# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001410368-25-042423
**Filing Date:** 2025-12
**Character Count:** 1167335
**Document Hash:** 7b3e4b1e7a398ac4c3589ef7cfd2622f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042423.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042423

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620

**ORGANIZATION NAME:**
- **EIN:** 133179654
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03802
- **FILM NUMBER:** 251599935

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20070601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19981105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19930701

## Series and Classes Contracts Data

### Neuberger Berman Strategic Income Fund (Series ID: S000007834)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000021324 | Institutional Class | NSTLX           |
| C000044074 | Trust Class         | NSTTX           |
| C000057302 | Class A             | NSTAX           |
| C000057303 | Class C             | NSTCX           |
| C000125076 | Class R6            | NRSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN INCOME FUNDS

- **b. Investment Company Act file number:** 811-03802

- **c. CIK number of Registrant:** 0000723620

- **d. LEI of Registrant:** 54930087F7MMJ21RIJ90

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Neuberger Berman Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000007834

- **c. LEI of Series:** 549300J7BX0YC0GM5Q87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8780395168.37

**Total Liabilities:** $1573200978.63

**Net Assets:** $7207194189.74

**Delayed Delivery Securities:** $1507862086.43

**Cash Not Reported:** $83562453.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1729747.00000000 | **1-Year:** -90637.00000000 | **5-Year:** -490074.00000000 | **10-Year:** -1399925.00000000 | **30-Year:** -4655246.00000000

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

- **3-Month:** -561902.00000000 | **1-Year:** -66522.00000000 | **5-Year:** -1047981.00000000 | **10-Year:** -704471.00000000 | **30-Year:** -618057.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021324 | 1.56%                | 1.04%                | 0.55%                |
| Class ID C000044074 | 1.63%                | 1.01%                | 0.42%                |
| Class ID C000057302 | 1.52%                | 1.01%                | 0.51%                |
| Class ID C000057303 | 1.46%                | 0.95%                | 0.45%                |
| Class ID C000125076 | 1.57%                | 1.05%                | 0.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16430954.98             | $52409350.72                               |
| Month 2  | $14950675.47             | $27714180.09                               |
| Month 3  | $4978595.63              | $-11768685.61                              |

### 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 BSL CLO                                                                          | AB BSL CLO 5 Ltd                                                                 | CUSIP: 00038HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1005165.40   | 0.01%             | 2038-01-20      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5394654.25   | 0.07%             | 2035-12-03      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                        | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2008604.94   | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 33 Ltd                                                                   | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1573861.42   | 0.02%             | 2037-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                        | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2254248.90   | 0.03%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                       | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $205995.67    | 0.00%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      671000 | PA      | $675753.02    | 0.01%             | 2026-09-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                                              | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      217000 | PA      | $222747.25    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $8640800.97   | 0.12%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1455618.17   | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM6                                                     | CUSIP: 00249YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1066103.54   | 0.01%             | 2070-01-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |      414280 | PA      | $417461.31    | 0.01%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $552390.18    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2600000 | PA      | $2623262.20   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2020-1 Trust                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273449 | PA      | $269059.18    | 0.00%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6142696 | PA      | $6251037.68   | 0.09%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9120000 | PA      | $9212715.47   | 0.13%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                            | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      218000 | PA      | $220794.37    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      895000 | PA      | $875790.79    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      835000 | PA      | $863192.94    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2453535.56   | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2280582.99   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $374329.40    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $839699.62    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                               | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1803208.41   | 0.03%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2018-A                                                          | CUSIP: 00900HAE3<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998702.10    | 0.01%             | 2037-10-17      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1342000 | PA      | $1347032.50   | 0.02%             | 2040-06-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta Canada                                                       | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     1320000 | PA      | $1319323.62   | 0.02%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $724694.18    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      880000 | PA      | $886955.67    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1330838.19   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2665000 | PA      | $2750498.53   | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                               | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      835000 | PA      | $840713.10    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     5615000 | PA      | $5634034.85   | 0.08%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4435000 | PA      | $4593542.38   | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $353793.02    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $711942.69    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1197580.46   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2358353.85   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $892530.39    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   107170000 | PA      | $90973018.52  | 1.26%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   110310000 | PA      | $101690499.04 | 1.41%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   184435000 | PA      | $174974864.07 | 2.43%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   122570000 | PA      | $119459353.58 | 1.66%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90355000 | PA      | $89893013.08  | 1.25%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   239735000 | PA      | $242203469.79 | 3.36%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    86050000 | PA      | $87991027.27  | 1.22%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2408000 | PA      | $2239724.38   | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2665310.36   | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      492311 | PA      | $494325.53    | 0.01%             | 2032-09-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2076544 | PA      | $2090073.51   | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6622920 | PA      | $6638284.33   | 0.09%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4863078 | PA      | $4877133.75   | 0.07%             | 2033-06-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940256 | PA      | $952978.50    | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      461062 | PA      | $467328.56    | 0.01%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1398728 | PA      | $1424161.26   | 0.02%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4290175.81   | 0.06%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1074289 | PA      | $1050619.34   | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                                                          | Alsea SAB de CV                                                                  | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |      215000 | PA      | $215641.99    | 0.00%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2544523.73   | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $7071197.73   | 0.10%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1341820.88   | 0.02%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9228320.69   | 0.13%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1420820.52   | 0.02%             | 2028-02-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     1235000 | PA      | $1211211.71   | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6420000 | PA      | $6412245.28   | 0.09%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2578807.34   | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                                   | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     5605000 | PA      | $5800810.68   | 0.08%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XIII LLC                                      | CUSIP: 03237CAD4<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1019697.20   | 0.01%             | 2031-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |      445000 | PA      | $452232.01    | 0.01%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                                              | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1756663.21   | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |     1010000 | PA      | $1009404.40   | 0.01%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3740000 | PA      | $3209199.71   | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2105000 | PA      | $2012389.43   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1990000 | PA      | $1670175.94   | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      760000 | PA      | $712479.32    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1788885.01   | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2810793.26   | 0.04%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |     4000000 | PA      | $4001092.00   | 0.06%             | 2038-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos Clo Lii                                                                   | CUSIP: 03771NAJ9<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1999987.00   | 0.03%             | 2038-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    13030000 | PA      | $13383384.68  | 0.19%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     8268000 | PA      | $8283948.89   | 0.11%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3765000 | PA      | $3474065.46   | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1055000 | PA      | $997426.39    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                 | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     1470000 | PA      | $1495827.75   | 0.02%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1598138.81   | 0.02%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2835000 | PA      | $2643099.13   | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                  | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1335000 | PA      | $1396345.92   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                              | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      510000 | PA      | $532148.79    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIII CLO Ltd                                                                | CUSIP: 04009GAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3242505.83   | 0.04%             | 2036-10-24      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3484752 | PA      | $2848784.76   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6750000 | PA      | $4728375.00   | 0.07%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      276786 | PA      | $235406.15    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIII CLO Ltd                                                                | CUSIP: 04015YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1704451.45   | 0.02%             | 2036-10-24      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2650000 | PA      | $2657124.79   | 0.04%             | 2038-01-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     2030337 | PA      | $1752158.70   | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                    | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1689590.96   | 0.02%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2387980.73   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2763649.87   | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                                 | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAG0<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $247733.98    | 0.00%             | 2031-04-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      530000 | PA      | $531771.18    | 0.01%             | 2027-01-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      430000 | PA      | $430230.97    | 0.01%             | 2028-09-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $5450513.83   | 0.08%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlantic City NJ                                                            | ATLANTIC CITY NJ                                                                 | CUSIP: 048339WE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      695000 | PA      | $696335.72    | 0.01%             | 2026-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2024-1 LLC                                                 | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26241 | PA      | $26333.69     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1353415.10   | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1138366.66   | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                 | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      254000 | PA      | $251968.00    | 0.00%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $971238.80    | 0.01%             | 2028-02-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2220000 | PA      | $2226929.95   | 0.03%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3423000 | PA      | $3516967.85   | 0.05%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3130000 | PA      | $3314163.25   | 0.05%             | 2030-02-20      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3636000 | PA      | $3773125.20   | 0.05%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2920000 | PA      | $3001727.30   | 0.04%             | 2031-08-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1766000 | PA      | $1838607.50   | 0.03%             | 2031-08-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                                            | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |      120000 | PA      | $125815.32    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1834433.28   | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      435000 | PA      | $454993.91    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3236000 | PA      | $2856854.38   | 0.04%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    90264265 | PA      | $4765682.42   | 0.07%             | 2054-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     4725000 | PA      | $4747576.05   | 0.07%             | 2039-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6690000 | PA      | $6919659.00   | 0.10%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32827172 | PA      | $2071168.03   | 0.03%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                            | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201001.20    | 0.00%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                   | BA Credit Card Trust                                                             | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     2170000 | PA      | $2178578.23   | 0.03%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2422225.00   | 0.03%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3623000 | PA      | $3351275.00   | 0.05%             | 2037-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2730000.00   | 0.04%             | 2037-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2370000 | PA      | $2109300.00   | 0.03%             | 2037-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $596512.76    | 0.01%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      690000 | PA      | $734267.64    | 0.01%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7210000 | PA      | $6513156.38   | 0.09%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3515000 | PA      | $3686545.85   | 0.05%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      996115 | PA      | $993936.00    | 0.01%             | 2030-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13461498 | PA      | $13411017.49  | 0.19%             | 2030-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                                 | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1856674 | PA      | $1768811.78   | 0.02%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1259681.15   | 0.02%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4592307.50   | 0.06%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7600000 | PA      | $7354435.64   | 0.10%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4150000 | PA      | $3997461.36   | 0.06%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      793182 | PA      | $792468.48    | 0.01%             | 2036-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968828 | PA      | $968229.98    | 0.01%             | 2036-09-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615034 | PA      | $614457.79    | 0.01%             | 2036-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4844141 | PA      | $4839599.25   | 0.07%             | 2036-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9482890 | PA      | $9473999.48   | 0.13%             | 2036-09-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2359065 | PA      | $2364963.10   | 0.03%             | 2039-02-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9726000 | PA      | $9695869.82   | 0.13%             | 2041-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425904 | PA      | $426302.92    | 0.01%             | 2039-02-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7161556 | PA      | $7177222.27   | 0.10%             | 2039-02-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5558586 | PA      | $5569008.46   | 0.08%             | 2041-03-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4984382 | PA      | $4990612.04   | 0.07%             | 2034-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5704896 | PA      | $5722634.36   | 0.08%             | 2034-05-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX TRUST 2024 VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9937000 | PA      | $9937000.00   | 0.14%             | 2041-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                             | BMW Vehicle Lease Trust                                                          | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262954 | PA      | $263004.51    | 0.00%             | 2027-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1669420.50   | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12431000 | PA      | $12796610.63  | 0.18%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                            | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1807746.47   | 0.03%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7977000 | PA      | $7949579.06   | 0.11%             | 2042-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832000 | PA      | $1823985.00   | 0.03%             | 2042-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2023-2 Ltd                                               | CUSIP: 05685DAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1375000 | PA      | $1339806.60   | 0.02%             | 2038-07-18      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009937.60   | 0.03%             | 2037-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686HAA0<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999990.90    | 0.01%             | 2039-01-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-3 Ltd                                               | CUSIP: 056926AA6<br>LEI: 254900F12G9NRZWVR294 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1482216.45   | 0.02%             | 2038-07-23      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                            | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $203733.95    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                               | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1713693.88   | 0.02%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 27 Ltd                                                             | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4260157.50   | 0.06%             | 2037-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAU3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004394.20   | 0.01%             | 2037-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 26 Ltd                                                             | CUSIP: 05876PAA2<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1009151.00   | 0.01%             | 2037-07-25      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                            | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     7755000 | PA      | $8274057.66   | 0.11%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBA7<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      256000 | PA      | $255938.15    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $210500.00    | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      570000 | PA      | $591910.80    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      256000 | PA      | $254312.29    | 0.00%             | 2026-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $207403.80    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4400000 | PA      | $4333391.83   | 0.06%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      760000 | PA      | $812549.44    | 0.01%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      206000 | PA      | $214034.00    | 0.00%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1473336.90   | 0.02%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1228229 | PA      | $1298999.71   | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA/LUX                                                             | Banco Votorantim SA/Luxembourg                                                   | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $276079.44    | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $200095.32    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1270000 | PA      | $1345277.98   | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3275085.64   | 0.05%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $6825361.07   | 0.09%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9513211.65   | 0.13%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1535705.50   | 0.02%             | 2027-09-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5705000 | PA      | $5938905.00   | 0.08%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2138000 | PA      | $2226301.11   | 0.03%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3220000 | PA      | $3225992.10   | 0.04%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $2350146.77   | 0.03%             | 2058-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1516494.52   | 0.02%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3843000 | PA      | $4046713.59   | 0.06%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11125000 | PA      | $10901349.68  | 0.15%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | Bank of New York Mellon/The                                                      | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      465000 | PA      | $465641.70    | 0.01%             | 2027-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      720000 | PA      | $720187.20    | 0.01%             | 2028-06-09      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5302000 | PA      | $4940674.00   | 0.07%             | 2052-04-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK38                                                                  | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1376000 | PA      | $1151753.56   | 0.02%             | 2064-12-15      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2647000 | PA      | $2747821.58   | 0.04%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3039000 | PA      | $3125489.33   | 0.04%             | 2057-12-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3550000 | PA      | $3388230.76   | 0.05%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2065000 | PA      | $2197773.31   | 0.03%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3090000 | PA      | $3498955.32   | 0.05%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4170000 | PA      | $4410212.85   | 0.06%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-II                                                          | CUSIP: 06764NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $3235405.12   | 0.04%             | 2038-07-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-III                                                         | CUSIP: 06764RAA1<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |     2750000 | PA      | $2744673.80   | 0.04%             | 2038-03-31      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                                      | Barings CLO Ltd 2025-V                                                           | CUSIP: 06765CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | PA      | $1798586.46   | 0.02%             | 2038-10-15      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XXI Ltd                                                            | CUSIP: 07134WAL7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $959026.00    | 0.01%             | 2034-07-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3495000 | PA      | $3652275.00   | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $788067.00    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      745000 | PA      | $536508.03    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      640000 | PA      | $498128.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1740000 | PA      | $1823937.60   | 0.03%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     1370000 | PA      | $1600050.40   | 0.02%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1538581 | PA      | $1525703.66   | 0.02%             | 2047-06-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      653616 | PA      | $659091.43    | 0.01%             | 2047-06-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1381724 | PA      | $1385906.63   | 0.02%             | 2031-12-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2167000 | PA      | $2166965.54   | 0.03%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |     5766610 | PA      | $5745891.80   | 0.08%             | 2048-07-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |     9134380 | PA      | $9067680.67   | 0.13%             | 2048-07-27      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |     3507727 | PA      | $3463217.26   | 0.05%             | 2048-07-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAD5<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |     3100580 | PA      | $3060349.61   | 0.04%             | 2048-07-27      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $3081421.42   | 0.04%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      650000 | PA      | $657887.75    | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19655000 | PA      | $20966133.95  | 0.29%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     5315000 | PA      | $5546734.00   | 0.08%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2102084.00   | 0.03%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1321433.76   | 0.02%             | 2053-02-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257000 | PA      | $218269.61    | 0.00%             | 2053-03-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46855882 | PA      | $1776212.76   | 0.02%             | 2054-11-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2077000 | PA      | $2163545.89   | 0.03%             | 2056-12-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1509000 | PA      | $1553551.57   | 0.02%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XVII Ltd                                             | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2514233.75   | 0.03%             | 2037-10-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182KAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995445.90    | 0.01%             | 2038-10-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 43 Ltd                                               | CUSIP: 08182UAA4<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1493349.45   | 0.02%             | 2038-10-20      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2222000 | PA      | $2281763.13   | 0.03%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1759000 | PA      | $1587399.70   | 0.02%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     2315000 | PA      | $2439609.51   | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2718573.31   | 0.04%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6350000 | PA      | $6422188.07   | 0.09%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1346000 | PA      | $1389468.26   | 0.02%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2309571.45   | 0.03%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1695000 | PA      | $1689985.68   | 0.02%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $19109298.06  | 0.27%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2735000 | PA      | $2902983.70   | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      535000 | PA      | $561691.69    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $131218.50    | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                             | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1478440 | PA      | $1478542.28   | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8621000 | PA      | $8726971.92   | 0.12%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4959000 | PA      | $5059798.62   | 0.07%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                            | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      600000 | PA      | $577304.76    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     1115000 | PA      | $1211229.32   | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      795000 | PA      | $798481.64    | 0.01%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1250000 | PA      | $1278125.00   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      800000 | PA      | $810400.00    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $2079000.00   | 0.03%             | 2032-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $204130.00    | 0.00%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2720000 | PA      | $2750872.00   | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4611000 | PA      | $4610899.48   | 0.06%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6190000 | PA      | $6172365.93   | 0.09%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $8103743.64   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                                            | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1654089.07   | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2447431.95   | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1045979.23   | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $2010658.08   | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3694485 | PA      | $3682374.57   | 0.05%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5276037 | PA      | $5407361.58   | 0.08%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1868165 | PA      | $1918633.23   | 0.03%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      273000 | PA      | $274109.06    | 0.00%             | 2044-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9761000 | PA      | $9815686.00   | 0.14%             | 2044-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000000.00   | 0.01%             | 2041-11-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7230000 | PA      | $7243460.09   | 0.10%             | 2041-11-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7275000 | PA      | $7302281.25   | 0.10%             | 2042-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2040625 | PA      | $2044451.29   | 0.03%             | 2040-12-09      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2556132.38   | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2253550.29   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1199890.18   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $755773.96    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $290443.69    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2245759.49   | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $696970.55    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1118735.70   | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1690179.69   | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2023-1                                                     | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68328 | PA      | $68652.52     | 0.00%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2495000 | PA      | $2533125.85   | 0.04%             | 2032-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3788000 | PA      | $3855041.16   | 0.05%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1147000 | PA      | $1150897.39   | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1113000 | PA      | $1125520.36   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2291000 | PA      | $2310022.86   | 0.03%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1575000 | PA      | $1583647.22   | 0.02%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                         | CFE Fibra E                                                                      | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1670000 | PA      | $1678684.00   | 0.02%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      455000 | PA      | $426506.72    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      670000 | PA      | $709387.29    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 23                                                                | CK Hutchison International 23 Ltd                                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $202966.41    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7591514.61   | 0.11%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    12585000 | PA      | $13092867.68  | 0.18%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $324759.54    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $228049.90    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $755223.41    | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $165067.54    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $110547.12    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $395687.01    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $143950.00    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      550000 | PA      | $192566.35    | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5617143 | PA      | $4928385.78   | 0.07%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $928203.59    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5507000 | PA      | $5847331.50   | 0.08%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2003484.98   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $167703.03    | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12285000 | PA      | $10984491.84  | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1785939.10   | 0.02%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7565000 | PA      | $7948401.77   | 0.11%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |     4376940 | PA      | $4417685.00   | 0.06%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2025-A                                                       | CUSIP: 12674BAC9<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |      261945 | PA      | $261866.29    | 0.00%             | 2028-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3733000 | PA      | $3829287.51   | 0.05%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      572000 | PA      | $572776.09    | 0.01%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                       | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      740000 | PA      | $584607.59    | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                               | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      615000 | PA      | $608717.65    | 0.01%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1060514.40   | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1397077.16   | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1068450.21   | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                                                               | Calderys Financing II LLC                                                        | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1862137.36   | 0.03%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                            | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      610000 | PA      | $607284.91    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                                 | CALIFORNIA ST                                                                    | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1370000 | PA      | $1668303.39   | 0.02%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| California State University                                                         | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1427933.40   | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-3 Ltd                                                            | CUSIP: 13875GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3000000.00   | 0.04%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-3 Ltd                                                            | CUSIP: 13875HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3300000.00   | 0.05%             | 2039-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $978752.10    | 0.01%             | 2034-04-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138919AJ4<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502545.80    | 0.01%             | 2038-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138920AA1<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |     1125000 | PA      | $1123211.70   | 0.02%             | 2038-04-15      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9082436.75   | 0.13%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174086.32    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      760000 | PA      | $780694.38    | 0.01%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                            | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4188431.13   | 0.06%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                            | Capital One Prime Auto Receivables Trust 2024-1                                  | CUSIP: 14043NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      135594 | PA      | $135595.26    | 0.00%             | 2027-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     1985000 | PA      | $2053988.68   | 0.03%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                               | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2331252.97   | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                                                    | Carbone Clo Ltd                                                                  | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000713.70   | 0.01%             | 2031-01-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                                   | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138135 | PA      | $138212.94    | 0.00%             | 2027-12-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2630000 | PA      | $2711976.65   | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    10096182 | PA      | $10203113.41  | 0.14%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAC1<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |     4644583 | PA      | $4666989.23   | 0.06%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                            | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1504024.40   | 0.02%             | 2027-05-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2133708.82   | 0.03%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200958.60    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      430000 | PA      | $437579.61    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      195000 | PA      | $199942.08    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2470000 | PA      | $2380848.56   | 0.03%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    10620000 | PA      | $10973348.64  | 0.15%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     9920000 | PA      | $9983230.08   | 0.14%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC                                                          | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6461538 | PA      | $6104772.58   | 0.08%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                               | Central American Bank for Economic Integration                                   | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $200273.71    | 0.00%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                            | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2960861.76   | 0.04%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                              | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      480000 | PA      | $444000.00    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                              | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $127808.64    | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                            | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      825000 | PA      | $864950.63    | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                             | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1866051.30   | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3392518.15   | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2253800.68   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12455000 | PA      | $7712305.51   | 0.11%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3109971.35   | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7530000 | PA      | $7425342.11   | 0.10%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     4764000 | PA      | $4753185.72   | 0.07%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-3                                  | CUSIP: 16159HAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5892686 | PA      | $5937030.40   | 0.08%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6375387 | PA      | $6406436.40   | 0.09%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-5                                  | CUSIP: 16159QAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4509365 | PA      | $4557898.48   | 0.06%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2024-10                                        | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |     4923910 | PA      | $4943513.96   | 0.07%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-10                                        | CUSIP: 16160BAW7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |     7798362 | PA      | $7840098.91   | 0.11%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7691156 | PA      | $7818545.07   | 0.11%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1197265 | PA      | $1236928.80   | 0.02%             | 2055-11-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2780881 | PA      | $2805175.18   | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      805000 | PA      | $806706.60    | 0.01%             | 2027-02-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501882.71    | 0.01%             | 2028-08-13      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6017000 | PA      | $6165155.39   | 0.09%             | 2042-04-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1835000 | PA      | $1902058.42   | 0.03%             | 2042-04-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2985527.72   | 0.04%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2024-IV Ltd                                                         | CUSIP: 17181WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2010781.00   | 0.03%             | 2037-10-16      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2776000 | PA      | $2811600.26   | 0.04%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      245000 | PA      | $244515.10    | 0.00%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6330000 | PA      | $6288848.67   | 0.09%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3084824.55   | 0.04%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3785597.66   | 0.05%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4637875.90   | 0.06%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                 | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |      275000 | PA      | $277239.16    | 0.00%             | 2029-05-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                      | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1696190.10   | 0.02%             | 2027-11-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      894000 | PA      | $705283.31    | 0.01%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9233369.85   | 0.13%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2487877.83   | 0.03%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2390998.80   | 0.03%             | 2026-01-06      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1195294.91   | 0.02%             | 2026-01-06      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24                                                                | CK Hutchison International 24 Ltd                                                | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $210635.98    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      270000 | PA      | $278973.18    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1700671.74   | 0.02%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1147937.73   | 0.02%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3040000 | PA      | $3110473.37   | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                                  | CLARK CNTY NV                                                                    | CUSIP: 180848N58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1602949.11   | 0.02%             | 2044-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      420000 | PA      | $416820.14    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1547143 | PA      | $1518130.67   | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1541731.10   | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1558039.36   | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR STREET HOLDINGS                                                               | Clear Street Holdings LLC                                                        | CUSIP: 18469LAE9<br>LEI: 254900NQWA30C6L3G919 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11947598.52  | 0.17%             | 2030-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      925000 | PA      | $945805.90    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $2084615.12   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2828919.90   | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1996546.60   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      810000 | PA      | $811855.71    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2020-1 LLC                                                            | CUSIP: 18914HAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1507041.30   | 0.02%             | 2037-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225460.13    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1078652.85   | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2024-C                                                       | CUSIP: 18978GAC8<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |      234678 | PA      | $234706.49    | 0.00%             | 2028-02-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2024-B                                                       | CUSIP: 18978JAC2<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |       47156 | PA      | $47169.65     | 0.00%             | 2027-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $423980.00    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1510000 | PA      | $1645900.00   | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      760000 | PA      | $836570.00    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      576000 | PA      | $616521.60    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1710000 | PA      | $1727909.60   | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                 | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1659727.72   | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                    | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1760719.27   | 0.02%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2515969.79   | 0.03%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                            | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $208000.00    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3335000 | PA      | $3360431.04   | 0.05%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2362000 | PA      | $2386663.06   | 0.03%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2760000 | PA      | $2825727.47   | 0.04%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7780000 | PA      | $7814011.83   | 0.11%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                              | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     4327000 | PA      | $4289526.88   | 0.06%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3816000 | PA      | $3811230.00   | 0.05%             | 2041-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2895509.64   | 0.04%             | 2041-08-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10556000 | PA      | $10591497.72  | 0.15%             | 2045-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3083000 | PA      | $3382636.77   | 0.05%             | 2042-09-25      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600683 | PA      | $600683.43    | 0.01%             | 2044-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1975000 | PA      | $2030198.29   | 0.03%             | 2044-01-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1563000 | PA      | $1654935.82   | 0.02%             | 2044-01-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9814962 | PA      | $10140684.27  | 0.14%             | 2042-03-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5334400.00   | 0.07%             | 2042-03-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3620000 | PA      | $4006286.58   | 0.06%             | 2042-03-25      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1075000 | PA      | $1183680.57   | 0.02%             | 2042-03-25      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13817000 | PA      | $14203467.02  | 0.20%             | 2042-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5176000 | PA      | $5273837.27   | 0.07%             | 2041-12-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17453000 | PA      | $18106932.49  | 0.25%             | 2042-01-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6161000 | PA      | $6571963.34   | 0.09%             | 2042-01-25      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11349000 | PA      | $11632323.25  | 0.16%             | 2040-01-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4630954.05   | 0.06%             | 2043-07-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8267000 | PA      | $8654139.48   | 0.12%             | 2041-12-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1157032.30   | 0.02%             | 2042-06-25      | Floating      | 16.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11495000 | PA      | $12377502.19  | 0.17%             | 2042-05-25      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5975000 | PA      | $6497812.50   | 0.09%             | 2043-05-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8605000 | PA      | $8776672.33   | 0.12%             | 2041-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1020000 | PA      | $1060167.60   | 0.01%             | 2041-10-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      858219 | PA      | $859286.50    | 0.01%             | 2045-02-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7532000 | PA      | $7536758.72   | 0.10%             | 2045-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5230000 | PA      | $5243125.21   | 0.07%             | 2045-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2225000 | PA      | $2271924.14   | 0.03%             | 2040-01-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3650000 | PA      | $3657707.71   | 0.05%             | 2045-09-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9600000 | PA      | $9641830.08   | 0.13%             | 2045-09-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6443000 | PA      | $6721032.85   | 0.09%             | 2043-01-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1725000 | PA      | $1869995.22   | 0.03%             | 2043-01-25      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4006624 | PA      | $4170516.96   | 0.06%             | 2042-07-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8407200 | PA      | $9017416.43   | 0.13%             | 2042-07-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11506000 | PA      | $11466579.29  | 0.16%             | 2045-01-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3656000 | PA      | $3663491.88   | 0.05%             | 2045-05-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6543000 | PA      | $6870259.92   | 0.10%             | 2042-12-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12168000 | PA      | $13073055.84  | 0.18%             | 2043-06-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10224000 | PA      | $10445652.23  | 0.14%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6600000 | PA      | $6902547.96   | 0.10%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                             | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      560000 | PA      | $560296.80    | 0.01%             | 2027-11-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      540000 | PA      | $410461.18    | 0.01%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     2615743 | PA      | $2413605.97   | 0.03%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      287000 | PA      | $280571.61    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       94000 | PA      | $96705.32     | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       26000 | PA      | $26770.74     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2890000 | PA      | $2741280.72   | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      350000 | PA      | $381141.25    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   152390000 | PA      | $151908935.25 | 2.11%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    89925000 | PA      | $90666580.90  | 1.26%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22960000 | PA      | $23366430.34  | 0.32%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bond                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     4700000 | PA      | $5077927.00   | 0.07%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      330000 | PA      | $350493.47    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1335000 | PA      | $1405673.67   | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2408671.84   | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5115000 | PA      | $5180425.97   | 0.07%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3699045 | PA      | $3718209.84   | 0.05%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1854545 | PA      | $1838597.66   | 0.03%             | 2031-01-20      | Fixed         | 10.16%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2683188 | PA      | $2698456.83   | 0.04%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2211565 | PA      | $2225497.40   | 0.03%             | 2069-12-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1266783.25   | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                                  | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1488605.59   | 0.02%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | Crown Castle Towers LLC                                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3478757.84   | 0.05%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO VI                                                                | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1508084.55   | 0.02%             | 2037-07-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO III                                                               | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999991.90   | 0.04%             | 2034-07-20      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2650000 | PA      | $2614653.77   | 0.04%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2422000 | PA      | $2445874.38   | 0.03%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $128622.56    | 0.00%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                                     | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4793000 | PA      | $4071568.66   | 0.06%             | 2045-09-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                           | DLLAD 2025-1 LLC                                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149000 | PA      | $149575.59    | 0.00%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1330708.83   | 0.02%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1135435.39   | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      850000 | PA      | $850746.93    | 0.01%             | 2026-03-06      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150599.39    | 0.00%             | 2027-06-11      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15225 | PA      | $15234.88     | 0.00%             | 2030-03-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2330000 | PA      | $2367982.50   | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11697578.66  | 0.16%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                              | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123000 | PA      | $123431.93    | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5490000 | PA      | $5541577.51   | 0.08%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                            | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $199099.10    | 0.00%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                            | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      620000 | PA      | $599763.20    | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1546464.88   | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2420000 | PA      | $2528416.00   | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1395000 | PA      | $1500462.00   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3210000 | PA      | $3423946.50   | 0.05%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2155000 | PA      | $2322766.75   | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1327788.59   | 0.02%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    13895000 | PA      | $14486829.74  | 0.20%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2169112.20   | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                             | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005000 | PA      | $856147.68    | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $11440.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $10325.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $257774.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1313.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $67251.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $104326.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-17409.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-10472.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-20975.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $14518.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $2740.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $9430.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1770.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-20558.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-23066.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $8562.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-9178.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-26999.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-48868.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $22990.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-247.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-67412.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-47275.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $33587.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $34035.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $39813.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $9642.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $17810.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $19748.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $51208.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $2198.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-10380.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $4830.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-19252.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1620.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-8180.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3645.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $12816.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-14478.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1747.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $36319.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $986.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-5805.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $6928.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15608.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3946.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $38730.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3070.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4792.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $7866.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $899.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $35644.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $45225.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-846.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-537.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-1940.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $106748.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $87415.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $32465.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-6102.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $7416.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $24434.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $565240.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3116113.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-405.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $255960.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5170.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $26778.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-20012.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-63219.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $987.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-0.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-18692.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2356.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $772.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-130.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-120201.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-14024.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $905699.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-460.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3303943.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-28891.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-19940.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3377.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $14476.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3218.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5367.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $270.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-7327.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $6881.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-2439.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $606.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $6829.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1401.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-8663.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-16418.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $4376.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-6396.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-12591.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1377.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $10743.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3442.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $4502.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $2659.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4923.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3859.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $11178.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2365.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1492.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1372.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1326.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2178.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-1296.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1547.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $308.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $55347.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-55361.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-979.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $176952.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-11879.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $75062.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $76237.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $10449.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-10023.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-6452.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-777.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $987.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $337.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-7317.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $296357.49    | 0.00%             | 2031-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     2974082 | PA      | $2968883.73   | 0.04%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3487997.10   | 0.05%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3972505.13   | 0.06%             | 2039-06-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     6141000 | PA      | $6177058.11   | 0.09%             | 2039-06-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     6441325 | PA      | $6414078.22   | 0.09%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     8595000 | PA      | $8731660.50   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2020-2 Ltd                                                       | CUSIP: 27829PBA3<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2010187.80   | 0.03%             | 2037-10-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $855418.92    | 0.01%             | 2030-01-20      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1588950 | PA      | $1639653.39   | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3418215.20   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $690464.16    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2655000 | PA      | $2381098.25   | 0.03%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $661914.00    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1407103.10   | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $215727.00    | 0.00%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1140000 | PA      | $1181388.84   | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3186000 | PA      | $3178407.44   | 0.04%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5758000 | PA      | $5744054.12   | 0.08%             | 2070-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      345000 | PA      | $379727.63    | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $4000.00      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $174000.00    | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                      | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      801299 | PA      | $816987.35    | 0.01%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                               | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      780000 | PA      | $789412.26    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                                  | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5513876.50   | 0.08%             | 2037-07-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 44 Ltd                                                                  | Elmwood CLO 44 Ltd                                                               | CUSIP: 29004VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252183.13   | 0.02%             | 2038-10-20      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 44 Ltd                                                                  | Elmwood CLO 44 Ltd                                                               | CUSIP: 29004XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1249245.13   | 0.02%             | 2038-10-20      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAJ8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1507490.85   | 0.02%             | 2037-07-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3433740.80   | 0.05%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      810000 | PA      | $823490.77    | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4554000 | PA      | $4863790.40   | 0.07%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      345000 | PA      | $368293.71    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191195.65    | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14074000 | PA      | $14038419.52  | 0.19%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      855000 | PA      | $847256.01    | 0.01%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      655000 | PA      | $657029.19    | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                           | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1201985.05   | 0.02%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7915835.25   | 0.11%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCL0<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $561348.09    | 0.01%             | 2028-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCZ9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |      150000 | PA      | $150042.95    | 0.00%             | 2029-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2671138.58   | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14653000 | PA      | $14761666.65  | 0.20%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $502166.40    | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4656000 | PA      | $4653503.92   | 0.06%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     2005000 | PA      | $2015989.51   | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5273990.57   | 0.07%             | 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        |     3315000 | PA      | $3287242.18   | 0.05%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7320000 | PA      | $7352364.14   | 0.10%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     8320000 | PA      | $8257415.38   | 0.11%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                  | FS Luxembourg Sarl                                                               | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      233000 | PA      | $243272.04    | 0.00%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                  | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1520000 | PA      | $1577000.00   | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                     | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1201117.28   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      200000 | PA      | $202040.31    | 0.00%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1450000 | PA      | $1470839.40   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FCA US LLC LB PTT                                                                   | FCA US LLC Lease-Backed Pass-Through Trust                                       | CUSIP: 3130MBAA1<br>LEI: ZTC508ZLTU6TYD5R7A85 | Long             | DBT              | CORP              | US        |     6327273 | PA      | $6672122.67   | 0.09%             | 2047-03-10      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4702095 | PA      | $4184132.41   | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DN4H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6479512 | PA      | $6199566.19   | 0.09%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1025749 | PA      | $872055.92    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1240130 | PA      | $1150826.33   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2525516 | PA      | $2574330.90   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1631811 | PA      | $1504964.59   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1858264 | PA      | $1860695.07   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1966938 | PA      | $1823769.47   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      677114 | PA      | $603266.45    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1029305 | PA      | $980770.19    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      734772 | PA      | $755070.27    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5890513 | PA      | $5979921.60   | 0.08%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5996010 | PA      | $6204311.39   | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2425860 | PA      | $2472179.33   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2094731 | PA      | $1787511.31   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2902239 | PA      | $2963573.89   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS2V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3486328 | PA      | $3228077.05   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1131111 | PA      | $1078125.78   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2159590 | PA      | $1994147.25   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSFC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4267701 | PA      | $4379716.20   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      634453 | PA      | $621130.13    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5244702 | PA      | $5352655.80   | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSV58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2668384 | PA      | $2760764.75   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3460489 | PA      | $3530260.78   | 0.05%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      929382 | PA      | $945560.93    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6946692 | PA      | $6411063.10   | 0.09%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2165912 | PA      | $2000215.02   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2826090 | PA      | $2762065.93   | 0.04%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2419065 | PA      | $2481703.01   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5247060 | PA      | $5373017.53   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2707704 | PA      | $2750645.09   | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1573860 | PA      | $1568128.12   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5810802 | PA      | $5786140.77   | 0.08%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVFV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      671978 | PA      | $668699.14    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1604004 | PA      | $1428812.29   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7029666 | PA      | $6491875.34   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1943386 | PA      | $1726090.23   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4278988 | PA      | $3795654.44   | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2472330 | PA      | $2282921.52   | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2327544 | PA      | $2278903.43   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3904935 | PA      | $3903802.03   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3722437 | PA      | $3300351.49   | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2397928 | PA      | $2349549.18   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10419885 | PA      | $10415788.13  | 0.14%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2857608 | PA      | $2899879.72   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3603517 | PA      | $3700318.70   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1624664 | PA      | $1500113.67   | 0.02%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4567988 | PA      | $4571113.60   | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3466587 | PA      | $2951653.61   | 0.04%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1058135 | PA      | $1075090.75   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2582426 | PA      | $2652803.45   | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2095452 | PA      | $2153710.39   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2666235 | PA      | $2664774.86   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8212554 | PA      | $8208478.96   | 0.11%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3588225 | PA      | $3677766.52   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1987516 | PA      | $2008324.63   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1641773 | PA      | $1683223.70   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2076298 | PA      | $2102586.67   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4533369 | PA      | $4641005.30   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2105620 | PA      | $2155832.23   | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3980405 | PA      | $4076032.85   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6533444 | PA      | $6601695.38   | 0.09%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1785309 | PA      | $1804903.34   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6788112 | PA      | $6617484.86   | 0.09%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1450633 | PA      | $1443553.99   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8339938 | PA      | $8427068.26   | 0.12%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6955073 | PA      | $7113259.60   | 0.10%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2885452 | PA      | $2915598.70   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2333970 | PA      | $2387055.48   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9379373 | PA      | $9546042.87   | 0.13%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      782694 | PA      | $697455.23    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0FZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      967167 | PA      | $966265.81    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1680383 | PA      | $1720290.22   | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      717690 | PA      | $742500.95    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133AYUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4273437 | PA      | $3643209.99   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4063799 | PA      | $3633500.02   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2644814 | PA      | $2346630.58   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BJMQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5707172 | PA      | $5435970.72   | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3719998 | PA      | $3776550.20   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      638283 | PA      | $647809.37    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9K28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3001484 | PA      | $3078668.99   | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5713604 | PA      | $5894650.40   | 0.08%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5853411 | PA      | $4982162.78   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1243942 | PA      | $1111918.79   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214840 | PA      | $191622.65    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1600518 | PA      | $1567123.37   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5802370 | PA      | $5525611.60   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1477087 | PA      | $1497763.10   | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1868453 | PA      | $1872727.26   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1078654 | PA      | $1096824.32   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KRCK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6435556 | PA      | $6603834.27   | 0.09%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B04S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5676229 | PA      | $614845.76    | 0.01%             | 2044-12-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B45P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5659849 | PA      | $510107.45    | 0.01%             | 2049-07-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11158468 | PA      | $1946973.04   | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10348892 | PA      | $10369385.79  | 0.14%             | 2054-03-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13089467 | PA      | $13119645.74  | 0.18%             | 2054-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7744746 | PA      | $7738494.74   | 0.11%             | 2053-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18295156 | PA      | $18278224.23  | 0.25%             | 2054-10-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12159083 | PA      | $12202324.55  | 0.17%             | 2054-11-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14775410 | PA      | $14906358.04  | 0.21%             | 2055-02-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2490939 | PA      | $2517142.75   | 0.03%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11023579 | PA      | $11081064.04  | 0.15%             | 2055-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13228295 | PA      | $13386506.98  | 0.19%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10909823 | PA      | $10987496.98  | 0.15%             | 2055-05-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137AUTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3184944 | PA      | $563664.77    | 0.01%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BSBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2270819 | PA      | $332128.11    | 0.00%             | 2046-10-15      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    70984000 | PA      | $217040.68    | 0.00%             | 2028-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    77922000 | PA      | $215228.36    | 0.00%             | 2028-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR03                             | CUSIP: 3137FQXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    61820000 | PA      | $2338836.06   | 0.03%             | 2028-07-27      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18835000 | PA      | $670286.80    | 0.01%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27400000 | PA      | $1187195.42   | 0.02%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FQZS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3104084 | PA      | $640620.19    | 0.01%             | 2050-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR04                             | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    65436000 | PA      | $3412755.69   | 0.05%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8909558 | PA      | $1709211.34   | 0.02%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8659084 | PA      | $1585176.98   | 0.02%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3917454 | PA      | $754565.05    | 0.01%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2896029 | PA      | $2377429.71   | 0.03%             | 2049-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2S62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11848205 | PA      | $2240532.25   | 0.03%             | 2048-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HBUQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11115901 | PA      | $2076382.44   | 0.03%             | 2051-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2748055 | PA      | $2760533.16   | 0.04%             | 2054-08-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12542776 | PA      | $12572043.51  | 0.17%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14631623 | PA      | $14665379.29  | 0.20%             | 2054-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7642434 | PA      | $7640473.23   | 0.11%             | 2054-11-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5899635 | PA      | $5910599.85   | 0.08%             | 2054-11-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHFZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14822351 | PA      | $14856191.70  | 0.21%             | 2054-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7126529 | PA      | $7204839.13   | 0.10%             | 2055-02-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15278393 | PA      | $15390341.99  | 0.21%             | 2055-03-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15048423 | PA      | $15163504.26  | 0.21%             | 2055-03-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14982922 | PA      | $15122175.88  | 0.21%             | 2054-11-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLDD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4766408 | PA      | $4792980.26   | 0.07%             | 2055-05-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HM5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9630923 | PA      | $9686672.46   | 0.13%             | 2055-07-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14000000 | PA      | $14299332.60  | 0.20%             | 2055-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14000000 | PA      | $14013237.00  | 0.19%             | 2055-11-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6287665 | PA      | $1126372.00   | 0.02%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                          | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     2030000 | PA      | $2257914.01   | 0.03%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140A6UM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2504715 | PA      | $2564493.70   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140AE2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1108682 | PA      | $1141274.27   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140AQQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1229220 | PA      | $1223677.11   | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140BKRL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5241014 | PA      | $5362113.71   | 0.07%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MAVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2079005 | PA      | $1926878.87   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2894479 | PA      | $2894235.40   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MWN28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1759464 | PA      | $1805867.35   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3551562 | PA      | $3555299.27   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720552 | PA      | $705122.31    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N6SX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4372856 | PA      | $4491434.87   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4747817 | PA      | $4813284.16   | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4101516 | PA      | $4131987.42   | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NK4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1567430 | PA      | $1587212.05   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3963460 | PA      | $3540448.97   | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1679711 | PA      | $1426785.61   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2407714 | PA      | $2152132.51   | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2129898 | PA      | $1889485.24   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QLR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2768766 | PA      | $2465896.53   | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3119740 | PA      | $2662848.61   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1110570 | PA      | $984669.34    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1122036 | PA      | $962558.54    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QN2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6016470 | PA      | $5593485.04   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595846 | PA      | $529339.03    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4620067 | PA      | $3972425.47   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QP2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1000619 | PA      | $979914.53    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3289061 | PA      | $3054615.11   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5982509 | PA      | $5703695.41   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1023776 | PA      | $945352.82    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5039265 | PA      | $5041357.54   | 0.07%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQDS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      832191 | PA      | $814541.79    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1483205 | PA      | $1451496.80   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6927754 | PA      | $7028082.56   | 0.10%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2729986 | PA      | $2733558.09   | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3437449 | PA      | $3546364.29   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QSBS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6395724 | PA      | $6256778.30   | 0.09%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QTS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6747397 | PA      | $6913703.34   | 0.10%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QTUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4574521 | PA      | $4730767.58   | 0.07%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4776733 | PA      | $4911753.47   | 0.07%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1232056 | PA      | $1201087.40   | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4106392 | PA      | $4209391.77   | 0.06%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1185800 | PA      | $1181481.34   | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2706666 | PA      | $2706664.28   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7192033 | PA      | $7306631.97   | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0KH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4223995 | PA      | $3593198.25   | 0.05%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2AU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6965678 | PA      | $7122575.65   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2GR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9340404 | PA      | $9443729.43   | 0.13%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2KH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4187712 | PA      | $4298674.41   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4789949 | PA      | $4846939.69   | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3G52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3795485 | PA      | $3618578.55   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3J83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4045032 | PA      | $3838796.11   | 0.05%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4941499 | PA      | $4577512.94   | 0.06%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XD6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1576342 | PA      | $1457620.30   | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626201 | PA      | $556643.60    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4848145 | PA      | $4489074.37   | 0.06%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900496 | PA      | $806046.85    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4570318 | PA      | $4071147.44   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4417986 | PA      | $3920360.34   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5970951 | PA      | $5547586.37   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2577806 | PA      | $2385428.74   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4438555 | PA      | $3971720.97   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5222858 | PA      | $4480543.12   | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7357288 | PA      | $7013031.12   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1419528 | PA      | $1261582.93   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3168907 | PA      | $2946116.19   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJLE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9157871 | PA      | $8711212.56   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5480761 | PA      | $4701780.61   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5196209 | PA      | $4792510.66   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2012599 | PA      | $1784040.24   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9023052 | PA      | $8858902.04   | 0.12%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3678940 | PA      | $3691314.03   | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2347644 | PA      | $2381492.28   | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2386873 | PA      | $2389996.30   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5080154 | PA      | $5224728.86   | 0.07%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5978126 | PA      | $5702419.24   | 0.08%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5002788 | PA      | $5108718.42   | 0.07%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3407085 | PA      | $3020206.70   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4857345 | PA      | $4960201.31   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4259774 | PA      | $4371474.82   | 0.06%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301837 | PA      | $308228.30    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4637025 | PA      | $4724906.23   | 0.07%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1512589 | PA      | $1480824.77   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2345510 | PA      | $2426994.44   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4013520 | PA      | $4149516.95   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5243055 | PA      | $5415980.13   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4762182 | PA      | $4930536.09   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1373124 | PA      | $1219844.74   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1037119 | PA      | $956500.55    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4465948 | PA      | $4624494.79   | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1097450 | PA      | $1117322.47   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3717946 | PA      | $3849574.46   | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQ5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      658797 | PA      | $666590.68    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQDE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4469561 | PA      | $4578259.03   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6684220 | PA      | $6781251.38   | 0.09%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3870442 | PA      | $3961018.09   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4529203 | PA      | $4620519.51   | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1870268 | PA      | $1836436.29   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4744291 | PA      | $4801865.87   | 0.07%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1970373 | PA      | $2017179.29   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9870972 | PA      | $9834771.18   | 0.14%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2191454 | PA      | $2216815.30   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3829984 | PA      | $3917572.72   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7468865 | PA      | $6374910.27   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10814113 | PA      | $9603043.00   | 0.13%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4012444 | PA      | $3705487.88   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2098885 | PA      | $2002303.13   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6565338 | PA      | $5830054.80   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16009489 | PA      | $14231055.99  | 0.20%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5208918 | PA      | $5078016.84   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7251225 | PA      | $7100438.42   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4097702 | PA      | $4096724.67   | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5018051 | PA      | $4912151.57   | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1119798 | PA      | $1121493.35   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3786447 | PA      | $3785152.86   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343733 | PA      | $349241.15    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5669147 | PA      | $5669548.75   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8295423 | PA      | $8418985.67   | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3585434 | PA      | $3638050.33   | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4452075 | PA      | $4513278.80   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1796422 | PA      | $1656779.77   | 0.02%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3491264 | PA      | $3579068.97   | 0.05%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1540870 | PA      | $1561389.94   | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4583859 | PA      | $4693393.00   | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3895068 | PA      | $3991886.02   | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3014590 | PA      | $3089103.41   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1048383 | PA      | $1074398.38   | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10612784 | PA      | $10749214.85  | 0.15%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5919776 | PA      | $6065976.20   | 0.08%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3383180 | PA      | $3419965.47   | 0.05%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1356639 | PA      | $1287472.77   | 0.02%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4784718 | PA      | $4664450.18   | 0.06%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5211130 | PA      | $5185836.08   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3237905 | PA      | $3272461.00   | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3258462 | PA      | $3176556.52   | 0.04%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10451766 | PA      | $10402383.01  | 0.14%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2350350 | PA      | $2230519.00   | 0.03%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13347457 | PA      | $13283353.80  | 0.18%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4719864 | PA      | $4826896.60   | 0.07%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      778995 | PA      | $796542.10    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8281557 | PA      | $8241142.07   | 0.11%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8206693 | PA      | $8292435.43   | 0.12%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2309389 | PA      | $2362140.68   | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2260702 | PA      | $2284321.84   | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5445192 | PA      | $5419039.80   | 0.08%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9999536 | PA      | $10104011.47  | 0.14%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8565083 | PA      | $8763248.65   | 0.12%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2185683 | PA      | $2175185.22   | 0.03%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18684875 | PA      | $18880099.23  | 0.26%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6274381 | PA      | $6419548.51   | 0.09%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31424UQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17035272 | PA      | $2728135.53   | 0.04%             | 2053-05-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MLS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2942362 | PA      | $3013311.74   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MMF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9556244 | PA      | $9527623.99   | 0.13%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MYD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3287202 | PA      | $3033590.34   | 0.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1123015 | PA      | $1065763.52   | 0.01%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4546671 | PA      | $4657585.57   | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NM97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10674009 | PA      | $10815040.05  | 0.15%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8453723 | PA      | $8412467.62   | 0.12%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NT25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8759978 | PA      | $8970651.91   | 0.12%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1033462 | PA      | $1057978.77   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427PHD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8172063 | PA      | $8281875.77   | 0.11%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4700975 | PA      | $4819330.32   | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GRDR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2756189 | PA      | $2828054.47   | 0.04%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GRVT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5076826 | PA      | $5200684.90   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1357165 | PA      | $1387735.26   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6205428 | PA      | $6349001.75   | 0.09%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1435295 | PA      | $1428290.07   | 0.02%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                                            | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     1755000 | PA      | $1759579.81   | 0.02%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1793000 | PA      | $1796639.79   | 0.02%             | 2025-11-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1618343.96   | 0.02%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3963204.99   | 0.05%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      660000 | PA      | $660554.28    | 0.01%             | 2028-01-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1120000 | PA      | $1163132.32   | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                          | Flagship Credit Auto Trust 2021-2                                                | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2307166 | PA      | $2277756.27   | 0.03%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron RR CLO 27 LTD                                                           | CUSIP: 33882JAJ1<br>LEI: 254900DN5GP1YLQEIW03 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001991.40   | 0.01%             | 2037-10-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 20 Ltd                                                              | CUSIP: 33883MBC7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3000597.60   | 0.04%             | 2038-11-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1087361.63   | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                                 | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      150000 | PA      | $150875.47    | 0.00%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                     | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2120000 | PA      | $1643316.94   | 0.02%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                        | Ford Credit Auto Lease Trust 2024-B                                              | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146166 | PA      | $146185.50    | 0.00%             | 2027-02-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      311731 | PA      | $311866.60    | 0.00%             | 2027-08-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2025-A                                              | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      271224 | PA      | $271412.58    | 0.00%             | 2027-12-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1293499.48   | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                               | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3487965.30   | 0.05%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4270004 | PA      | $4272320.61   | 0.06%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1414201 | PA      | $1414313.48   | 0.02%             | 2050-03-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4998318 | PA      | $5031101.28   | 0.07%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      784139 | PA      | $792306.92    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     7720000 | PA      | $8215532.05   | 0.11%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $4093395.81   | 0.06%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    10159000 | PA      | $10805138.81  | 0.15%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn8                                                       | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     2651658 | PA      | $2691747.07   | 0.04%             | 2044-05-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    10972000 | PA      | $11501869.70  | 0.16%             | 2042-09-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    17407000 | PA      | $18858982.28  | 0.26%             | 2042-09-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3049680.00   | 0.04%             | 2041-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    12066000 | PA      | $12322178.07  | 0.17%             | 2041-10-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    11002000 | PA      | $11282661.02  | 0.16%             | 2041-11-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     2450000 | PA      | $2510490.50   | 0.03%             | 2041-12-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    18564000 | PA      | $18883560.70  | 0.26%             | 2042-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     6402920 | PA      | $6563416.23   | 0.09%             | 2042-01-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     2765000 | PA      | $2926958.77   | 0.04%             | 2042-01-25      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    13314000 | PA      | $13768241.73  | 0.19%             | 2042-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     2775000 | PA      | $2895798.25   | 0.04%             | 2042-02-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     8855000 | PA      | $9571173.80   | 0.13%             | 2042-02-25      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    14125000 | PA      | $14875461.25  | 0.21%             | 2042-03-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |     7520000 | PA      | $8086704.94   | 0.11%             | 2042-03-25      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $519205.50    | 0.01%             | 2042-04-25      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    12919000 | PA      | $13522015.00  | 0.19%             | 2042-04-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    11525000 | PA      | $12223760.75  | 0.17%             | 2042-04-25      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXW4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     5761000 | PA      | $6187659.66   | 0.09%             | 2042-05-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     2304000 | PA      | $2432171.52   | 0.03%             | 2042-06-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     8395000 | PA      | $8480018.68   | 0.12%             | 2044-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     9839000 | PA      | $9940936.96   | 0.14%             | 2044-03-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     5474000 | PA      | $5475694.75   | 0.08%             | 2044-10-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      765415 | PA      | $765650.10    | 0.01%             | 2045-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      750475 | PA      | $750946.43    | 0.01%             | 2045-02-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4502812.50   | 0.06%             | 2045-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9566748 | PA      | $9685741.12   | 0.13%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8855000 | PA      | $9166162.04   | 0.13%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    12270000 | PA      | $12377717.47  | 0.17%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4591470 | PA      | $4635168.04   | 0.06%             | 2070-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2542000 | PA      | $2568013.81   | 0.04%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3970000 | PA      | $3982426.10   | 0.06%             | 2031-11-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14531 | PA      | $10.13        | 0.00%             | 2044-08-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                | CUSIP: 36225BYA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         199 | PA      | $208.73       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     1001474 | PA      | $992660.83    | 0.01%             | 2048-11-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3237000 | PA      | $3142883.90   | 0.04%             | 2049-05-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                                         | Gol Finance Inc                                                                  | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     2338000 | PA      | $2366757.40   | 0.03%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $2133338.28   | 0.03%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3284000 | PA      | $2812107.26   | 0.04%             | 2052-09-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2746000 | PA      | $2792069.64   | 0.04%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1912034.98   | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2771000 | PA      | $2806199.46   | 0.04%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      546000 | PA      | $548151.90    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481368 | PA      | $484554.33    | 0.01%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3779337 | PA      | $3819345.17   | 0.05%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 36 CLO Ltd                                                                | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500685.00   | 0.03%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 31 Clo Ltd                                                                | CUSIP: 36320KAG7<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1989425.80   | 0.03%             | 2038-07-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      760000 | PA      | $741366.32    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2365000 | PA      | $2406489.20   | 0.03%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $610487.40    | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      935000 | PA      | $970726.35    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      825000 | PA      | $826673.71    | 0.01%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      638000 | PA      | $640818.07    | 0.01%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3195000 | PA      | $3299827.95   | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                                   | Genesis Energy LP                                                                | CUSIP: 371927203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       42000 | NS      | $1486800.00   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GEOPARK LTD                                                                         | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      992000 | PA      | $936448.00    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                               | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1330006.48   | 0.02%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                    | Georgia Power Co                                                                 | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565199.32    | 0.01%             | 2026-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        3200 | PA      | $3104.02      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       48400 | PA      | $47068.59     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        8368 | PA      | $7220.27      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       69600 | PA      | $59897.76     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                             | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $904793.54    | 0.01%             | 2027-03-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2271720.64   | 0.03%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5220249.63   | 0.07%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $4375392.39   | 0.06%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2354276.25   | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1290000 | PA      | $1328106.60   | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                            | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      715000 | PA      | $748645.76    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334000 | PA      | $335569.50    | 0.00%             | 2029-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3479000 | PA      | $3513168.30   | 0.05%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                               | GM Financial Automobile Leasing Trust 2024-3                                     | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273303 | PA      | $273424.28    | 0.00%             | 2027-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                                  | GM Financial Consumer Automobile Receivables Trust 2024-4                        | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      266155 | PA      | $266232.23    | 0.00%             | 2027-10-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2455896.58   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                       | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     2045000 | PA      | $2021531.38   | 0.03%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9685409.32   | 0.13%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4694789.96   | 0.07%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4078476.00   | 0.06%             | 2034-11-10      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7595000 | PA      | $7557908.30   | 0.10%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      325000 | PA      | $325656.48    | 0.00%             | 2027-09-10      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1322907.43   | 0.02%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1278081.03   | 0.02%             | 2028-03-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      685000 | PA      | $674925.98    | 0.01%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1038996.10   | 0.01%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      220000 | PA      | $202994.07    | 0.00%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      755000 | PA      | $718622.36    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379TLY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3863876 | PA      | $790648.25    | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6708789 | PA      | $5209441.56   | 0.07%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6568382 | PA      | $5099049.61   | 0.07%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7308773 | PA      | $1084151.19   | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5829304 | PA      | $4874280.76   | 0.07%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6018284 | PA      | $5011304.84   | 0.07%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16980251 | PA      | $3226368.33   | 0.04%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383CJB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12493617 | PA      | $1909279.50   | 0.03%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383MHQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9101441 | PA      | $1129729.10   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384MEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3765291 | PA      | $3772351.53   | 0.05%             | 2054-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10047812 | PA      | $10113416.56  | 0.14%             | 2055-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                                  | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8604000 | PA      | $8617271.67   | 0.12%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                            | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      930000 | PA      | $925629.74    | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                              | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1740624.22   | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                   | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                 | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1469845.94   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |       41000 | PA      | $41114.59     | 0.00%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7556840 | PA      | $7695202.73   | 0.11%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2499934 | PA      | $2556035.52   | 0.04%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2138981 | PA      | $2211468.67   | 0.03%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      549899 | PA      | $552025.26    | 0.01%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4217000 | PA      | $4267119.89   | 0.06%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3292000 | PA      | $3331350.92   | 0.05%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3368000 | PA      | $3391628.88   | 0.05%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2375000 | PA      | $2391826.40   | 0.03%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1936000 | PA      | $1948492.62   | 0.03%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $1165147.54   | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                    | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      240000 | PA      | $257820.00    | 0.00%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1150000 | PA      | $1238159.00   | 0.02%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1510000 | PA      | $1504410.58   | 0.02%             | 2026-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1170000 | PA      | $1105384.41   | 0.02%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1555000 | PA      | $1646545.96   | 0.02%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-2                                                     | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       45368 | PA      | $45400.96     | 0.00%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-2                                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5731000 | PA      | $5850474.73   | 0.08%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-1                                                     | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      117000 | PA      | $117373.00    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                                                | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637NAA4<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $983082.00    | 0.01%             | 2034-04-20      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                    | Harley-Davidson Motorcycle Trust 2025-A                                          | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      231554 | PA      | $232038.03    | 0.00%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1304131.95   | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1761759.30   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                                                     | HAWAII ST                                                                        | CUSIP: 419792C61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1100000 | PA      | $877563.61    | 0.01%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                                    | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1501351.34   | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1826000 | PA      | $1911235.85   | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2159000 | PA      | $2276240.18   | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Highland Local School District/Medina County                                        | HIGHLAND OH LOCAL SCH DIST                                                       | CUSIP: 430416LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1524637.17   | 0.02%             | 2049-12-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $765491.52    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1956992.15   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2225175.18   | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-1D                                             | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      728643 | PA      | $726423.47    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1143475 | PA      | $1139701.79   | 0.02%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1555127 | PA      | $1580921.87   | 0.02%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3119609 | PA      | $3163286.36   | 0.04%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1884276 | PA      | $1934470.89   | 0.03%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      891023 | PA      | $904523.70    | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      779481 | PA      | $801880.84    | 0.01%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9441373 | PA      | $9474160.40   | 0.13%             | 2044-05-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4450343 | PA      | $4468359.62   | 0.06%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $993577.00    | 0.01%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534500 | PA      | $1520801.98   | 0.02%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2953425.30   | 0.04%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                             | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2975930.92   | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                            | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1405000 | PA      | $1450111.74   | 0.02%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                            | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      435000 | PA      | $448347.54    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4290831.78   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      540000 | PA      | $559668.02    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1018638.72   | 0.01%             | 2038-08-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1691058 | PA      | $1656513.91   | 0.02%             | 2038-08-10      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1910000 | PA      | $1928194.85   | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2256000 | PA      | $2211589.96   | 0.03%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4493799 | PA      | $4562134.80   | 0.06%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      587326 | PA      | $589046.54    | 0.01%             | 2032-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1437202 | PA      | $1439080.38   | 0.02%             | 2032-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6032000 | PA      | $6266890.91   | 0.09%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3116000 | PA      | $3218852.93   | 0.04%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200848.40    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318172 | PA      | $318315.60    | 0.00%             | 2027-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-A                                            | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270749 | PA      | $270850.81    | 0.00%             | 2027-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1657561.60   | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                     | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $265217.84    | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      720000 | PA      | $730728.72    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $702989.20    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      560000 | PA      | $573088.32    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2816000 | PA      | $2859128.73   | 0.04%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3899000 | PA      | $3947458.72   | 0.05%             | 2042-06-10      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3277000 | PA      | $3323397.73   | 0.05%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $405538.42    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8722000 | PA      | $8819070.63   | 0.12%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                    | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      865000 | PA      | $837815.30    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     9375000 | PA      | $9770322.66   | 0.14%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     3065000 | PA      | $3128256.97   | 0.04%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2701310.90   | 0.04%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2273579.51   | 0.03%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      595000 | PA      | $561967.78    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                               | Indonesia Government International Bond                                          | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     4000000 | PA      | $3760627.48   | 0.05%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2895000 | PA      | $2904921.17   | 0.04%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4892000 | PA      | $4693920.47   | 0.07%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7160000 | PA      | $6395430.86   | 0.09%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3912738.22   | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $6239567.70   | 0.09%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      570000 | PA      | $570871.43    | 0.01%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10635000 | PA      | $10169932.73  | 0.14%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091TAE9<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |     2800000 | PA      | $2762572.68   | 0.04%             | 2038-07-15      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6413000 | PA      | $6425033.99   | 0.09%             | 2042-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                     | INVESCO US CLO 2025-1 LTD                                                        | CUSIP: 46151PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004713.70   | 0.01%             | 2038-07-15      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2025-2 Ltd                                                        | CUSIP: 46151TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995110.10    | 0.01%             | 2038-07-15      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      895000 | PA      | $932828.07    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7719000 | PA      | $7805885.06   | 0.11%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                                 | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      578342 | NS      | $64328980.66  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                   | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      284986 | NS      | $27549596.62  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                     | iShares Broad USD High Yield Corporate Bond ETF                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |      194030 | NS      | $7291647.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                            | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $209231.00    | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                   | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      380000 | PA      | $391670.18    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1885000 | PA      | $1955329.35   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                     | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      320058 | PA      | $321266.13    | 0.00%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |      598653 | PA      | $598649.85    | 0.01%             | 2054-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      767123 | PA      | $777384.04    | 0.01%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4636703 | PA      | $4679991.21   | 0.06%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                         | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      744056 | PA      | $742979.95    | 0.01%             | 2055-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     2444062 | PA      | $2457558.12   | 0.03%             | 2054-05-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |      605375 | PA      | $609828.26    | 0.01%             | 2054-05-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $787122.00    | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1078231.42   | 0.01%             | 2027-09-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9384459.64   | 0.13%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      535000 | PA      | $539902.60    | 0.01%             | 2028-01-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $285983.53    | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6038000 | PA      | $4870666.21   | 0.07%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1564229 | PA      | $1574270.13   | 0.02%             | 2054-03-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      592057 | PA      | $590567.18    | 0.01%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     2156000 | PA      | $2169168.42   | 0.03%             | 2054-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAC9<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     1606000 | PA      | $1617422.35   | 0.02%             | 2054-08-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2725465 | PA      | $2738853.17   | 0.04%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1970000 | PA      | $1983224.22   | 0.03%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2156451.24   | 0.03%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                               | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1580320.70   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                               | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22085000 | PA      | $22820154.66  | 0.32%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                        | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      805000 | PA      | $782970.61    | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                        | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     3472143 | PA      | $2864510.68   | 0.04%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                            | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1744383.05   | 0.02%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                              | John Deere Owner Trust 2023-C                                                    | CUSIP: 47787CAC7<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |      376384 | PA      | $379647.79    | 0.01%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                              | John Deere Owner Trust 2025-B                                                    | CUSIP: 47800UAC0<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $294909.73    | 0.00%             | 2028-07-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                            | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $635387.94    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                            | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     1130000 | PA      | $1119547.27   | 0.02%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      441000 | PA      | $442932.02    | 0.01%             | 2026-02-01      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      710000 | PA      | $701285.96    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1011489.93   | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1008383.02   | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1789071.60   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2122212.95   | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                              | Kazakhstan Government International Bond                                         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     9880000 | PA      | $10083945.43  | 0.14%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     2680000 | PA      | $2539909.06   | 0.04%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      580000 | PA      | $585396.48    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                           | KEB Hana Bank                                                                    | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $197917.13    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2803190.50   | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3636940.41   | 0.05%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1327035.71   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1333610.43   | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                                             | Korea Electric Power Corp                                                        | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $201824.93    | 0.00%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                            | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $204613.31    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                             | Korea National Oil Corp                                                          | CUSIP: 50065LAQ3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |      322000 | PA      | $320894.64    | 0.00%             | 2028-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                            | Korea Housing Finance Corp                                                       | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $405305.10    | 0.01%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50305 | PA      | $50512.83     | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2025-2                                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      771000 | PA      | $774055.94    | 0.01%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      585000 | PA      | $611613.41    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1911776.82   | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2312732.40   | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1593989.07   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14325000 | PA      | $14393611.02  | 0.20%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5464000 | PA      | $5499522.01   | 0.08%             | 2041-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      380000 | PA      | $399127.68    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53171.67     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                             | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       30000 | PA      | $30852.00     | 0.00%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $198562.50    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      495000 | PA      | $473343.75    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      740000 | PA      | $683575.00    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      830000 | PA      | $850158.21    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2804810.19   | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2253034.28   | 0.03%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3330215.10   | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1479069.81   | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3552550.92   | 0.05%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                 | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     3202000 | PA      | $3391744.12   | 0.05%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                      | Eli Lilly & Co                                                                   | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      395000 | PA      | $396433.85    | 0.01%             | 2028-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1461507.97   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     6765000 | PA      | $7089095.93   | 0.10%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2185000 | PA      | $2363880.77   | 0.03%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                           | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1105000 | PA      | $1251185.64   | 0.02%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                                                       | Luna 1.5 Sarl                                                                    | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |     1245000 | PA      | $1290589.21   | 0.02%             | 2032-07-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    14948000 | PA      | $15112004.97  | 0.21%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      665000 | PA      | $667733.15    | 0.01%             | 2026-02-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3685000 | PA      | $3552931.07   | 0.05%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                           | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4677000 | PA      | $4619429.87   | 0.06%             | 2041-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC 2023-A                                                | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615000 | PA      | $624896.58    | 0.01%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                          | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    12197000 | PA      | $11859785.39  | 0.16%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                              | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2202578.73   | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1812000 | PA      | $1919347.05   | 0.03%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-1                                            | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2302000 | PA      | $2426167.35   | 0.03%             | 2056-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      450377 | PA      | $445752.42    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5614976 | PA      | $5584730.04   | 0.08%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3658332 | PA      | $3603312.81   | 0.05%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      678972 | PA      | $668020.63    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      661998 | PA      | $656106.36    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1063077 | PA      | $1008204.66   | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2022-1 LLC                                                                   | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1560936 | PA      | $1547964.79   | 0.02%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1971142 | PA      | $2024896.01   | 0.03%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      666928 | PA      | $686499.73    | 0.01%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11300000 | PA      | $11307850.11  | 0.16%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6173964.34   | 0.09%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3380676.05   | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1873092.19   | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      855000 | PA      | $686334.15    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      735000 | PA      | $686329.23    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      835000 | PA      | $732712.50    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                        | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      365000 | PA      | $315161.08    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXVIII Ltd                                                             | CUSIP: 55955MAG5<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4484116.35   | 0.06%             | 2038-01-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XLVIII Ltd                                                             | CUSIP: 55956FAA2<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999505.60    | 0.01%             | 2038-10-15      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite LI Ltd                                                                 | CUSIP: 559925AA0<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1250000.00   | 0.02%             | 2038-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6402000 | PA      | $6093308.36   | 0.08%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7703000 | PA      | $7265505.80   | 0.10%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                               | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2175466.50   | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      565000 | PA      | $567626.76    | 0.01%             | 2027-11-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7731000 | PA      | $8262575.98   | 0.11%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                       | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RPN3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1060000 | PA      | $1061376.62   | 0.01%             | 2027-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                      | Mastercard Inc                                                                   | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      265000 | PA      | $265248.38    | 0.00%             | 2028-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1166955.75   | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1443177.45   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      210000 | PA      | $209689.56    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $3204146.42   | 0.04%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1328480.78   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                               | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1975000 | PA      | $1971824.99   | 0.03%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2024-B                                            | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138631 | PA      | $138656.70    | 0.00%             | 2026-12-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2024-A                                            | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111058 | PA      | $111084.12    | 0.00%             | 2027-02-16      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      405000 | PA      | $407348.60    | 0.01%             | 2027-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     1990000 | PA      | $1499384.86   | 0.02%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $190679.15    | 0.00%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                            | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |      940000 | PA      | $929855.90    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $3042920.37   | 0.04%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    13431000 | PA      | $13590039.16  | 0.19%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     8095000 | PA      | $8173313.46   | 0.11%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                          | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     1770000 | PA      | $1495680.80   | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                            | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1991345.41   | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AJ8<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002016.00   | 0.03%             | 2038-10-20      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3120732.34   | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                              | Minera Mexico SA de CV                                                           | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     3800000 | PA      | $3946300.00   | 0.05%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     3405000 | PA      | $3525043.28   | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2635000 | PA      | $2883041.54   | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2858572.84   | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                             | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1526056.11   | 0.02%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                             | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $318246.15    | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      895000 | PA      | $825567.06    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2496206.80   | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |      485000 | PA      | $486611.42    | 0.01%             | 2028-05-26      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1113685.20   | 0.02%             | 2027-10-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1291000 | PA      | $1253628.13   | 0.02%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     2504550 | PA      | $2352221.52   | 0.03%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1301000 | PA      | $1202176.95   | 0.02%             | 2051-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $8940622.58   | 0.12%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $12731897.41  | 0.18%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1341000 | PA      | $1248087.88   | 0.02%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | Morocco Government International Bond                                            | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     8200000 | PA      | $8974615.87   | 0.12%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd                                          | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                       | CUSIP: 61774JAJ3<br>LEI: 549300UB5I7DBJFKJF40 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001496.50   | 0.01%             | 2035-04-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      674537 | PA      | $675731.84    | 0.01%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-3                            | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1557200 | PA      | $1565192.81   | 0.02%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2840263 | PA      | $2838805.71   | 0.04%             | 2069-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2195000 | PA      | $2181304.30   | 0.03%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6227329 | PA      | $6258455.99   | 0.09%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2096958 | PA      | $2110252.75   | 0.03%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1384000 | PA      | $1402464.77   | 0.02%             | 2069-10-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | MSBAM                                                                            | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5156000 | PA      | $5349661.42   | 0.07%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5820000 | PA      | $6035908.61   | 0.08%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     1163000 | PA      | $1064145.00   | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3807659 | PA      | $3861664.62   | 0.05%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3802443 | PA      | $3834247.10   | 0.05%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $204727.54    | 0.00%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $203212.30    | 0.00%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2863403 | PA      | $2900344.32   | 0.04%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1809805 | PA      | $1842290.92   | 0.03%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      720000 | PA      | $770103.20    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $744981.73    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1185000 | PA      | $1184439.02   | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      710000 | PA      | $718107.49    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $3035252.71   | 0.04%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $2035849.52   | 0.03%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      775000 | PA      | $790563.55    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3151879.78   | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      710000 | PA      | $715005.83    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      760000 | PA      | $773081.70    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT Finance Corp                                                                 | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202056.00    | 0.00%             | 2028-07-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     2503408 | PA      | $2509487.70   | 0.03%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     4998160 | PA      | $5035652.70   | 0.07%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6474989 | PA      | $6586317.68   | 0.09%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                        | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1870000 | PA      | $1925488.14   | 0.03%             | 2047-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5455000 | PA      | $5397040.73   | 0.07%             | 2032-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5769701.00   | 0.08%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                            | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      320000 | PA      | $337112.99    | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    12380000 | PA      | $11269946.06  | 0.16%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4195000 | PA      | $4724643.92   | 0.07%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2577649.37   | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     6500183 | PA      | $5952715.31   | 0.08%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      999943 | PA      | $914342.86    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     1403041 | PA      | $1441188.11   | 0.02%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2646500.00   | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Short Duration Income ETF                                          | Neuberger Berman Short Duration Income ETF                                       | CUSIP: 64135A887<br>LEI: 254900Z7V6CFW64ILT81 | Long             | EC               | RF                | US        |      631165 | NS      | $32252531.50  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                                                             | New Fortress Energy Inc 2025 Incremental Term Loan B                             | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |     3878093 | PA      | $1731995.14   | 0.02%             | 2028-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                       | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      700000 | PA      | $818761.37    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Housing & Mortgage Finance Agency                                        | NEW JERSEY ST HSG & MTGE FIN AGY REVENUE                                         | CUSIP: 64613ABC5<br>LEI: 5493002ONULJL0FIGU24 | Long             | DBT              | MUN               | US        |      545000 | PA      | $545747.96    | 0.01%             | 2032-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                  | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     1525000 | PA      | $1545857.43   | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2024-RTL2                                    | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |     7627000 | PA      | $7671559.22   | 0.11%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAF0<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |     2796000 | PA      | $2842366.91   | 0.04%             | 2065-05-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8007018 | PA      | $8076575.12   | 0.11%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAE6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     4927097 | PA      | $4957006.30   | 0.07%             | 2065-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAF3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     1496000 | PA      | $1507106.60   | 0.02%             | 2065-07-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                            | New York Life Global Funding                                                     | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      710000 | PA      | $711218.41    | 0.01%             | 2026-08-28      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                                 | NEW YORK NY                                                                      | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $2008726.60   | 0.03%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                  | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                             | CUSIP: 64990GA69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     2740000 | PA      | $2135295.97   | 0.03%             | 2040-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                                                | Constellation Oil Services Holding SA                                            | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $205800.00    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                   | Nexa Resources SA                                                                | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      950000 | PA      | $987341.65    | 0.01%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      820000 | PA      | $821043.20    | 0.01%             | 2026-01-29      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3450288.47   | 0.05%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251776.88    | 0.00%             | 2028-02-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 1 Ltd                                                                   | CUSIP: 653938AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2994340.50   | 0.04%             | 2039-10-15      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 2 Ltd                                                                   | CUSIP: 653939AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1446701.25   | 0.02%             | 2038-04-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bond                                            | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1460000 | PA      | $1352722.06   | 0.02%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1025000 | PA      | $961363.57    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                 | Nissan Auto Receivables 2024-B Owner Trust                                       | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      301297 | PA      | $301376.90    | 0.00%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $286096.55    | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114316.06    | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      265000 | PA      | $264804.04    | 0.00%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      220000 | PA      | $218100.06    | 0.00%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      415000 | PA      | $434268.41    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      310000 | PA      | $327337.06    | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      520000 | PA      | $553046.90    | 0.01%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1639791.94   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      475000 | PA      | $477354.69    | 0.01%             | 2027-03-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3400000 | PA      | $3183347.58   | 0.04%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                              | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1159063.09   | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3273628.74   | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1377374.79   | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2340784.71   | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248227.88    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097NAJ1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1976792.20   | 0.03%             | 2037-11-26      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2506728.00   | 0.03%             | 2037-10-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3017836.20   | 0.04%             | 2038-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-46 Ltd                                                              | CUSIP: 671004AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000000.00   | 0.03%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-35 Ltd                                                              | CUSIP: 671060AJ0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3016464.30   | 0.04%             | 2037-10-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |     4000000 | PA      | $4013633.20   | 0.06%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112QAE6<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3438859.90   | 0.05%             | 2038-01-20      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM4 Trust                                                              | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6530601 | PA      | $5641502.65   | 0.08%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAD6<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     2497253 | PA      | $2490319.04   | 0.03%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAF1<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     5090000 | PA      | $5064976.03   | 0.07%             | 2064-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2420000 | PA      | $2414552.34   | 0.03%             | 2041-11-05      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000937.50   | 0.01%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5189000 | PA      | $5197107.81   | 0.07%             | 2039-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      732000 | PA      | $727425.00    | 0.01%             | 2042-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4651000 | PA      | $4633558.75   | 0.06%             | 2042-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5166000 | PA      | $5168315.92   | 0.07%             | 2042-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     9871093 | PA      | $9915846.26   | 0.14%             | 2055-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     1874000 | PA      | $1883692.14   | 0.03%             | 2055-02-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     5594076 | PA      | $5631120.93   | 0.08%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     2240282 | PA      | $2263818.97   | 0.03%             | 2065-05-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAD8<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |     3015000 | PA      | $3036821.06   | 0.04%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2024-26 Ltd                                                          | CUSIP: 67403DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1006306.40   | 0.01%             | 2037-04-20      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2025-33 Ltd                                                          | CUSIP: 67403MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4000000.00   | 0.06%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                           | OHIO ST TURNPIKE COMMISSION                                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2230000 | PA      | $1681001.21   | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                                     | OHIO UNIV GEN RECPTS ATHENS                                                      | CUSIP: 677704F86<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1525499.04   | 0.02%             | 2043-12-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      860000 | PA      | $823841.13    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $1920243.51   | 0.03%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2246347.00   | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378240.35    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      935000 | PA      | $1026449.27   | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     5105000 | PA      | $5521176.55   | 0.08%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1745000 | PA      | $2013009.05   | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1537000 | PA      | $1459073.18   | 0.02%             | 2036-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4391000 | PA      | $4143696.25   | 0.06%             | 2036-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2585000 | PA      | $2462408.18   | 0.03%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2807000 | PA      | $2666861.09   | 0.04%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2476000 | PA      | $2327623.47   | 0.03%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7102392.50   | 0.10%             | 2042-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      235000 | PA      | $245465.02    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2134621.44   | 0.03%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      595000 | PA      | $614110.81    | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1406346.40   | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      840000 | PA      | $838308.31    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1020397.30   | 0.01%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2556000 | PA      | $2651180.07   | 0.04%             | 2038-06-14      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3375000 | PA      | $3527919.66   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6725000 | PA      | $6874995.75   | 0.10%             | 2039-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1495000 | PA      | $1539773.14   | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                                          | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264925 | PA      | $264925.31    | 0.00%             | 2040-11-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1380000 | PA      | $1361728.51   | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $781700.31    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      580000 | PA      | $586084.20    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $940727.66    | 0.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18583000 | PA      | $17774935.90  | 0.25%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6565000 | PA      | $6465241.28   | 0.09%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16835000 | PA      | $15961170.57  | 0.22%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |      260000 | PA      | $259372.96    | 0.00%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8479571 | PA      | $8439498.35   | 0.12%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2601783 | PA      | $2497212.81   | 0.03%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                                              | Oztel Holdings SPC Ltd                                                           | CUSIP: 692733AB4<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |     2105000 | PA      | $2207116.10   | 0.03%             | 2028-04-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      664000 | PA      | $674427.99    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $280573.83    | 0.00%             | 2028-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7168000 | PA      | $6960284.26   | 0.10%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1667352.38   | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                             | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $983349.77    | 0.01%             | 2067-03-30      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                         | PNC Bank NA                                                                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1185023.70   | 0.02%             | 2028-07-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd                                                                    | CUSIP: 69355EAS4<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $297330.06    | 0.00%             | 2034-04-17      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                              | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      775000 | PA      | $837759.16    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2646794 | PA      | $2278207.56   | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3114054.56   | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3997000 | PA      | $4024083.19   | 0.06%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9910000 | PA      | $9902629.44   | 0.14%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1225000 | PA      | $1224996.69   | 0.02%             | 2038-01-15      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                  | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $107455.00    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                  | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      160000 | PA      | $181824.00    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1675000 | PA      | $1373667.50   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4985000 | PA      | $5236493.25   | 0.07%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      780000 | PA      | $863460.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1188498.55   | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1655000 | PA      | $1537594.30   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                                        | Parallel 2020-1 Ltd                                                              | CUSIP: 69917BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2004531.20   | 0.03%             | 2034-07-20      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     3400000 | PA      | $3396962.78   | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                              | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1911744.38   | 0.03%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                 | PayPal Holdings Inc                                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      615000 | PA      | $616923.94    | 0.01%             | 2028-03-06      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     2075000 | PA      | $2094812.10   | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2025-A                                       | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338000 | PA      | $337420.03    | 0.00%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2914878.86   | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                    | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 7092243J6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      750000 | PA      | $586981.43    | 0.01%             | 2043-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1436547.60   | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1354881.30   | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      490000 | PA      | $506874.38    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      830000 | PA      | $850737.55    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                               | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $601283.27    | 0.01%             | 2027-02-16      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      545000 | PA      | $559550.41    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1343501.64   | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1714371.24   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1110000 | PA      | $1119369.51   | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2190000 | PA      | $2188122.73   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $204446.40    | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      202000 | PA      | $199273.00    | 0.00%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1875000 | PA      | $1502705.06   | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      150000 | PA      | $153969.60    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     8150000 | PA      | $7390424.08   | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $2346975.00   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1945027.50   | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $928913.68    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      779000 | PA      | $784347.84    | 0.01%             | 2028-04-28      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                   | Republic of Poland Government International Bonds                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       95000 | PA      | $96906.95     | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                                         | Porsche Financial Auto Securitization Trust 2024-1                               | CUSIP: 73328EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134122 | PA      | $134110.34    | 0.00%             | 2028-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                                | Porsche Innovative Lease Owner Trust 2024-2                                      | CUSIP: 73328NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169603 | PA      | $169650.75    | 0.00%             | 2026-12-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      560000 | PA      | $567164.64    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust 2021-1                                           | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7355000 | PA      | $7283154.15   | 0.10%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                            | Principal Life Global Funding II                                                 | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      525000 | PA      | $525147.15    | 0.01%             | 2028-08-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9430000 | PA      | $9413805.86   | 0.13%             | 2033-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2033810.84   | 0.03%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1543990.03   | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1270000 | PA      | $1155198.52   | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $2841769.49   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1047584.12   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2674234.06   | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 30 Ltd                                                                   | CUSIP: 74939EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1999376.40   | 0.03%             | 2038-10-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2303000 | PA      | $2294930.08   | 0.03%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2315000 | PA      | $2306982.02   | 0.03%             | 2055-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5753470.63   | 0.08%             | 2055-11-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      395000 | PA      | $406345.59    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      660000 | PA      | $681197.22    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1915000 | PA      | $1808380.84   | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14793000 | PA      | $15464449.83  | 0.21%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 34 LTD                                                                        | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2525648.75   | 0.04%             | 2039-10-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                                                           | RR 36 Ltd                                                                        | CUSIP: 74989BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003385.10   | 0.01%             | 2040-01-15      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 28 Ltd                                                                   | CUSIP: 75009YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2950504.80   | 0.04%             | 2038-04-20      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1515000 | PA      | $1174427.79   | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       43000 | PA      | $58097.60     | 0.00%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                            | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2156166.80   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                                        | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $2015883.27   | 0.03%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                             | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3006354.00   | 0.04%             | 2038-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                              | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3500000 | PA      | $3375750.00   | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2779041.42   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                              | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1174082.63   | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                            | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2006743.16   | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      970000 | PA      | $1010478.10   | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1270826.68   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2402043.39   | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     6395000 | PA      | $6686346.48   | 0.09%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2220000 | PA      | $2376100.45   | 0.03%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      580000 | PA      | $596407.13    | 0.01%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1530000 | PA      | $1564861.07   | 0.02%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1020000 | PA      | $1021389.24   | 0.01%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                        | SK hynix Inc                                                                     | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $200515.59    | 0.00%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                        | SK hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $209083.82    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                 | SA Global Sukuk Ltd                                                              | CUSIP: 78397PAE1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      227000 | PA      | $226240.23    | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-2                                 | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32546 | PA      | $32566.54     | 0.00%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   198662712 | NS      | $198662711.50 | 2.76%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5365000 | PA      | $5321409.38   | 0.07%             | 2038-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4310000 | PA      | $4266900.00   | 0.06%             | 2038-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6077000 | PA      | $6001037.50   | 0.08%             | 2038-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9462047 | PA      | $8218902.34   | 0.11%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $916847.27    | 0.01%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4009000 | PA      | $4111504.12   | 0.06%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2024-1                                               | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29581 | PA      | $29616.59     | 0.00%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                          | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9192000 | PA      | $9266100.39   | 0.13%             | 2042-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1332317.56   | 0.02%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1002721.83   | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7187163 | PA      | $7142243.23   | 0.10%             | 2039-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                                             | State Street Blackstone Senior Loan ETF                                          | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |      329304 | NS      | $13669409.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg Short Term High Yield Bond ETF                          | State Street SPDR Bloomberg Short Term High Yield Bond ETF                       | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |     1408040 | NS      | $35820537.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                                     | State Street SPDR Portfolio High Yield Bond ETF                                  | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |     1167725 | NS      | $27791855.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1330000 | PA      | $1429750.00   | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                    | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $257938.48    | 0.00%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                               | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $2007248.60   | 0.03%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                                 | Sandstone Peak Ltd                                                               | CUSIP: 800129AA6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996245.50    | 0.01%             | 2034-10-15      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                           | Sanofi SA                                                                        | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |      840000 | PA      | $845325.60    | 0.01%             | 2027-11-03      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Water District                                                   | SANTA CLARA VLY CA WTR DIST WTR SYS REVENUE                                      | CUSIP: 80168AKA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1260000 | PA      | $1282437.58   | 0.02%             | 2043-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     5345000 | PA      | $5350849.62   | 0.07%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2132000 | PA      | $2153825.07   | 0.03%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15813000 | PA      | $15956969.46  | 0.22%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295709.34    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1095000 | PA      | $808009.68    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3995000 | PA      | $2745805.17   | 0.04%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2285000 | PA      | $2446849.63   | 0.03%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1625000 | PA      | $1632995.00   | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3760000 | PA      | $3808493.47   | 0.05%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3422000 | PA      | $3445537.88   | 0.05%             | 2031-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2214000 | PA      | $2228088.79   | 0.03%             | 2032-02-17      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $5211482.41   | 0.07%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5763000 | PA      | $5710505.41   | 0.08%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2510850.89   | 0.03%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                            | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1106736.49   | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1539144.72   | 0.02%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                            | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      185000 | PA      | $194198.76    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                     | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $3083704.00   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1598730.08   | 0.02%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                 | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1709260.63   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    11294000 | PA      | $11598079.66  | 0.16%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4885000 | PA      | $5019385.67   | 0.07%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                            | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2056008.58   | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                                   | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      215000 | PA      | $219300.00    | 0.00%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4718938 | PA      | $4740258.86   | 0.07%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                                  | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2820000 | PA      | $2961469.53   | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-7                                                    | CUSIP: 81748EAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1541893 | PA      | $1540658.24   | 0.02%             | 2054-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      425000 | PA      | $448305.73    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2277397.58   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                                 | Shriram Finance Ltd                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $204501.40    | 0.00%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                                  | Siemens Funding BV                                                               | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $726106.35    | 0.01%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      529507 | PA      | $548823.86    | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      889764 | PA      | $935928.56    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2799048 | PA      | $2839329.25   | 0.04%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4400000 | PA      | $4371342.80   | 0.06%             | 2044-08-22      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146397 | PA      | $144887.18    | 0.00%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      716756 | PA      | $710547.96    | 0.01%             | 2038-09-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      914168 | PA      | $911281.59    | 0.01%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4812260 | PA      | $4833567.19   | 0.07%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1597166 | PA      | $1609421.93   | 0.02%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      666361 | PA      | $669976.33    | 0.01%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5476821 | PA      | $5504713.81   | 0.08%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3271010 | PA      | $3276861.06   | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2516162 | PA      | $2520470.93   | 0.03%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3015200 | PA      | $3020628.39   | 0.04%             | 2044-04-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                              | SierraCol Energy Andina LLC                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1426000 | PA      | $1399262.50   | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006380.60   | 0.03%             | 2037-07-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82667DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1006202.80   | 0.01%             | 2037-07-18      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1899152 | PA      | $1927352.78   | 0.03%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      552070 | PA      | $567391.19    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      526697 | PA      | $541037.43    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241935 | PA      | $250154.87    | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1744273.44   | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $1000189.69   | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     2095000 | PA      | $2257871.59   | 0.03%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1140000 | PA      | $1150123.20   | 0.02%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAC6<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     1597000 | PA      | $1412739.58   | 0.02%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     7654000 | PA      | $7694537.11   | 0.11%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAE8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     2068000 | PA      | $2074563.83   | 0.03%             | 2031-12-22      | Fixed         | 7.91%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1680000 | PA      | $1419452.65   | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      880000 | PA      | $743517.44    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1140000 | PA      | $1226027.49   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4170000 | PA      | $4459089.00   | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     9180000 | PA      | $9142275.71   | 0.13%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2277431.03   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      690000 | PA      | $700425.21    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      695000 | PA      | $710634.72    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1255629.63   | 0.02%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     7090000 | PA      | $7159514.61   | 0.10%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     7719000 | PA      | $7696184.95   | 0.11%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      465000 | PA      | $474182.82    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202433.72    | 0.00%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2869258.21   | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                    | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2445353.03   | 0.03%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $3246037.49   | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      605000 | PA      | $637194.47    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     4430000 | PA      | $4607439.22   | 0.06%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-5                                       | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17668623 | PA      | $15438851.86  | 0.21%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200685.57    | 0.00%             | 2026-08-03      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      925000 | PA      | $927546.03    | 0.01%             | 2027-10-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3154000 | PA      | $3158468.59   | 0.04%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2905000 | PA      | $2912645.38   | 0.04%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                                | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      214000 | PA      | $211168.02    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1945000 | PA      | $1926800.97   | 0.03%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                             | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3277084.72   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                               | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     2390000 | PA      | $2383690.40   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     7335000 | PA      | $7450970.09   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 34-PS Ltd                                                           | CUSIP: 87170RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     1250000 | PA      | $1257664.25   | 0.02%             | 2038-07-24      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 44 Ltd                                                              | CUSIP: 871973AA1<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1113348.50   | 0.02%             | 2037-07-14      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7404000 | PA      | $7404000.00   | 0.10%             | 2039-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3121000 | PA      | $3124901.25   | 0.04%             | 2039-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $951246.88    | 0.01%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      955000 | PA      | $962988.58    | 0.01%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      885000 | PA      | $879752.01    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4876000 | PA      | $4879040.67   | 0.07%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4660000 | PA      | $4668223.97   | 0.06%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2069000 | PA      | $2074105.26   | 0.03%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1445883.48   | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1455163.07   | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1346832.20   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1458774.35   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3135000 | PA      | $3082155.50   | 0.04%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                    | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     1585000 | PA      | $1675760.27   | 0.02%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                            | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1132223 | PA      | $1221385.56   | 0.02%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                            | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1278522.85   | 0.02%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                                      | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |      113000 | PA      | $113113.00    | 0.00%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      340000 | PA      | $343132.61    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                          | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3975640.48   | 0.06%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      336326 | PA      | $336923.96    | 0.00%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                              | Tesla Auto Lease Trust 2024-B                                                    | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       82823 | PA      | $82844.95     | 0.00%             | 2027-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3577000 | PA      | $3570293.13   | 0.05%             | 2042-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                             | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                       | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1147898.63   | 0.02%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                      | TEXAS ST                                                                         | CUSIP: 882725CP7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1535579.10   | 0.02%             | 2056-02-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                       | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU                     | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2125000 | PA      | $1666825.99   | 0.02%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                         | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |     2555000 | PA      | $2614914.75   | 0.04%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1380340.76   | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3535948.78   | 0.05%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1015000 | PA      | $951648.07    | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4629709 | PA      | $4455208.52   | 0.06%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6445176 | PA      | $6501348.10   | 0.09%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6383048 | PA      | $6418316.47   | 0.09%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737396 | PA      | $741397.36    | 0.01%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | Toyota Motor Credit Corp                                                         | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      770000 | PA      | $773079.01    | 0.01%             | 2026-08-07      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2024-D Owner Trust                                       | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      264452 | PA      | $264505.71    | 0.00%             | 2027-08-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2025-A Owner Trust                                       | CUSIP: 89240JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399934 | PA      | $399970.78    | 0.01%             | 2027-11-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                            | Toyota Lease Owner Trust 2025-B                                                  | CUSIP: 89240NAC6<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $599542.68    | 0.01%             | 2028-05-22      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |     3114000 | PA      | $3155173.62   | 0.04%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |     6208000 | PA      | $6284016.96   | 0.09%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1351029.47   | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1556185.28   | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1513708.02   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3160000 | PA      | $3274654.28   | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                             | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $795074.00    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1170000 | PA      | $1204923.55   | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      920000 | PA      | $925385.68    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      930000 | PA      | $923317.30    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      875000 | PA      | $884542.75    | 0.01%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO IX Ltd                                                              | CUSIP: 894932AL6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502077.50   | 0.02%             | 2039-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                              | CUSIP: 894941AG8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1475434.05   | 0.02%             | 2038-04-25      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531GAJ4<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1203850.32   | 0.02%             | 2037-07-25      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO II LTD                                                              | CUSIP: 89531VAE2<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1318275.01   | 0.02%             | 2037-07-25      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO III LTD                                                             | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1762075.70   | 0.02%             | 2037-10-20      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VII Ltd                                                             | CUSIP: 89532XAL1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009178.00   | 0.03%             | 2037-10-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXI Ltd                                                            | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002275.80   | 0.01%             | 2038-01-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                              | Trident Energy Finance PLC                                                       | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $204097.25    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                                       | Trillium Credit Card Trust II                                                    | CUSIP: 89621ABZ1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |      275000 | PA      | $275211.92    | 0.00%             | 2028-12-26      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1470000 | PA      | $1533661.92   | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      765000 | PA      | $792520.11    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9331000 | PA      | $9344920.92   | 0.13%             | 2042-09-18      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1421405.80   | 0.02%             | 2028-07-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9239598.04   | 0.13%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $5146222.63   | 0.07%             | 2026-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      355000 | PA      | $355997.55    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2860000 | PA      | $2324544.51   | 0.03%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $224069.42    | 0.00%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1540000 | PA      | $1602931.84   | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                                              | Turkiye Is Bankasi AS                                                            | CUSIP: 900151AN1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $197673.72    | 0.00%             | 2036-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $209692.20    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      259000 | PA      | $257239.95    | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      280000 | PA      | $302561.13    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1750000 | PA      | $1846282.06   | 0.03%             | 2034-10-05      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6290000 | PA      | $5944050.00   | 0.08%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      420000 | PA      | $379680.29    | 0.01%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      795000 | PA      | $780496.58    | 0.01%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9160000 | PA      | $10726534.04  | 0.15%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     3970050 | PA      | $3978069.50   | 0.06%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4982092.72   | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      880000 | PA      | $923268.72    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1524814.65   | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $18454017.90  | 0.26%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                               | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1157965.53   | 0.02%             | 2027-10-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                          | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      495000 | PA      | $512503.20    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1069724.25   | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $524055.53    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     1861936 | PA      | $1882043.05   | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     4613360 | PA      | $4593502.82   | 0.06%             | 2032-02-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PBG8<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     3459104 | PA      | $3450129.01   | 0.05%             | 2032-02-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                             | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $997943.80    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      287180 | PA      | $160892.62    | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      670088 | PA      | $371698.24    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      957269 | PA      | $525638.16    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      104581 | PA      | $54949.76     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      390805 | PA      | $161879.42    | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      330258 | PA      | $168059.36    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      275215 | PA      | $139991.53    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2270000 | PA      | $2252407.50   | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1750000 | PA      | $1790775.00   | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1160000 | PA      | $1159925.47   | 0.02%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1560000 | PA      | $1750074.50   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2550000 | PA      | $2547960.00   | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9340790.22   | 0.13%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                              | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    16580000 | PA      | $16465024.67  | 0.23%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3725357 | PA      | $3938530.32   | 0.05%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2039519 | PA      | $2216890.45   | 0.03%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4489623 | PA      | $5005904.50   | 0.07%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1976567 | PA      | $2055157.26   | 0.03%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1890000 | PA      | $1772613.27   | 0.02%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1170000 | PA      | $1028868.75   | 0.01%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      615231 | PA      | $479525.39    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      890000 | PA      | $600576.17    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2469262 | PA      | $1844380.73   | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2397448 | PA      | $1816423.34   | 0.03%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      193104 | PA      | $144073.72    | 0.00%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      485000 | PA      | $313203.91    | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1493124 | PA      | $895576.36    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1065000 | PA      | $579010.55    | 0.01%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      390000 | PA      | $225453.52    | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8355206 | PA      | $4707983.15   | 0.07%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      985000 | PA      | $640865.63    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      950000 | PA      | $563171.88    | 0.01%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1525000 | PA      | $1080724.62   | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3252542 | PA      | $1794288.91   | 0.02%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      345000 | PA      | $248790.82    | 0.00%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $1031015.63   | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1195000 | PA      | $1113730.67   | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2310000 | PA      | $1928398.83   | 0.03%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21463611 | PA      | $17397236.96  | 0.24%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1155000 | PA      | $1057185.94   | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3375000 | PA      | $3145473.64   | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1435521 | PA      | $1340869.35   | 0.02%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $1104075.00   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      745000 | PA      | $745494.72    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1150000 | PA      | $1076373.04   | 0.01%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1937650.78   | 0.03%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24125335 | PA      | $23837093.22  | 0.33%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4410000 | PA      | $4467881.25   | 0.06%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4475000 | PA      | $4389520.52   | 0.06%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5118931 | PA      | $5062499.71   | 0.07%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5605631 | PA      | $5546374.57   | 0.08%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6452888 | PA      | $6147433.49   | 0.09%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5755000 | PA      | $5482087.08   | 0.08%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4755000 | PA      | $4496632.61   | 0.06%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8403760 | PA      | $7878989.10   | 0.11%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4090000 | PA      | $3553986.32   | 0.05%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6205425 | PA      | $5705608.82   | 0.08%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8501789 | PA      | $8357617.50   | 0.12%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3060000 | PA      | $2969275.77   | 0.04%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4610000 | PA      | $4542290.63   | 0.06%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10740000 | PA      | $10718184.38  | 0.15%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5758418 | PA      | $5573575.30   | 0.08%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1365000 | PA      | $1382382.43   | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7560000 | PA      | $7559756.72   | 0.10%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1354633 | PA      | $1332794.45   | 0.02%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2635000 | PA      | $2622236.72   | 0.04%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2165000 | PA      | $2252784.00   | 0.03%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2190000 | PA      | $2270414.06   | 0.03%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      815000 | PA      | $825060.16    | 0.01%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4320826 | PA      | $4337001.40   | 0.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1835000 | PA      | $1879226.36   | 0.03%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3050000 | PA      | $3109093.75   | 0.04%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8986091 | PA      | $9237440.46   | 0.13%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2670000 | PA      | $2740400.40   | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4505000 | PA      | $4561664.43   | 0.06%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2020000 | PA      | $2106165.63   | 0.03%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1605000 | PA      | $1643369.53   | 0.02%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2940000 | PA      | $3000637.50   | 0.04%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2905000 | PA      | $2939950.78   | 0.04%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $2034765.62   | 0.03%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2450000 | PA      | $2443875.00   | 0.03%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1305000 | PA      | $1303419.72   | 0.02%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1395000 | PA      | $1386989.64   | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2840000 | PA      | $2883043.75   | 0.04%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   161436082 | PA      | $166090265.18 | 2.30%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      820000 | PA      | $826310.15    | 0.01%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10375000 | PA      | $10462133.82  | 0.15%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1552919 | PA      | $1571834.31   | 0.02%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28635000 | PA      | $29019782.81  | 0.40%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40860000 | PA      | $41391499.12  | 0.57%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34440000 | PA      | $34683501.48  | 0.48%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      565000 | PA      | $565512.69    | 0.01%             | 2026-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5662775.92   | 0.08%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1506077.95   | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6273212.40   | 0.09%             | 2055-04-20      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     1350000 | PA      | $1263499.94   | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KB5<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1159835.03   | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2897116.20   | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                              | UTAH ST TRANSIT AUTH SALES TAX REVENUE                                           | CUSIP: 917567FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1675866.47   | 0.02%             | 2038-12-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                             | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $931898.79    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                 | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3317770.24   | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                      | VanEck J. P. Morgan EM Local Currency Bond ETF                                   | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     2486286 | NS      | $63375430.14  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |     5790000 | PA      | $5644730.64   | 0.08%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    23116000 | PA      | $23259284.53  | 0.32%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      720000 | PA      | $791783.28    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      720000 | PA      | $812457.36    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1021266.68   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1037928.78   | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4501798.86   | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      580000 | PA      | $619528.16    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      610000 | PA      | $617307.80    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2429983.13   | 0.03%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178099.48    | 0.00%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      274000 | PA      | $274600.61    | 0.00%             | 2030-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDF7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      289000 | PA      | $290635.19    | 0.00%             | 2030-08-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     5557991 | PA      | $5559471.36   | 0.08%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     3848685 | PA      | $3842993.26   | 0.05%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AD6<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     4975000 | PA      | $5063821.16   | 0.07%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16489247 | PA      | $14504893.20  | 0.20%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4240777 | PA      | $3742853.51   | 0.05%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |     2531487 | PA      | $2564532.04   | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |     2956225 | PA      | $2991389.64   | 0.04%             | 2069-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      905442 | PA      | $909025.05    | 0.01%             | 2069-10-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAD0<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |     5255000 | PA      | $5277768.86   | 0.07%             | 2069-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     3753359 | PA      | $3771833.80   | 0.05%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAF4<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     1733000 | PA      | $1757122.15   | 0.02%             | 2070-05-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     9858571 | PA      | $9905256.84   | 0.14%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     3405000 | PA      | $3461409.27   | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1410000 | PA      | $1384099.15   | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                             | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1750000 | PA      | $1690152.80   | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3095380.28   | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      860000 | PA      | $912661.24    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3715000 | PA      | $3645695.11   | 0.05%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      231000 | PA      | $234245.55    | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust 2024-A                                               | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146076 | PA      | $146143.78    | 0.00%             | 2026-12-21      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust 2025-B                                               | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $599881.08    | 0.01%             | 2028-04-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2025-1                                       | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      254474 | PA      | $254554.80    | 0.00%             | 2028-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2024-1                                       | CUSIP: 92868RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      178428 | PA      | $178491.92    | 0.00%             | 2027-11-22      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4963481 | PA      | $5055897.63   | 0.07%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2226169 | PA      | $2280519.76   | 0.03%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2512118.17   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1527861 | PA      | $157.98       | 0.00%             | 2057-09-15      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAM6<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   102868000 | PA      | $1028.68      | 0.00%             | 2046-06-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2025-3 Ltd                                                              | CUSIP: 92891YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1005493.90   | 0.01%             | 2038-07-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| SIMPLOT CO SERIES B SENIOR                                                          | SIMPLOT CO SERIES B SENIOR                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3996777.12   | 0.06%             | 2035-09-30      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2024-2 Ltd                                                              | CUSIP: 92920JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1412347.72   | 0.02%             | 2037-07-20      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1875831.39   | 0.03%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1057008.72   | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1439146.30   | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1318746.00   | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $959875.20    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6350000 | PA      | $347664.94    | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC SERIES A NOTES                                                       | AITX FINCO LLC SERIES A NOTES                                                    | CUSIP: 000000000<br>LEI: 2549001H4B8JNJD86O40 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2989615.50   | 0.04%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AITX FINCO LLC SERIES C NOTES                                                       | AITX FINCO LLC SERIES C NOTES                                                    | CUSIP: 000000000<br>LEI: 2549001H4B8JNJD86O40 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4981381.75   | 0.07%             | 2035-10-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMPALA TERMINALS SERIES                                                             | IMPALA TERMINALS SERIES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |     4500000 | PA      | $4588555.68   | 0.06%             | 2032-08-06      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| THE TORO COMPANY SENIOR NOTES                                                       | THE TORO COMPANY SENIOR NOTES                                                    | CUSIP: 000000000<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10109196.00  | 0.14%             | 2032-09-30      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| GIP SHARON FINCO PTY LTD NOTES                                                      | GIP SHARON FINCO PTY LTD NOTES                                                   | CUSIP: 000000000<br>LEI: 549300Y7BOR84UJ33P72 | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $10187541.50  | 0.14%             | 2046-09-30      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                                       | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       36783 | NS      | $610882.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAYNE ANDERSON BDC SERIES E                                                         | KAYNE ANDERSON BDC SERIES E                                                      | CUSIP: 000000000<br>LEI: 213800L27Z3YODNCUQ03 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6424105.15   | 0.09%             | 2030-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                         | Walmart Inc                                                                      | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      615000 | PA      | $617169.46    | 0.01%             | 2027-04-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1181972.72   | 0.02%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2571029.64   | 0.04%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| L+M COMPANIES SERIES A NOTES                                                        | L+M COMPANIES SERIES A NOTES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9921568.10   | 0.14%             | 2030-11-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUNFLOWER ELECTRIC 1ST MORT                                                         | SUNFLOWER ELECTRIC 1ST MORT                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10161281.70  | 0.14%             | 2055-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL 2025                                                                 | MONROE CAPITAL 2025                                                              | CUSIP: 000000000<br>LEI: 549300RZ898DGFGWKV04 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10090879.10  | 0.14%             | 2030-07-10      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT 2025                                                            | TERMINAL INVESTMENT 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4000000 | PA      | $4076699.08   | 0.06%             | 2037-07-09      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| TERMINAL INVESTMENT 2025                                                            | TERMINAL INVESTMENT 2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5000000 | PA      | $5102094.70   | 0.07%             | 2040-10-01      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      590000 | PA      | $610101.30    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management Clo 3 Ltd                                                  | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |     1750000 | PA      | $1757508.03   | 0.02%             | 2037-07-18      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $3826375.47   | 0.05%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |     1730000 | PA      | $1645075.68   | 0.02%             | 2049-11-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12601428.24  | 0.17%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1634094.56   | 0.02%             | 2028-01-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $9280867.75   | 0.13%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5525000 | PA      | $5006709.14   | 0.07%             | 2050-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     3709000 | PA      | $3740627.01   | 0.05%             | 2035-07-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     2914000 | PA      | $2942741.66   | 0.04%             | 2035-07-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     5086000 | PA      | $5178443.14   | 0.07%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $4097184.00   | 0.06%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2277289.04   | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     2422000 | PA      | $2625657.25   | 0.04%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      897000 | PA      | $1105511.47   | 0.02%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ORICA FINANCE LTD                                                                   | ORICA FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 5493008IHK1CVI000P92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5080286.90   | 0.07%             | 2037-07-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6439000 | PA      | $6463924.73   | 0.09%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9527000 | PA      | $9546396.97   | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8358000 | PA      | $8476569.93   | 0.12%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      615000 | PA      | $608958.64    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      625000 | PA      | $609772.88    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                                                    | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2585844.30   | 0.04%             | 2037-10-24      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                            | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1380769.12   | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1653629.42   | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1090985.00   | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3174466 | PA      | $3225634.78   | 0.04%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1472666.63   | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2460961.67   | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                             | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      680000 | PA      | $678769.20    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MLB TRUST SENIOR SECURED                                                            | MLB TRUST SENIOR SECURED                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9972583.10   | 0.14%             | 2030-12-10      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    56380000 | PA      | $2958823.37   | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5350000 | PA      | $5117456.90   | 0.07%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2045088.20   | 0.03%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                         | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      227275 | PA      | $227596.39    | 0.00%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                    | World Omni Automobile Lease Securitization Trust 2025-A                          | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      248150 | PA      | $248275.31    | 0.00%             | 2027-12-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2025-A                                         | CUSIP: 98164YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      408398 | PA      | $408390.11    | 0.01%             | 2028-04-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $314966.82    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $5079228.00   | 0.07%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                              | XP Inc                                                                           | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     2158000 | PA      | $2209451.04   | 0.03%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      142000 | PA      | $149753.34    | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $217757.82    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      600000 | PA      | $630055.34    | 0.01%             | 2029-04-04      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      885000 | PA      | $890443.03    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1047110.79   | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      510000 | PA      | $465497.59    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1211603.87   | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      893284 | PA      | $849370.16    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     1100000 | PA      | $1050159.00   | 0.01%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9479631 | PA      | $514254.43    | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    24241794 | PA      | $1416380.94   | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      136900 | PA      | $143287.31    | 0.00%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   613550000 | PA      | $31113921.85  | 0.43%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26204993 | PA      | $1504268.73   | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SPAIN I/L BOND                                                                      | Spain Government Inflation Linked Bond                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      315488 | PA      | $368080.86    | 0.01%             | 2030-11-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1661870000 | PA      | $4193592.14   | 0.06%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       47300 | PA      | $27953.03     | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      973000 | PA      | $1078594.23   | 0.01%             | 2028-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10451500000 | PA      | $2150319.22   | 0.03%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3715000 | PA      | $3605787.06   | 0.05%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UPCB FINANCE VII LTD                                                                | UPCB Finance VII Ltd                                                             | CUSIP: 000000000<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |     1533000 | PA      | $1751309.13   | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    20854000 | PA      | $6551625.14   | 0.09%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $200164.62    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      171000 | PA      | $136674.32    | 0.00%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6105000 | PA      | $1087065.50   | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      792000 | PA      | $913352.78    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1725000 | PA      | $2007772.01   | 0.03%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                                              | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $221439.69    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1076000 | PA      | $1278085.00   | 0.02%             | 2078-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                                               | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $229826.55    | 0.00%             | 2026-01-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       82000 | PA      | $93934.09     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11830100000 | PA      | $2357709.22   | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACQUIRENTE UNICO SPA                                                                | Acquirente Unico SpA                                                             | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $230591.98    | 0.00%             | 2026-02-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1391000 | PA      | $952653.52    | 0.01%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                                       | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $92298.58     | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                         | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |     2300000 | PA      | $2620660.30   | 0.04%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      717000 | PA      | $206882.56    | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 26460000000 | PA      | $1687202.00   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      785000 | PA      | $889510.72    | 0.01%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MMB SCF                                                                             | MMB SCF SACA                                                                     | CUSIP: 000000000<br>LEI: 969500901GY8ZCBR6Y85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $208473.03    | 0.00%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $682879.14    | 0.01%             | 2027-06-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $116149.31    | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1979013.11   | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                            | Ziggo BV                                                                         | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     1205000 | PA      | $1318001.88   | 0.02%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      805000 | PA      | $912291.55    | 0.01%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2778000 | PA      | $3062633.48   | 0.04%             | 2099-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      395000 | PA      | $76806.70     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6760000 | PA      | $1146398.59   | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $400221.46    | 0.01%             | 2028-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                                                  | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |     1268000 | PA      | $1428205.87   | 0.02%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                                            | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      183055 | PA      | $175710.59    | 0.00%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $285106.07    | 0.00%             | 2027-06-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                            | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $344412.63    | 0.00%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                             | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |     2009000 | PA      | $2568322.29   | 0.04%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      952000 | PA      | $1089260.46   | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     4171000 | PA      | $4816179.13   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3630000 | PA      | $3259062.82   | 0.05%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                 | Avantor Funding Inc                                                              | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      721000 | PA      | $829466.51    | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       90000 | PA      | $101639.37    | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                                | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1305000 | PA      | $123975.00    | 0.00%             | 2030-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      753147 | PA      | $686116.92    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                              | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      400000 | PA      | $364400.00    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1090328 | PA      | $834100.92    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3250000 | PA      | $3626598.17   | 0.05%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $224186.09    | 0.00%             | 2026-08-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                     | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1765112.95   | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $229550.48    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                                             | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1072846.44   | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1223450.26   | 0.02%             | 2029-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $4371049.59   | 0.06%             | 2026-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                            | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $112977.49    | 0.00%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      795000 | PA      | $878716.57    | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                       | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111518.33    | 0.00%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2110646.34   | 0.03%             | 2028-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                                              | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     8109000 | PA      | $9400970.89   | 0.13%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1152720000 | PA      | $2429953.62   | 0.03%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2812000 | PA      | $2685757.03   | 0.04%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |       58027 | PA      | $76229.73     | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAB                                                                                 | CAB SELAS                                                                        | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     2015000 | PA      | $2138869.23   | 0.03%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                  | Ahlstrom Holding 3 Oy                                                            | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     2615000 | PA      | $2979620.70   | 0.04%             | 2028-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                               | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $198475.14    | 0.00%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                                            | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $331131.80    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       66000 | PA      | $57887.45     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1210000 | PA      | $1363973.40   | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                                            | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     1168595 | PA      | $870939.09    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BIRKENSTOCK FINANC SARL                                                             | Birkenstock Financing Sarl                                                       | CUSIP: 000000000<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |     3183000 | PA      | $3699529.68   | 0.05%             | 2029-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $197295.78    | 0.00%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1819000 | PA      | $2323664.68   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $196897.25    | 0.00%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                                            | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $197562.61    | 0.00%             | 2026-06-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5200000 | PA      | $5829229.64   | 0.08%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                            | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      224000 | PA      | $225496.57    | 0.00%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                                         | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     1439000 | PA      | $1884596.03   | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                              | Energizer Gamma Acquisition BV                                                   | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     2230000 | PA      | $2519315.15   | 0.03%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRUPO ANTOLIN IRAUSA SA                                                             | Grupo Antolin Irausa SA                                                          | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $154540.81    | 0.00%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1333303.85   | 0.02%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3281000 | PA      | $3902050.87   | 0.05%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                         | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      600000 | PA      | $586080.00    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                            | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     2260000 | PA      | $2633946.81   | 0.04%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      130000 | PA      | $146381.73    | 0.00%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $765224.71    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                        | Castellum AB                                                                     | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     1260000 | PA      | $1435554.46   | 0.02%             | 2026-12-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1079537.93   | 0.01%             | 2082-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      386218 | PA      | $391114.51    | 0.01%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       29000 | PA      | $22489.40     | 0.00%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3088000 | PA      | $3448569.95   | 0.05%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      124000 | PA      | $123466.13    | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2613009.62   | 0.04%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $150545.93    | 0.00%             | 2028-10-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1365000 | PA      | $1531272.42   | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC                                                                    | Maison Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |     1611000 | PA      | $2093526.15   | 0.03%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                                            | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1945000 | PA      | $1981278.95   | 0.03%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      480000 | PA      | $521888.14    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                              | BCP V Modular Services Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      595000 | PA      | $412788.62    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     3210000 | PA      | $3754304.95   | 0.05%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      887000 | PA      | $1165999.39   | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     6303000 | PA      | $7488211.61   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                                                  | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      940000 | PA      | $71836.40     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                                       | Uzbekneftegaz JSC                                                                | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $379313.08    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                               | UGI International LLC                                                            | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1659448.15   | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7860000 | PA      | $1661403.96   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                                       | Odido Holding BV                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2720000 | PA      | $3122087.03   | 0.04%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                              | Odido Group Holding BV                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $927191.73    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      295000 | PA      | $294198.57    | 0.00%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $326077.01    | 0.00%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1060000 | PA      | $1066292.86   | 0.01%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1321688.16   | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                                                             | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |     1582000 | PA      | $1829116.06   | 0.03%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                                                        | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1570796.12   | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      234000 | PA      | $229646.84    | 0.00%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                              | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $222473.08    | 0.00%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                              | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $207503.72    | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $5186574.37   | 0.07%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     3400000 | PA      | $4043776.95   | 0.06%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                                                | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      353000 | PA      | $366801.82    | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1240000 | PA      | $1497205.75   | 0.02%             | 2028-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      143000 | PA      | $155134.02    | 0.00%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      447142 | PA      | $390855.59    | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      130000 | PA      | $120759.46    | 0.00%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                              | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     1607000 | PA      | $2113956.55   | 0.03%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                                             | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |      247000 | PA      | $246761.65    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                 | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $115813.67    | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23174000000 | PA      | $1466452.34   | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                             | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $228976.29    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      320000 | PA      | $404101.79    | 0.01%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                            | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117318.22    | 0.00%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    18715000 | PA      | $4525424.65   | 0.06%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2273343.63   | 0.03%             | 2028-08-23      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                                            | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116276.05    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     6800000 | PA      | $8598919.97   | 0.12%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1270000000 | PA      | $353283.51    | 0.00%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1200000 | PA      | $1464742.19   | 0.02%             | 2083-04-23      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                              | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     3332000 | PA      | $4108590.75   | 0.06%             | 2028-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     1153000 | PA      | $1430388.50   | 0.02%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14657000 | PA      | $4194223.66   | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      310000 | PA      | $364543.18    | 0.01%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1244621.53   | 0.02%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     1509000 | PA      | $2116945.12   | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                                | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     1100000 | PA      | $1358759.45   | 0.02%             | 2033-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |     4000000 | PA      | $4810017.13   | 0.07%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      150000 | PA      | $193275.70    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                            | VF Corp.                                                                         | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1315271.26   | 0.02%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       76177 | PA      | $89651.44     | 0.00%             | 2028-03-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |     3500000 | PA      | $4244148.61   | 0.06%             | 2028-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1927059 | PA      | $2332698.58   | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      117193 | PA      | $138335.72    | 0.00%             | 2029-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                                                     | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |      641000 | PA      | $848771.28    | 0.01%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                            | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      910000 | PA      | $1079933.35   | 0.01%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      937000 | PA      | $1129004.38   | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                                     | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     1478000 | PA      | $1801016.01   | 0.02%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                                             | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     1365000 | PA      | $1684770.83   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $5422999.02   | 0.08%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                     | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $210090.38    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      157000 | PA      | $189098.97    | 0.00%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     1535000 | PA      | $2170402.45   | 0.03%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PEU FIN LTD                                                                         | PEU Fin PLC                                                                      | CUSIP: 000000000<br>LEI: 213800G4WKC4TX8X3R23 | Long             | DBT              | CORP              | GB        |      845867 | PA      | $1010331.59   | 0.01%             | 2028-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     2246000 | PA      | $2705584.99   | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      968000 | PA      | $1244743.48   | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                    | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      167076 | PA      | $180916.16    | 0.00%             | 2034-07-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                                   | Energia Group Roi Financeco DAC                                                  | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      715000 | PA      | $853458.98    | 0.01%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 72989000000 | PA      | $4539662.99   | 0.06%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $2328253.74   | 0.03%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1164562.38   | 0.02%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      176000 | PA      | $216664.74    | 0.00%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                                           | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $126633.34    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                    | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $88576.59     | 0.00%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                                 | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1923937.61   | 0.03%             | 2029-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                            | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |     1513000 | PA      | $2118186.78   | 0.03%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                                                  | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     1417000 | PA      | $1960321.67   | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1986819.07   | 0.03%             | 2029-04-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      113000 | PA      | $144944.65    | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3700427.00   | 0.05%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |     1232000 | PA      | $1684345.48   | 0.02%             | 2030-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EROSKI S COOP                                                                       | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |     2449000 | PA      | $2993844.50   | 0.04%             | 2029-04-30      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3480000 | PA      | $794280.43    | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                           | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      139500 | PA      | $166452.30    | 0.00%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                                   | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |     2479000 | PA      | $3023499.20   | 0.04%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    62020000 | PA      | $9817246.26   | 0.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $952121.22    | 0.01%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2125000 | PA      | $2608079.25   | 0.04%             | 2034-04-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                                                 | Estonia Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      100000 | PA      | $115328.02    | 0.00%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      130000 | PA      | $152801.47    | 0.00%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                                 | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      970000 | PA      | $1153293.32   | 0.02%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                       | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      270000 | PA      | $319919.41    | 0.00%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      390000 | PA      | $401271.07    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      748000 | PA      | $879776.49    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                   | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $694784.26    | 0.01%             | 2030-07-31      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                                                     | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      700000 | PA      | $812042.02    | 0.01%             | 2030-12-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       79000 | PA      | $92737.21     | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      625000 | PA      | $750541.05    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      340000 | PA      | $410931.73    | 0.01%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                                      | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |     1095000 | PA      | $1306332.42   | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                               | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |       37000 | PA      | $43302.41     | 0.00%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      211000 | PA      | $244756.34    | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                            | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      912000 | PA      | $1043913.09   | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KIER GROUP PLC                                                                      | Kier Group PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | DBT              | CORP              | GB        |     1046000 | PA      | $1445598.86   | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116144.90    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      270000 | PA      | $322068.67    | 0.00%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       90000 | PA      | $106950.72    | 0.00%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                                                        | TSB Bank PLC                                                                     | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118012.42    | 0.00%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1950000 | PA      | $2317942.34   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEXANS SA                                                                           | Nexans SA                                                                        | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |     2500000 | PA      | $2988033.99   | 0.04%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2887000 | PA      | $3403975.21   | 0.05%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      123000 | PA      | $144635.09    | 0.00%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     3200000 | PA      | $3934020.06   | 0.05%             | 2032-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                                                  | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |     1605000 | PA      | $2126906.26   | 0.03%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $358052.51    | 0.00%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                                       | Fnac Darty SA                                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |     1989000 | PA      | $2386445.91   | 0.03%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                                  | CT Investment GmbH                                                               | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1429000 | PA      | $1711174.73   | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                                         | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |     2512000 | PA      | $2926547.14   | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4358705.18   | 0.06%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3026000 | PA      | $825811.25    | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     1744000 | PA      | $2106397.57   | 0.03%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1725185.35   | 0.02%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $206101.50    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                              | Neopharmed Gentili SPA                                                           | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |     1221000 | PA      | $1468849.84   | 0.02%             | 2030-04-08      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $2002735.25   | 0.03%             | 2030-04-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                              | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     1553000 | PA      | $2132413.82   | 0.03%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6376000 | PA      | $1698971.68   | 0.02%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                            | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |     3435000 | PA      | $4094348.15   | 0.06%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                                       | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $958097.23    | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1173000 | PA      | $1397398.11   | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                 | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     1962000 | PA      | $2338517.20   | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE                                                             | Globalworth Real Estate Investments Ltd                                          | CUSIP: 000000000<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              |  | GG        |     1465412 | PA      | $1716340.51   | 0.02%             | 2029-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     4626000 | PA      | $5605054.49   | 0.08%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      741000 | PA      | $914739.63    | 0.01%             | 2029-05-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1420000 | PA      | $1753211.44   | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                                 | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     1630000 | PA      | $2013413.31   | 0.03%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                            | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1269679.51   | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      445000 | PA      | $574000.70    | 0.01%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                                             | Motel One GmbH/Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |     1113000 | PA      | $1377845.70   | 0.02%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                                               | Alexandrite Monnet UK Holdco PLC                                                 | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |     1107000 | PA      | $1386183.85   | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                                       | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     1371000 | PA      | $1538503.86   | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                                                     | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $612203.41    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      109000 | PA      | $132059.00    | 0.00%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                                      | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1924445.26   | 0.03%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      946000 | PA      | $1129712.41   | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                                                    | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     6000000 | PA      | $7115734.04   | 0.10%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                           | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      246000 | PA      | $287231.69    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                                             | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105632.23    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1600000 | PA      | $1920377.49   | 0.03%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       31000 | PA      | $34346.68     | 0.00%             | 2054-06-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                                       | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187286.80    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                       | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111866.36    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GULF INTERNATIONAL BANK                                                             | Gulf International Bank BSC                                                      | CUSIP: 000000000<br>LEI: 558600JW2XPMLG97TV14 | Long             | DBT              | CORP              | BH        |      200000 | PA      | $208000.00    | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                                                                | PLT VII Finance Sarl                                                             | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     1476000 | PA      | $1763903.88   | 0.02%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                                                  | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      637000 | PA      | $712159.84    | 0.01%             | 2030-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                             | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     1953000 | PA      | $2334753.72   | 0.03%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                                               | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      176765 | PA      | $169677.75    | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $68683.97     | 0.00%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                                             | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114440.39    | 0.00%             | 2030-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      337000 | PA      | $397031.32    | 0.01%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |     1898000 | PA      | $2281009.84   | 0.03%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |      455000 | PA      | $526830.09    | 0.01%             | 2031-07-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                            | Flora Food Management BV                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     1899000 | PA      | $2067026.11   | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                                 | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     2689000 | PA      | $3202994.07   | 0.04%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                         | CECONOMY AG                                                                      | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |     3251000 | PA      | $3936476.98   | 0.05%             | 2029-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1712469.94   | 0.02%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |      465000 | PA      | $537066.52    | 0.01%             | 2031-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     2771000 | PA      | $3530874.97   | 0.05%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                                     | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     1554000 | PA      | $1882743.78   | 0.03%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     1402200 | PA      | $1707168.13   | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |     1030000 | PA      | $1252509.12   | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      893509 | PA      | $1044940.81   | 0.01%             | 2029-12-31      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     2357000 | PA      | $2827718.51   | 0.04%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      211000 | PA      | $254482.39    | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23389000000 | PA      | $1473631.98   | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2503694.81   | 0.03%             | 2030-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       60000 | PA      | $71508.05     | 0.00%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       39872 | PA      | $27414.06     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17194 | PA      | $8751.85      | 0.00%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       34888 | PA      | $19541.16     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       14329 | PA      | $7285.92      | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20347 | PA      | $8429.33      | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       24920 | PA      | $13831.93     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     2600000 | PA      | $3101342.65   | 0.04%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $206033.70    | 0.00%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     3800000 | PA      | $5099615.83   | 0.07%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $1496857.46   | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AZELIS FINANCE NV                                                                   | Azelis Finance NV                                                                | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |      774000 | PA      | $916300.56    | 0.01%             | 2029-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      365000 | PA      | $427382.00    | 0.01%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                                   | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     1619000 | PA      | $1918460.36   | 0.03%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                                       | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |     2600000 | PA      | $3062441.91   | 0.04%             | 2031-07-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                                  | Denmark Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $138595.59    | 0.00%             | 2026-10-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                                | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      200000 | PA      | $194474.21    | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109422.20    | 0.00%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                      | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     1503000 | PA      | $2091589.72   | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     8000000 | PA      | $10315756.86  | 0.14%             | 2033-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                                            | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234986.70    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       90000 | PA      | $103563.43    | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                            | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     2541000 | PA      | $3013783.30   | 0.04%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |     2735000 | PA      | $3278833.98   | 0.05%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                                          | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |     2565000 | PA      | $3061742.86   | 0.04%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                                | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |     2208000 | PA      | $2579024.43   | 0.04%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                            | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     1115000 | PA      | $1302709.97   | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP SA                                                                              | Transportes Aereos Portugueses SA                                                | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |     2700000 | PA      | $3228176.96   | 0.04%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      130000 | PA      | $151410.28    | 0.00%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                    | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $5666136.46   | 0.08%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                                | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $208939.89    | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1180746.01   | 0.02%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108880.07    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                                                  | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1917331.18   | 0.03%             | 2029-11-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                                    | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |     1275000 | PA      | $1502493.89   | 0.02%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                                                  | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2975566.12   | 0.04%             | 2029-11-28      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      798000 | PA      | $1030471.97   | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1451000 | PA      | $1737300.11   | 0.02%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                    | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     4065000 | PA      | $4767069.04   | 0.07%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC PROPERTY INVEST A                                                            | Public Property Invest AS                                                        | CUSIP: 000000000<br>LEI: 254900QSCB9T0W2KE886 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $119382.17    | 0.00%             | 2030-03-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      102001 | PA      | $89045.95     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       95641 | PA      | $88228.39     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       52002 | PA      | $48946.88     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       47800 | PA      | $43612.66     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       45760 | PA      | $43872.45     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       68874 | PA      | $53307.09     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       58200 | PA      | $66677.16     | 0.00%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                            | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     1670000 | PA      | $1963976.14   | 0.03%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       85000 | PA      | $100401.94    | 0.00%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                               | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $2171193.74   | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       91000 | PA      | $107699.93    | 0.00%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                                             | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      615000 | PA      | $684729.22    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                   | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $641806.59    | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $407866.81    | 0.01%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                            | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231956.01    | 0.00%             | 2032-03-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                                       | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |     2810000 | PA      | $3393834.06   | 0.05%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                                | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     2118128 | PA      | $2638531.05   | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                                      | Elior Group SA                                                                   | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |     1559000 | PA      | $1855897.26   | 0.03%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                                                     | Waga Bondco Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |      906000 | PA      | $1081704.88   | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                                | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      320000 | PA      | $342661.57    | 0.00%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                             | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     1961000 | PA      | $2350800.39   | 0.03%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                             | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      100000 | PA      | $113726.19    | 0.00%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $206079.11    | 0.00%             | 2055-02-13      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      666000 | PA      | $773268.89    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1904000 | PA      | $2191964.01   | 0.03%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      123000 | PA      | $140310.89    | 0.00%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                                                     | CCF Holding SAS                                                                  | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117037.02    | 0.00%             | 2035-05-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       86000 | PA      | $97957.27     | 0.00%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       50000 | PA      | $55636.97     | 0.00%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                                | Aramark International Finance Sarl                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |     1883000 | PA      | $2179504.36   | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                      | SNF Group SACA                                                                   | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1247000 | PA      | $1485389.32   | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      100000 | PA      | $118532.58    | 0.00%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE CAISSE D'EPARGNE                                                             | Banque et Caisse d'Epargne de l'Etat                                             | CUSIP: 000000000<br>LEI: R7CQUF1DQM73HUTV1078 | Long             | DBT              | NUSS              | LU        |      100000 | PA      | $117315.42    | 0.00%             | 2031-03-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      735000 | PA      | $877464.24    | 0.01%             | 2030-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1830136.21   | 0.03%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTEX GROUP NV                                                                      | Ontex Group NV                                                                   | CUSIP: 000000000<br>LEI: 549300AQESC6JJOPW253 | Long             | DBT              | CORP              | BE        |     1250000 | PA      | $1478501.64   | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      255000 | PA      | $305661.01    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117964.70    | 0.00%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       73000 | PA      | $86072.62     | 0.00%             | 2038-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       90000 | PA      | $105046.71    | 0.00%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $114696.30    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114833.17    | 0.00%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGION WALLONNE                                                                     | Region Wallonne Belgium                                                          | CUSIP: 000000000<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      200000 | PA      | $230016.31    | 0.00%             | 2032-06-22      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                             | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |     1676000 | PA      | $1955664.48   | 0.03%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1513181.54   | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       85000 | PA      | $98091.52     | 0.00%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $834547.05    | 0.01%             | 2031-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $829117.91    | 0.01%             | 2030-05-20      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CENTRIENT HOLDING BV                                                                | Centrient Holding BV                                                             | CUSIP: 000000000<br>LEI: 549300QHIYIRIMCM2345 | Long             | DBT              | CORP              | NL        |     1258000 | PA      | $1308744.74   | 0.02%             | 2030-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                         | BNG Bank NV                                                                      | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      430000 | PA      | $495684.43    | 0.01%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                                                  | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      108000 | PA      | $124890.07    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                                                        | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     1841000 | PA      | $2214946.03   | 0.03%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1254000 | PA      | $1500056.32   | 0.02%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                        | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |     2087000 | PA      | $2471805.78   | 0.03%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1397000 | PA      | $1644529.89   | 0.02%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                                                            | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $119367.34    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUDZUCKER INT FINANCE                                                               | Sudzucker International Finance BV                                               | CUSIP: 000000000<br>LEI: 724500M1VGG79HOVI026 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1469964.98   | 0.02%             | 2030-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                                                   | Punch Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1343418.48   | 0.02%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      928000 | PA      | $1117719.62   | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                                                                   | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      969000 | PA      | $1291944.28   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      141000 | PA      | $163346.64    | 0.00%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                       | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $232769.21    | 0.00%             | 2035-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1413841.64   | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |     1870000 | PA      | $2190808.62   | 0.03%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                          | CUSIP: 000000000<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115151.77    | 0.00%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                                            | Benteler International AG                                                        | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     1240000 | PA      | $1521390.31   | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                      | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      940000 | PA      | $1096552.16   | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                                              | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |     1879000 | PA      | $2208279.20   | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1134000 | PA      | $1240314.51   | 0.02%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                                          | CMA CGM SA                                                                       | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |     2616000 | PA      | $3076061.20   | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                                            | Arqiva Broadcast Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |     1384000 | PA      | $1888329.95   | 0.03%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                                                               | Development Bank of Mongolia LLC                                                 | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      400000 | PA      | $409006.66    | 0.01%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117713.48    | 0.00%             | 2028-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1545302.77   | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       90000 | PA      | $104497.55    | 0.00%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      125000 | PA      | $144719.01    | 0.00%             | 2032-07-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                                   | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2358610.57   | 0.03%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      460000 | PA      | $487293.14    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1115000 | PA      | $1330737.97   | 0.02%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      610000 | PA      | $634703.80    | 0.01%             | 2032-07-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                                 | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1460000 | PA      | $1775617.27   | 0.02%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       81000 | PA      | $93350.89     | 0.00%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       92000 | PA      | $105999.21    | 0.00%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2220000 | PA      | $2624658.17   | 0.04%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       90000 | PA      | $103012.52    | 0.00%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                              | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1320000 | PA      | $1551102.12   | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     1948000 | PA      | $2630319.08   | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                          | FedEx Corp                                                                       | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115774.17    | 0.00%             | 2037-07-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115284.98    | 0.00%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                                                     | Cullinan Holdco Scsp                                                             | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |      138320 | PA      | $115957.33    | 0.00%             | 2029-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       79000 | PA      | $96846.66     | 0.00%             | 2055-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      140000 | PA      | $164057.35    | 0.00%             | 2032-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      402000 | PA      | $475533.22    | 0.01%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     1636000 | PA      | $1897521.84   | 0.03%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     2473000 | PA      | $2859702.17   | 0.04%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      127000 | PA      | $147087.59    | 0.00%             | 2033-10-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                                                  | Latvia Government International Bond                                             | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      123000 | PA      | $141899.23    | 0.00%             | 2035-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      931050 | PA      | $1027564.91   | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3603297 | PA      | $4010895.45   | 0.06%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       65000 | PA      | $74253.38     | 0.00%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                                               | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  3675800000 | PA      | $24439240.01  | 0.34%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MOMENTIVE PERFORMANCE                                                               | Momentive Performance Materials Inc                                              | CUSIP: 000000000<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199009.78    | 0.00%             | 2028-10-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                                            | Slovakia Government Bond                                                         | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |      200000 | PA      | $229196.63    | 0.00%             | 2037-11-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                                                 | RRE 10 Loan Management DAC                                                       | CUSIP: 000000000<br>LEI: 54930087HW0Y6V556J27 | Long             | ABS-CBDO         | CORP              | IE        |     2150000 | PA      | $2478197.62   | 0.03%             | 2038-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Stannaway Park CLO                                                                  | Stannaway Park Clo DAC                                                           | CUSIP: 000000000<br>LEI: 635400TBHSZX5TTCNO91 | Long             | ABS-CBDO         | CORP              | IE        |     3000000 | PA      | $3457950.17   | 0.05%             | 2038-01-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          14 | NC      | $5615.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -167 | NC      | $-65849.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         214 | NC      | $-38638.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         107 | NC      | $452802.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -112 | NC      | $-479271.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BUXL 30Y BND DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           6 | NC      | $5844.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         319 | NC      | $-365003.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          64 | NC      | $49262.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -16 | NC      | $-21430.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-SCHATZ FUT DEC25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         434 | NC      | $-8249.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          20 | NC      | $-55053.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -920 | NC      | $-1020398.95  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          32 | NC      | $-59082.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -342 | NC      | $382976.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1477 | NC      | $-551041.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-OAT FUTURE DEC25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -9 | NC      | $-12527.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE DEC25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          23 | NC      | $62515.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE DEC25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -1 | NC      | $-2780.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         459 | NC      | $-128379.09   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1331 | NC      | $1018855.41   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      350633 | PA      | $446893.03    | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CO-OP GRP HLDS                                                                      | Co-operative Group Holdings 2011 Ltd                                             | CUSIP: 000000000<br>LEI: 213800TAO69X5H284Q39 | Long             | DBT              | CORP              | GB        |      715000 | PA      | $949849.74    | 0.01%             | 2026-07-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                       | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     5994916 | PA      | $6042155.94   | 0.08%             | 2029-12-17      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $925757.63    | 0.01%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      172097 | PA      | $162009.40    | 0.00%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       39000 | PA      | $42892.75     | 0.00%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      255658 | PA      | $257118.13    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      224000 | PA      | $255015.41    | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      209000 | PA      | $200755.67    | 0.00%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1213000 | PA      | $1356696.21   | 0.02%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                                    | Guala Closures SpA                                                               | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |     1546000 | PA      | $1737141.08   | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      263397 | PA      | $272721.72    | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                            | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     2870000 | PA      | $3257105.33   | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      243000 | PA      | $215859.16    | 0.00%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      346000 | PA      | $432845.18    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1031000 | PA      | $1245669.80   | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1031818.64   | 0.01%             | 2028-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                    | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      125000 | PA      | $144591.96    | 0.00%             | 2028-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                            | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       13000 | PA      | $11402.07     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      137657 | PA      | $146486.89    | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $284933.88    | 0.00%             | 2030-12-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     6356000 | PA      | $7331261.15   | 0.10%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                    | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      796000 | PA      | $923929.60    | 0.01%             | 2028-10-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       72000 | PA      | $84755.25     | 0.00%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20310413                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      206577 | OU      | $28360.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--EUR-EXT-CPI-20310415                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      670000 | OU      | $130464.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20320830                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | XX        |      404461 | OU      | $-6754.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20291202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    10970000 | OU      | $76766.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20261202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    26425000 | OU      | $-167935.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20280403                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     1000000 | OU      | $1466.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20300402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      520000 | OU      | $2590.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20350402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      117250 | OU      | $897.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPNDFPREDISWAP--BRL-CDI-20310102                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   173205000 | OU      | $268017.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464287242-USD-SOFR-COMPOUND-20251121                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    62035106 | OU      | $113618.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20251211                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    92793798 | OU      | $-807377.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20251117                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    74139544 | OU      | $-27148.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810QV3 T-LOCK @ 80.0763 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2000000 | OU      | $-4382.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810RL4 T-LOCK @ 75.6705 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     1000000 | OU      | $-2201.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810SB5 T-LOCK @ 76.0483 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2000000 | OU      | $-4181.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810TP3 T-LOCK @ 81.64 11/25/2025                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     3650000 | OU      | $-19844.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 9128285W6 T-LOCK @ 99.1727 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     7500000 | OU      | $-21683.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CBF7 T-LOCK @ 93.7204 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     8500000 | OU      | $3024.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CEJ6 T-LOCK @ 98.3768 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2750000 | OU      | $-181.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CFR7 T-LOCK @ 101.3396 11/25/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2500000 | OU      | $-4870.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGK1 T-LOCK @ 97.006 11/25/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4750000 | OU      | $-14870.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGW5 T-LOCK @ 100.108 11/25/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     7000000 | OU      | $-10516.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CJY8 T-LOCK @ 100.8441 11/25/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $-37796.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CML2 T-LOCK @ 103.5026 11/25/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4500000 | OU      | $-37911.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                              | SierraCol Energy Andina LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $196250.00    | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $264699.37    | 0.00%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                  | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     1210000 | PA      | $1470496.58   | 0.02%             | 2027-09-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       82000 | PA      | $93271.31     | 0.00%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NB Global Monthly Income Fund Ltd                                                   | NB Global Monthly Income Fund Ltd                                                | CUSIP: 000000000<br>LEI: 549300P4FSBHZFALLG04 | Long             | EC               | RF                | GG        |       48204 | NS      | $4850.74      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      125000 | PA      | $148020.51    | 0.00%             | 2056-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      883695 | PA      | $996748.79    | 0.01%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |     2051961 | PA      | $2703833.59   | 0.04%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       50000 | PA      | $57212.21     | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                       | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      112000 | PA      | $102179.86    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      910000 | PA      | $1037077.70   | 0.01%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    35638725 | PA      | $2050731.46   | 0.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $115172.28    | 0.00%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $199960.85    | 0.00%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | SN               | NUSS              | ES        |     4000000 | PA      | $5349909.98   | 0.07%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      500000 | PA      | $494560.00    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                             | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      178049 | PA      | $178061.04    | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $185552.84    | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $188687.86    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                                                | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $181611.13    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                                    | Greenko Dutch BV                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      173000 | PA      | $171044.06    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      251000 | PA      | $267315.00    | 0.00%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                         | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $200105.60    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $494819.20    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      233333 | PA      | $241780.00    | 0.00%             | 2027-04-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                           | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1625000 | PA      | $1780187.50   | 0.02%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $202500.00    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                    | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9333000 | PA      | $2885359.56   | 0.04%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       80450 | PA      | $80477.92     | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                        | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1000000 | PA      | $1009304.28   | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                            | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      200000 | PA      | $193283.89    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                          | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      200000 | PA      | $201760.54    | 0.00%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPITRAXX--2I667KLL0-20300620                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    13891891 | OU      | $-1756514.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPITRAXX--2I667KMH8-20301220                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |     1112000 | OU      | $-140321.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPCDX--2I65BRAD5-20301220                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    16760000 | OU      | $1312032.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** NEUBERGER BERMAN INCOME FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer