1, Class 5A1                                             | CUSIP: 45254TRS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126999 | PA      | $79821.30     | 0.01%             | 2035-07-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398251.72    | 0.04%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308564.55    | 0.03%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                                      | Imperial Brands Finance plc                                                                                | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $310345.04    | 0.03%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR39, Class A1                                               | CUSIP: 45660KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362222 | PA      | $329503.56    | 0.03%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust, Series 2005-A15, Class 5A1                                         | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9 | PA      | $3.26         | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2005-AR11, Class A3                                               | CUSIP: 45660LQH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236185 | PA      | $173814.58    | 0.02%             | 2035-08-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                            | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200499.50    | 0.02%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                            | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100003.97    | 0.01%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                      | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    264000 | PA      | $232379.88    | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                      | CUSIP: 459200KW0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    251000 | PA      | $251116.97    | 0.03%             | 2026-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $331244.38    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                         | IPALCO Enterprises, Inc.                                                                                   | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684585.72    | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Israel Government Bond                                                  | State of Israel Government Bond                                                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $518495.00    | 0.05%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                     | Chase Mortgage Finance Corp., Series 2019-CL1, Class M3                                                    | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31570 | PA      | $32067.85     | 0.00%             | 2047-04-25      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1                                                       | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379714 | PA      | $383160.41    | 0.04%             | 2064-07-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1                                                        | CUSIP: 46628KAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10087 | PA      | $10084.74     | 0.00%             | 2034-08-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2007-A1, Class 3A3                                                        | CUSIP: 46630GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18509 | PA      | $17759.31     | 0.00%             | 2035-07-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2007-S3, Class 1A90                                                       | CUSIP: 46631NDT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46292 | PA      | $21858.77     | 0.00%             | 2037-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                      | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320442 | PA      | $74.63        | 0.00%             | 2047-09-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                       | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390133.00    | 0.04%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    436000 | PA      | $399917.82    | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                       | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514978.95    | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406335.00    | 0.04%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                       | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502252.15    | 0.05%             | 2028-01-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2025-HE3, Class A1                                                        | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    261659 | PA      | $262147.00    | 0.03%             | 2056-03-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2025-CES7, Class A1A                                                      | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257198 | PA      | $257730.76    | 0.03%             | 2056-04-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | Japan International Cooperation Agency                                                                     | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    900000 | PA      | $886275.63    | 0.09%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2020-1, Class A                                                         | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605534 | PA      | $570947.88    | 0.06%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                               | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    295000 | PA      | $300320.62    | 0.03%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust, Series 2006-A12, Class A1                                          | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167589 | PA      | $58048.48     | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                         | Korea National Oil Corp.                                                                                   | CUSIP: 50065LAH3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $510585.00    | 0.05%             | 2029-04-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kraton Corp.                                                                     | Kraton Corp.                                                                                               | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $507255.00    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State of Kuwait                                                                  | State of Kuwait                                                                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $199996.00    | 0.02%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                          | LG Energy Solution Ltd.                                                                                    | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    282000 | PA      | $289123.32    | 0.03%             | 2030-04-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                                | Lseg US Fin Corp.                                                                                          | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505301.40    | 0.05%             | 2027-03-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47228.51     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                      | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521634.35    | 0.05%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                            | Las Vegas Sands Corp.                                                                                      | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77876.65     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-1A, Class A                                                            | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $779152.00    | 0.08%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                    | Lendbuzz Securitization Trust, Series 2023-1A, Class A2                                                    | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98009 | PA      | $99086.09     | 0.01%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                    | Lendbuzz Securitization Trust, Series 2023-2A, Class A2                                                    | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43841 | PA      | $44437.92     | 0.00%             | 2028-10-16      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                                   | Lima Metro Line 2 Finance Ltd.                                                                             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    152946 | PA      | $148174.09    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $304829.61    | 0.03%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $244174.93    | 0.02%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority Systems, Series 2023 | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    500000 | PA      | $515365.65    | 0.05%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                                     | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    162000 | PA      | $151390.62    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                       | MMAF Equipment Finance LLC, Series 2024-A, Class A2                                                        | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146093 | PA      | $146503.89    | 0.01%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                                          | MVW LLC, Series 2021-2A, Class B                                                                           | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43602 | PA      | $41413.75     | 0.00%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVI Ltd.                                                   | Madison Park Funding XLVI Ltd., Series 2020-46A, Class ARR                                                 | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599291.40    | 0.06%             | 2034-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust, Series 2005-A15, Class 5A1                                         | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13309 | PA      | $4636.26      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                         | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    190000 | PA      | $216244.70    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class A                                                    | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $787590.96    | 0.08%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                       | Mars, Inc.                                                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408934.28    | 0.04%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203912.04    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                               | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510504.15    | 0.05%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                                               | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275992.48    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                               | CUSIP: 57629W6F2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600568.80    | 0.06%             | 2026-04-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MassMutual Global Funding II                                                                               | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509972.55    | 0.05%             | 2027-12-07      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                           | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212911.84    | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                    | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406945.92    | 0.04%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2003-A1, Class 3A                                           | CUSIP: 589929F37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5112 | PA      | $5023.57      | 0.00%             | 2032-12-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                         | MetLife Capital Trust IV                                                                                   | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $211440.00    | 0.02%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                              | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    229000 | PA      | $248121.59    | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                               | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    296000 | PA      | $305698.68    | 0.03%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                               | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $517043.45    | 0.05%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                     | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502699.85    | 0.05%             | 2028-01-14      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | Morgan Stanley Bank NA                                                                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305967.84    | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78976.70     | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408293.80    | 0.04%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515981.95    | 0.05%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116850.67    | 0.01%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust                                                   | MortgageIT Mortgage Loan Trust, Series 2006-1, Class 1A1                                                   | CUSIP: 61915RBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119902 | PA      | $115604.50    | 0.01%             | 2036-04-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                              | Mutual of Omaha Cos. Global Funding                                                                        | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507218.65    | 0.05%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                     | NBN Co. Ltd.                                                                                               | CUSIP: 62878U2J0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    500000 | PA      | $500521.45    | 0.05%             | 2029-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                 | NMEF Funding LLC, Series 2024-A, Class A2                                                                  | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108904 | PA      | $109585.61    | 0.01%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                           | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50987.25     | 0.01%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                    | NYO Commercial Mortgage Trust, Series 2021-1290, Class A                                                   | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798547.92    | 0.08%             | 2038-11-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                                               | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $193967.23    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                                                            | National Fuel Gas Co.                                                                                      | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638416.59    | 0.06%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                          | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $309533.64    | 0.03%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                         | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206624.62    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $380169.56    | 0.04%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407455.08    | 0.04%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    274000 | PA      | $283175.63    | 0.03%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                     | Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class A                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144306 | PA      | $137925.10    | 0.01%             | 2036-07-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                          | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $273116.60    | 0.03%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508726.45    | 0.05%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Navesink CLO 2 Ltd.                                                              | Navesink CLO 2 Ltd., Series 2024-2A, Class A1                                                              | CUSIP: 63942YAA2<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.05%             | 2036-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Neighborly Issuer                                                                | Neighborly Issuer, Series 2022-1A, Class A2                                                                | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228112 | PA      | $215555.55    | 0.02%             | 2052-01-30      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Neighborly Issuer                                                                | Neighborly Issuer, Series 2023-1A, Class A2                                                                | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243125 | PA      | $245881.33    | 0.02%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2023-AA, Class AFL                                                       | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231933 | PA      | $238836.15    | 0.02%             | 2041-02-20      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class B                                                         | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89478.47     | 0.01%             | 2062-04-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class B                                                         | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132000 | PA      | $118782.85    | 0.01%             | 2062-04-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class B                                                         | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147147 | PA      | $130425.85    | 0.01%             | 2062-04-20      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                                       | Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class AR                                      | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    469642 | PA      | $469598.32    | 0.05%             | 2036-07-16      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| New Orleans Hotel Trust                                                          | New Orleans Hotel Trust, Series 2019-HNLA, Class A                                                         | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499201.90    | 0.05%             | 2032-04-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                       | Niagara Mohawk Power Corp.                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276468.67    | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                            | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756584.00    | 0.08%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                      | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $751448.00    | 0.08%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                      | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    868000 | PA      | $868260.49    | 0.09%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                      | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206531.28    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                      | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $503601.50    | 0.05%             | 2027-07-02      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                           | Norinchukin Bank (The)                                                                                     | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $509892.00    | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                                     | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280831.32    | 0.03%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                                      | OCCU Auto Receivables Trust, Series 2025-1A, Class A2                                                      | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170365 | PA      | $170616.66    | 0.02%             | 2028-04-17      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2024-HYB2, Class A1                                                                      | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353366 | PA      | $350416.05    | 0.04%             | 2053-04-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                 | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95271.98     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306420.51    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | Ochsner LSU Health System of North Louisiana, Series 2021                                                  | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $205424.18    | 0.02%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2024-34A, Class A1                                                                    | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250520.25    | 0.03%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Oleoducto Central SA                                                             | Oleoducto Central SA                                                                                       | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    232000 | PA      | $228376.16    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                           | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654037.16    | 0.07%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47143.85     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26709.08     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505913.90    | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10637.94     | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535394.20    | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171750.49    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2024-2, Class A                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4318 | PA      | $4318.15      | 0.00%             | 2032-02-09      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                                            | Oportun Funding Trust, Series 2024-3, Class A                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17349 | PA      | $17349.66     | 0.00%             | 2029-08-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                                            | Oportun Funding Trust, Series 2025-1, Class A                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32778 | PA      | $32794.11     | 0.00%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                               | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199439.60    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                               | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197606.54    | 0.02%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                               | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490019.85    | 0.05%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                               | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231361.92    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94163.92     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                      | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    215000 | PA      | $215537.50    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC2, Class A1                                                                    | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317047 | PA      | $316763.94    | 0.03%             | 2057-08-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2023-NQM3, Class A1                                                                     | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322310 | PA      | $325446.98    | 0.03%             | 2068-11-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2023-AFC3, Class A1                                                                    | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278844 | PA      | $280379.40    | 0.03%             | 2058-09-25      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                               | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598558.62    | 0.06%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                               | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599998.38    | 0.06%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108014.68    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206356.64    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                               | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402236.40    | 0.04%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | Pacific Life Global Funding II                                                                             | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504999.00    | 0.05%             | 2029-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Trust                                                             | Pagaya AI Debt Trust, Series 2024-2, Class A                                                               | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31774 | PA      | $31921.19     | 0.00%             | 2031-08-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                     | Pagaya AI Debt Grantor Trust, Series 2024-5, Class A                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37827 | PA      | $38075.53     | 0.00%             | 2031-10-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                     | Pagaya AI Debt Grantor Trust, Series 2024-9, Class B                                                       | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167003 | PA      | $167531.22    | 0.02%             | 2032-03-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Trust                                                             | Pagaya AI Debt Trust, Series 2024-3, Class A                                                               | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116419 | PA      | $117106.36    | 0.01%             | 2031-10-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                     | Pagaya AI Debt Grantor Trust, Series 2025-5, Class A                                                       | CUSIP: 69548WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154468 | PA      | $154879.60    | 0.02%             | 2033-03-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                                                   | New South Wales Treasury Corp.                                                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    400000 | PA      | $206794.55    | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                      | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    121000 | PA      | $117690.29    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                                      | Penske Truck Leasing Co. LP                                                                                | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $514099.40    | 0.05%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                           | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    900000 | PA      | $288744.37    | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                        | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $142448.44    | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $231194.00    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                          | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35745.59     | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                          | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    309000 | PA      | $323357.72    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                                            | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $308170.65    | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                  | Prestige Auto Receivables Trust, Series 2025-1A, Class A2                                                  | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149652 | PA      | $149843.80    | 0.02%             | 2027-12-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                          | Pricoa Global Funding I                                                                                    | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504349.95    | 0.05%             | 2027-08-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                           | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786664.64    | 0.08%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                           | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208879.33    | 0.02%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                             | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    277000 | PA      | $280631.17    | 0.03%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                            | Public Service Enterprise Group, Inc.                                                                      | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513936.30    | 0.05%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                                   | State of Qatar                                                                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    800000 | PA      | $787336.00    | 0.08%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                                                    | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508271.00    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2006-QA6, Class A1                                                                      | CUSIP: 74922MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287224 | PA      | $268727.57    | 0.03%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                   | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    314000 | PA      | $323071.52    | 0.03%             | 2029-02-28      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class A                                             | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87415 | PA      | $87393.86     | 0.01%             | 2036-11-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                    | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    283000 | PA      | $289634.45    | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Trust                                               | Research-Driven Pagaya Motor Trust, Series 2024-1A, Class A                                                | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45508 | PA      | $45712.63     | 0.00%             | 2032-06-25      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust                                         | Research-Driven Pagaya Motor Asset Trust, Series 2025-4A, Class A2                                         | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275313 | PA      | $276401.37    | 0.03%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2005-QO2, Class A1                                                                      | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148951 | PA      | $129251.26    | 0.01%             | 2045-09-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                       | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    298000 | PA      | $299725.78    | 0.03%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512722.70    | 0.05%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                          | Romania Government Bond                                                                                    | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    256000 | PA      | $263700.48    | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                                                | Ross Stores, Inc.                                                                                          | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356282.69    | 0.04%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                         | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    237000 | PA      | $245139.13    | 0.02%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                           | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16295.17     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                           | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71370.59     | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFO Commercial Mortgage Trust                                                    | SFO Commercial Mortgage Trust, Series 2021-555, Class A                                                    | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $797612.16    | 0.08%             | 2038-05-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| STWD Ltd.                                                                        | STWD Ltd., Series 2022-FL3, Class A                                                                        | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290062 | PA      | $289167.52    | 0.03%             | 2038-11-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sales Tax Securitization Corp.                                                   | Sales Tax Securitization Corp.                                                                             | CUSIP: 79467BDG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $730476.56    | 0.07%             | 2033-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XXII DAC                                                             | Harvest CLO XXII DAC, Series 22A, Class AR                                                                 | CUSIP: N/A<br>LEI: 635400MYQ7BBH2H3RR48       | Long             | ABS-CBDO         | CORP              | IE        |    550276 | PA      | $646059.21    | 0.06%             | 2032-01-15      | Floating      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417638.00    | 0.04%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                               | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343831.71    | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                               | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104226.83    | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                                               | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14303.42     | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                              | Santos Finance Ltd.                                                                                        | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $298882.98    | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                    | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $445707.50    | 0.04%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                    | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $509845.00    | 0.05%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                                                      | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $513375.00    | 0.05%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The), Series I                                                                       | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    326000 | PA      | $323147.50    | 0.03%             | 2026-06-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust, Series 2003-4, Class 2A1                                                           | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4710 | PA      | $4729.74      | 0.00%             | 2033-07-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust, Series 10, Class 2A1                                                               | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        43 | PA      | $42.64        | 0.00%             | 2027-10-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                                                  | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506953.70    | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                           | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    277000 | PA      | $277817.70    | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Small Business Administration                                      | United States Small Business Administration, Series 2008-20G, Class 1                                      | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29720 | PA      | $30004.40     | 0.00%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                        | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $271131.96    | 0.03%             | 2032-06-09      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                        | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $300157.26    | 0.03%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                        | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $544638.95    | 0.05%             | 2034-01-10      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                        | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303713.76    | 0.03%             | 2028-01-19      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-4, Class A                                                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154041 | PA      | $154137.91    | 0.02%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                   | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $429176.00    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series C                                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75824.94     | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                             | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511012.30    | 0.05%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81196.97     | 0.01%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                     | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $519490.00    | 0.05%             | 2029-01-09      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    301000 | PA      | $303567.23    | 0.03%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                           | Stifel Financial Corp.                                                                                     | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $877831.02    | 0.09%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A1                                  | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33012 | PA      | $32100.79     | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR3, Class 11A1                                | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107995 | PA      | $99066.38     | 0.01%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A3                                 | CUSIP: 86360UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495566 | PA      | $402670.16    | 0.04%             | 2046-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                      | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    751000 | PA      | $776956.59    | 0.08%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                            | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308962.83    | 0.03%             | 2028-03-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                  | Sumitomo Mitsui Trust Bank Ltd.                                                                            | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    298000 | PA      | $300565.96    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                        | Sunrun Demeter Issuer LLC, Series 2021-2A, Class A                                                         | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632654 | PA      | $578234.24    | 0.06%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Swepco Storm Recovery Funding LLC                                                | Swepco Storm Recovery Funding LLC                                                                          | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386760 | PA      | $388887.55    | 0.04%             | 2039-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                        | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93353.89     | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXXII Ltd.                                                          | Symphony CLO XXXII Ltd., Series 2022-32A, Class AR                                                         | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700094.50    | 0.07%             | 2035-10-23      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    563000 | PA      | $553114.40    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                         | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586967.13    | 0.06%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                          | TTX Co.                                                                                                    | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302751.78    | 0.03%             | 2026-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                                        | Takeda US Financing, Inc.                                                                                  | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280091.08    | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                      | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164374.81    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                       | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $114730.22    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                 | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  13000000 | PA      | $14752423.40  | 1.48%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority, Series B                                                                       | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   7658000 | PA      | $7978867.90   | 0.80%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                 | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   6700000 | PA      | $5872484.34   | 0.59%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                                                 | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  20000000 | PA      | $20158738.00  | 2.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Terraform Global Operating LP                                                    | Terraform Global Operating LP                                                                              | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7920.00      | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                           | Tesla Auto Lease Trust, Series 2024-A, Class A3                                                            | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51776 | PA      | $51960.92     | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Revenue Bonds, Series 2023                                 | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $407940.08    | 0.04%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                                      | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $223633.50    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300563.76    | 0.03%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $105413.92    | 0.01%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2022-1, Class A1                                                         | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320183 | PA      | $307907.74    | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2024-5, Class A1A                                                        | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490320 | PA      | $492509.38    | 0.05%             | 2064-10-25      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                  | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508485.70    | 0.05%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                               | Tricolor Auto Securitization Trust, Series 2024-2A, Class A                                                | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20863 | PA      | $20150.11     | 0.00%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                           | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1400000 | PA      | $449157.91    | 0.05%             | 2032-08-12      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                          | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104502.55    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $700261.38    | 0.07%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                               | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $400783.56    | 0.04%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UWM Mortgage Trust                                                               | UWM Mortgage Trust, Series 2021-INV3, Class A9                                                             | CUSIP: 90355RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605440 | PA      | $565671.79    | 0.06%             | 2051-11-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2020-1, Class A                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306052 | PA      | $312962.78    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2023-1, Class A                                                 | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279891 | PA      | $292305.34    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $427000.00    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    281000 | PA      | $278395.13    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bills                                                                                        | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2017400 | PA      | $2017400.00   | 0.20%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $196301.92    | 0.02%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $197784.78    | 0.02%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202686.78    | 0.02%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94000 | PA      | $84996.57     | 0.01%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010500 | PA      | $815820.91    | 0.08%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    363600 | PA      | $314968.50    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    421000 | PA      | $370216.88    | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $908948.44    | 0.09%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $414062.50    | 0.04%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3877600 | PA      | $3080874.18   | 0.31%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    483700 | PA      | $375547.68    | 0.04%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $404116.90    | 0.04%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2033212.05   | 0.20%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $103830.53    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97505.74     | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1356703.38   | 0.14%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $71717.30     | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $597624.96    | 0.06%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $148702.60    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $317812.48    | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $221953.14    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93366.58     | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $144098.16    | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1260004.40   | 0.13%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $258125.00    | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $647842.03    | 0.06%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $219173.11    | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $148189.20    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $685723.09    | 0.07%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $5015827.74   | 0.50%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3191500 | PA      | $1791528.74   | 0.18%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $677086.70    | 0.07%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1471968.75   | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $778551.62    | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1865700 | PA      | $1073813.52   | 0.11%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    463600 | PA      | $314016.59    | 0.03%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $347168.00    | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    422500 | PA      | $296013.47    | 0.03%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $123980.80    | 0.01%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238900 | PA      | $176487.38    | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    571800 | PA      | $401312.00    | 0.04%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570500 | PA      | $2151588.70   | 0.22%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220400 | PA      | $1122577.37   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $171240.40    | 0.02%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    274500 | PA      | $247822.03    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291200 | PA      | $236596.33    | 0.02%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $630109.34    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    558200 | PA      | $496250.46    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080100 | PA      | $1035377.16   | 0.10%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1008700 | PA      | $1012167.41   | 0.10%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    804100 | PA      | $730234.17    | 0.07%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $239043.12    | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94500 | PA      | $91753.59     | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    991200 | PA      | $976641.75    | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    214100 | PA      | $202826.31    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Bonds                                                                       | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $196356.13    | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24687.50     | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2208000 | PA      | $2237660.73   | 0.22%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                       | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1501600 | PA      | $1842954.12   | 0.18%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10294600 | PA      | $9615799.81   | 0.96%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13581200 | PA      | $11928112.63  | 1.20%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                       | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    192400 | PA      | $230825.54    | 0.02%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9142800 | PA      | $8848599.32   | 0.89%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5301100 | PA      | $5373967.33   | 0.54%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1767800 | PA      | $1780726.15   | 0.18%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1473800 | PA      | $1484972.73   | 0.15%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                       | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $8435467.77   | 0.85%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5749600 | PA      | $5855646.77   | 0.59%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6353000 | PA      | $6607120.00   | 0.66%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3202000 | PA      | $3293427.67   | 0.33%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3557600 | PA      | $3684869.23   | 0.37%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28581600 | PA      | $29564163.95  | 2.97%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22324900 | PA      | $22839616.19  | 2.29%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9099800 | PA      | $9113307.74   | 0.91%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22719900 | PA      | $22857464.45  | 2.29%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7988300 | PA      | $8093116.08   | 0.81%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6154500 | PA      | $6231431.25   | 0.63%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23190300 | PA      | $23163575.50  | 2.32%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12231400 | PA      | $12524762.79  | 1.26%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    596700 | PA      | $609048.11    | 0.06%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1323000 | PA      | $1366459.23   | 0.14%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13259500 | PA      | $13574406.49  | 1.36%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6357400 | PA      | $6543652.11   | 0.66%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    777800 | PA      | $794896.98    | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6959300 | PA      | $7053592.95   | 0.71%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990900 | PA      | $3937282.66   | 0.39%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9793700 | PA      | $9916133.00   | 0.99%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38756800 | PA      | $39141771.29  | 3.93%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5965000 | PA      | $6203140.10   | 0.62%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4605900 | PA      | $4653403.41   | 0.47%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11576000 | PA      | $11684056.17  | 1.17%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $359606.56    | 0.04%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6480000 | PA      | $6462787.82   | 0.65%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury STRIPS Bonds                                                                                 | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $149041.80    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury STRIPS Bonds                                                                                 | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $47552.50     | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury STRIPS Bonds                                                                                 | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $93694.00     | 0.01%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                   | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603730.62    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | University of California                                                                                   | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $227281.15    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | Var Energi ASA                                                                                             | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    356000 | PA      | $375933.26    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117756.55    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Venture 32 CLO Ltd.                                                              | Venture 32 CLO Ltd., Series 2018-32A, Class A1                                                             | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    183479 | PA      | $183726.89    | 0.02%             | 2031-07-18      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187750.00    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171504.00    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303150.00    | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-1, Class A1                                                        | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307385 | PA      | $306421.37    | 0.03%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series C                                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235914.68    | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $258278.80    | 0.03%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6039.56      | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                  | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5998.84      | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                    | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308883.93    | 0.03%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                    | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608584.56    | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | Volkswagen Group of America Finance LLC                                                                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200668.82    | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-2A, Class AR                                                                    | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    345854 | PA      | $346062.48    | 0.03%             | 2032-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                     | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573447.00    | 0.06%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR9, Class 1A                                   | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55028 | PA      | $51050.98     | 0.01%             | 2046-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR14, Class 1A4                                 | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214142 | PA      | $192794.17    | 0.02%             | 2036-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co., Series BB                                                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113333.91    | 0.01%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | Wells Fargo Bank NA                                                                                        | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402789.88    | 0.04%             | 2026-12-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class C                                           | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $268139.36    | 0.03%             | 2049-11-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                          | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497988.20    | 0.05%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    462000 | PA      | $431320.43    | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517569.80    | 0.05%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105665.34    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9397.93      | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCo., Inc.                                                                     | WRKCo., Inc.                                                                                               | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279139.87    | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WestRock MWV LLC                                                                                           | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    400000 | PA      | $457378.32    | 0.05%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                  | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139472.75    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                  | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136433.17    | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Argentine Peso                                                                   | Argentine Peso                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AR        |    351869 | OU      | $242.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                                | Australian Dollar                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     28515 | OU      | $19029.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurohome UK Mortgages plc                                                        | Eurohome UK Mortgages plc, Series 2007-1, Class A                                                          | CUSIP: N/A<br>LEI: 2138009XX8M6MTY8SG15       | Long             | ABS-MBS          | CORP              | GB        |     47244 | PA      | $63546.14     | 0.01%             | 2044-06-15      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ludgate Funding plc                                                              | Ludgate Funding plc, Series 2007-1, Class A2A                                                              | CUSIP: N/A<br>LEI: 213800LADM2GPWI3P269       | Long             | ABS-MBS          | CORP              | GB        |    330529 | PA      | $435742.94    | 0.04%             | 2061-01-01      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Ludgate Funding plc                                                              | Ludgate Funding plc, Series 2008-W1X, Class A1                                                             | CUSIP: N/A<br>LEI: 213800LADM2GPWI3P269       | Long             | ABS-MBS          | CORP              | GB        |     38931 | PA      | $52065.98     | 0.01%             | 2061-01-01      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| EMF-NL Prime BV                                                                  | EMF-NL Prime BV, Series 2008-APRX, Class A2                                                                | CUSIP: N/A<br>LEI: 724500YACYYG8XY5LM10       | Long             | ABS-MBS          | CORP              | NL        |     17805 | PA      | $20864.75     | 0.00%             | 2041-04-17      | Floating      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                           | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1041000 | PA      | $343797.75    | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                       | Israel Electric Corp. Ltd.                                                                                 | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | NUSS              | IL        |    294000 | PA      | $290524.92    | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                    | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |   1700000 | PA      | $503455.68    | 0.05%             | 2019-01-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                                   | Swiss Re Finance Luxembourg SA                                                                             | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201367.00    | 0.02%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                                                       | Treasury Corp. of Victoria                                                                                 | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    200000 | PA      | $109105.41    | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                          | Romania Government Bond                                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $762154.81    | 0.08%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | Nordea Kredit Realkreditaktieselskab                                                                       | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                             | Jyske Realkredit A/S, Series CCE                                                                           | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |         2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                        | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    955000 | PA      | $1128427.51   | 0.11%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                                                   | New South Wales Treasury Corp.                                                                             | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $62711.43     | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp.                                                        | Queensland Treasury Corp.                                                                                  | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    100000 | PA      | $62474.00     | 0.01%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                                            | Japan Government Bond                                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  44000000 | PA      | $204135.17    | 0.02%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                                   | Brazilian Real                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |    657726 | OU      | $120028.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |   1800000 | PA      | $317307.35    | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurosail-UK plc                                                                  | Eurosail-UK plc, Series 2007-4X, Class A3                                                                  | CUSIP: N/A<br>LEI: 213800KHTEEB5PS3G589       | Long             | ABS-MBS          | CORP              | GB        |    167035 | PA      | $224756.75    | 0.02%             | 2045-06-13      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Bond                                                            | Japan Government Bond                                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  80000000 | PA      | $409581.46    | 0.04%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                            | Japan Government Bond                                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 100000000 | PA      | $554913.69    | 0.06%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                            | Japan Government Bond                                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  40000000 | PA      | $228276.89    | 0.02%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Bond                                                            | Japan Government Bond                                                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $123639.70    | 0.01%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                        | Commonwealth of Australia                                                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    800000 | PA      | $453712.58    | 0.05%             | 2035-06-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                                  | Canadian Dollar                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     57022 | OU      | $41544.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                                                      | Swiss Franc                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |      4612 | OU      | $5821.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Canada 10 Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         2 | NC      | $-1593.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                                                     | Danish Krone                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |      3887 | OU      | $611.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                             | EURO                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     21847 | OU      | $25675.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       125 | NC      | $-5361.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Long Gilt                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        15 | NC      | $12620.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                                    | British Pound                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    114326 | OU      | $154105.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -4 | NC      | $1958.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                                                    | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    789442 | PA      | $789442.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                                     | Japanese Yen                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |   1068608 | OU      | $6822.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESEA Holding SA                                                               | FORESEA Holding SA                                                                                         | CUSIP: N/A<br>LEI: 254900BAD50AKYGIMV79       | Long             | DBT              | CORP              | LU        |    100613 | PA      | $98861.33     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Mexican Pesos                                                                | New Mexican Pesos                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MX        |        -0 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                                                  | Norwegian Krone                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     83931 | OU      | $8326.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                                               | New Zealand Dollar                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       639 | OU      | $367.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                      | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $367221.49    | 0.04%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        21 | NC      | $-9143.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         4 | NC      | $-8204.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                                                    | Swedish Krona                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     66653 | OU      | $7239.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                                 | Singapore Dollar                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       767 | OU      | $596.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Note                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -30 | NC      | $-3208.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       162 | NC      | $-48902.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $26064.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Note                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -141 | NC      | $39893.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2005-8F, Class 4A1                                                         | CUSIP: 362341WE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344350 | PA      | $112517.97    | 0.01%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |    400000 | PA      | $480619.19    | 0.05%             | 2030-03-21      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Funding plc                                                  | Towd Point Mortgage Funding plc, Series 2024-GR6A, Class A1                                                | CUSIP: N/A<br>LEI: 635400ZB5U3EBVBSFK52       | Long             | ABS-MBS          | CORP              | GB        |    336062 | PA      | $453401.25    | 0.05%             | 2053-07-20      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -21 | NC      | $38524.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        39 | NC      | $-114538.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Canada Government Bond                                                           | Canada Government Bond                                                                                     | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    344000 | PA      | $248760.38    | 0.02%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario                                                              | Province of Ontario                                                                                        | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     56000 | PA      | $40959.03     | 0.00%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Australia 10 Year Bond                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        42 | NC      | $313.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer