# EDGAR Filing Document

**Accession Number:** 0000824036
**File Stem:** 0001410368-26-014004
**Filing Date:** 2026-2
**Character Count:** 465762
**Document Hash:** 9bd7b6c9a7558bc49c7c5df598eb6b9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-014004.hdr.sgml**: 20260219

**ACCESSION NUMBER**: 0001410368-26-014004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260219

**DATE AS OF CHANGE**: 20260219

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT FUNDS
- **CENTRAL INDEX KEY:** 0000824036

**ORGANIZATION NAME:**
- **EIN:** 911717303
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05371
- **FILM NUMBER:** 26651995

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL INSURANCE FUNDS
- **DATE OF NAME CHANGE:** 19960918

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000006867)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018549 | Strategic Bond Fund | RIFDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT FUNDS

- **b. Investment Company Act file number:** 811-05371

- **c. CIK number of Registrant:** 0000824036

- **d. LEI of Registrant:** 549300SYCXI2ML7BN524

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

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000006867

- **c. LEI of Series:** D07H1KQBUJ8IJWFT1668

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $900480930.06

**Total Liabilities:** $27200151.96

**Net Assets:** $873280778.10

**Cash Not Reported:** $12810502.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1035.83000000 | **1-Year:** -33293.04000000 | **5-Year:** -62881.17000000 | **10-Year:** -50049.03000000 | **30-Year:** -28415.18000000

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

- **3-Month:** -138.76000000 | **1-Year:** -2929.12000000 | **5-Year:** -8145.84000000 | **10-Year:** -5659.72000000 | **30-Year:** -793.23000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018549 | 0.55%                | 0.57%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1018124.45              | $-2249066.47                               |
| Month 2  | $211273.90               | $444180.20                                 |
| Month 3  | $-973299.97              | $-928974.18                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate (Returns Universe) USD

- **Index Identifier:** IDX000010

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      535000 | PA      | $536240.35    | 0.06%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      980000 | PA      | $689434.26    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      552000 | PA      | $379090.60    | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      306000 | PA      | $304063.89    | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      567000 | PA      | $560051.40    | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      440000 | PA      | $338630.62    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      265000 | PA      | $257036.55    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      685000 | PA      | $564926.39    | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228617.01    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ACWA POWER MGMT INVST                                                                               | Acwa Power Management And Investments One Ltd                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |      233720 | PA      | $239763.13    | 0.03%             | 2039-12-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1147000 | PA      | $1111151.44   | 0.13%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      580000 | PA      | $536674.60    | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      450000 | PA      | $460050.61    | 0.05%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |      806000 | PA      | $815423.86    | 0.09%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      915000 | PA      | $861605.73    | 0.10%             | 2028-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1007000 | PA      | $978017.46    | 0.11%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1160000 | PA      | $1206906.84   | 0.14%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160482.90    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48082.59     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                                                  | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1323613.33   | 0.15%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $643631.35    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      678000 | PA      | $708494.13    | 0.08%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12000000 | PA      | $11710632.00  | 1.34%             | 2055-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8600000 | PA      | $8577003.60   | 0.98%             | 2055-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      788000 | PA      | $831460.05    | 0.10%             | 2029-06-13      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2007-16CB                                                | CUSIP: 02152AAE9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      198256 | PA      | $125488.94    | 0.01%             | 2037-08-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      643000 | PA      | $620637.59    | 0.07%             | 2044-01-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      633000 | PA      | $643886.76    | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AMEREN ILLINOIS CO                                                                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      385000 | PA      | $383862.71    | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1273000 | PA      | $1245300.04   | 0.14%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                                            | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $462852.96    | 0.05%             | 2029-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                                                              | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2878355.01   | 0.33%             | 2038-05-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE INC                                                                                | Global Net Lease Inc                                                            | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |      454000 | PA      | $444862.89    | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      725000 | PA      | $745628.35    | 0.09%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                            | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      173000 | PA      | $173466.43    | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      200000 | PA      | $158709.30    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414404.19    | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      424000 | PA      | $429749.16    | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219235.81    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      570000 | PA      | $582032.68    | 0.07%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                                                               | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $443521.87    | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      735000 | PA      | $728918.96    | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      154000 | PA      | $159687.77    | 0.02%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      478083 | PA      | $478088.04    | 0.05%             | 2036-11-15      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      985220 | PA      | $985219.72    | 0.11%             | 2037-01-15      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                          | CUSIP: 03881KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2090000 | PA      | $2092613.13   | 0.24%             | 2043-01-20      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                          | CUSIP: 03881KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1297297.92   | 0.15%             | 2043-01-20      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1237736.41   | 0.14%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | Ares Loan Funding VIII Ltd                                                      | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $549841.05    | 0.06%             | 2038-01-24      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $930284.31    | 0.11%             | 2052-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Audax Senior Debt CLO, LLC                                                                          | Audax Senior Debt CLO 12 LLC                                                    | CUSIP: 05071UAG1<br>LEI: 2549000WPSDUYXTCWS66 | Long             | ABS-CBDO         | CORP              | KY        |     1770000 | PA      | $1768914.99   | 0.20%             | 2037-04-22      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $584173.50    | 0.07%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| AVANGRID INC                                                                                        | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      511000 | PA      | $504324.14    | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      653000 | PA      | $667553.88    | 0.08%             | 2028-12-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1067104.22   | 0.12%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      520000 | PA      | $503696.27    | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                            | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      915000 | PA      | $913523.54    | 0.10%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                               | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1887230 | PA      | $1888066.13   | 0.22%             | 2039-03-19      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      640000 | PA      | $531484.84    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL16 LLC                                                               | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4762000 | PA      | $4763456.17   | 0.55%             | 2043-07-19      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1318000 | PA      | $1322625.75   | 0.15%             | 2027-03-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1230202 | PA      | $1225118.20   | 0.14%             | 2030-03-15      | Floating      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3440581 | PA      | $3422475.56   | 0.39%             | 2030-03-15      | Floating      | 5.74%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-BIO                                                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5702000 | PA      | $5645130.70   | 0.65%             | 2041-02-15      | Floating      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2093000 | PA      | $2081129.32   | 0.24%             | 2041-06-15      | Floating      | 5.89%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2025-4 Ltd                                              | CUSIP: 05686GAA2<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000330.00   | 0.11%             | 2039-01-17      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2025-4 Ltd                                              | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1750364.00   | 0.20%             | 2039-01-17      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE BOGOTA SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |      720000 | PA      | $716125.08    | 0.08%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $578478.18    | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      858000 | PA      | $962462.59    | 0.11%             | 2029-03-15      | Fixed         | 9.03%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169577.80    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1146480.86   | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      750000 | PA      | $685576.62    | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      395000 | PA      | $411842.71    | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1318000 | PA      | $1302616.62   | 0.15%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      717000 | PA      | $698897.12    | 0.08%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1132000 | PA      | $1150987.87   | 0.13%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1095000 | PA      | $1178380.07   | 0.13%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      775000 | PA      | $818853.91    | 0.09%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Trust 2022-RPL1                                               | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      505768 | PA      | $505134.40    | 0.06%             | 2028-02-25      | Variable      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2025-I                                                          | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400165.20   | 0.16%             | 2038-04-20      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      697000 | PA      | $695868.78    | 0.08%             | 2042-10-17      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| BELLEMEADE RE LT                                                                                    | Bellemeade Re 2023-1 Ltd                                                        | CUSIP: 07876XAA1<br>LEI: 2549002JVH34IWRT3X93 | Long             | ABS-MBS          | CORP              | BM        |      490242 | PA      | $490852.10    | 0.06%             | 2033-10-25      | Floating      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| BELO CORP                                                                                           | Belo Corp                                                                       | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $135568.56    | 0.02%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BELO CORP                                                                                           | Belo Corp                                                                       | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $54049.06     | 0.01%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      880000 | PA      | $566588.07    | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                                                                                     | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $377636.43    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      686000 | PA      | $716338.57    | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| BIOGEN INC                                                                                          | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105221.82    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      510000 | PA      | $452390.11    | 0.05%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $580142.62    | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1095000 | PA      | $1133028.05   | 0.13%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      169000 | PA      | $188854.45    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1278823.08   | 0.15%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BORGWARNER INC                                                                                      | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $232120.09    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $740023.29    | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      300000 | PA      | $293994.37    | 0.03%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |        8000 | PA      | $8436.90      | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-Ces1                                       | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-MBS          | CORP              | US        |     4059213 | PA      | $4095653.76   | 0.47%             | 2055-02-25      | Variable      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES2                                       | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |      504467 | PA      | $507626.15    | 0.06%             | 2054-09-25      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                            | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $560018.75    | 0.06%             | 2042-12-10      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                            | CUSIP: 10635AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1843000 | PA      | $1845940.93   | 0.21%             | 2042-12-10      | Variable      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      212000 | PA      | $212411.38    | 0.02%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      555000 | PA      | $328762.46    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      370000 | PA      | $363708.73    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                                                             | British Airways 2018-1 Class AA Pass Through Trust                              | CUSIP: 11042TAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      465988 | PA      | $455669.47    | 0.05%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      257000 | PA      | $263185.08    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD FINANCE INC                                                                              | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      872000 | PA      | $753746.07    | 0.09%             | 2047-09-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      885000 | PA      | $872626.95    | 0.10%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      841000 | PA      | $843494.89    | 0.10%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132833.41    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184777.75    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      190000 | PA      | $197796.21    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       46000 | PA      | $43173.35     | 0.00%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       47000 | PA      | $42755.31     | 0.00%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      372000 | PA      | $368102.92    | 0.04%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      260000 | PA      | $257053.29    | 0.03%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                                                        | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      813803 | PA      | $820195.88    | 0.09%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2234244 | PA      | $2235320.87   | 0.26%             | 2041-05-15      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1351652 | PA      | $1351194.07   | 0.15%             | 2041-05-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2352171 | PA      | $2348952.28   | 0.27%             | 2038-12-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3322000 | PA      | $2951027.81   | 0.34%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3244000 | PA      | $2674748.33   | 0.31%             | 2046-11-10      | Variable      | 2.77%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      893000 | PA      | $860226.55    | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding IX LLC                                                              | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     1129592 | PA      | $1136418.23   | 0.13%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1324178.98   | 0.15%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $88352.76     | 0.01%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      681000 | PA      | $691484.67    | 0.08%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15055.49     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $935765.64    | 0.11%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                    | CUSIP: 12668WAD9<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     1370943 | PA      | $1322147.83   | 0.15%             | 2047-04-25      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1249542.59   | 0.14%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                                                                     | Cameron LNG LLC                                                                 | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      711000 | PA      | $656851.32    | 0.08%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      661000 | PA      | $689431.53    | 0.08%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      656000 | PA      | $656591.75    | 0.08%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1261528.02   | 0.14%             | 2029-06-08      | Fixed         | 6.31%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      425000 | PA      | $459497.41    | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                                                                                 | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      275000 | PA      | $247905.92    | 0.03%             | 2045-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1110000 | PA      | $1092335.27   | 0.13%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CATERPILLAR INC                                                                                     | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      700000 | PA      | $726583.85    | 0.08%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       94000 | PA      | $97754.59     | 0.01%             | 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        |      482000 | PA      | $506597.27    | 0.06%             | 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        |      388000 | PA      | $409938.24    | 0.05%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE                                                                                     | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      650000 | PA      | $515566.00    | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      834000 | PA      | $824379.38    | 0.09%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      502000 | PA      | $488168.92    | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     1172000 | PA      | $1172135.10   | 0.13%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $903709.81    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      800000 | PA      | $748815.62    | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      984000 | PA      | $873902.65    | 0.10%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                                            | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      586000 | PA      | $664999.45    | 0.08%             | 2033-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       98000 | PA      | $94854.86     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1358534.67   | 0.16%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $417880.23    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $144858.47    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $332223.74    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |     1204242 | PA      | $1204666.86   | 0.14%             | 2056-02-25      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2025-9                                 | CUSIP: 16160UAD7<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |     1116137 | PA      | $1129379.19   | 0.13%             | 2056-06-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TIAA Churchill Middle Market CLO I Ltd                                                              | Churchill NCDLC CLO-I LLC                                                       | CUSIP: 17151JAS8<br>LEI: 5493004CDRTHE6R7HG15 | Long             | ABS-CBDO         | CORP              | US        |     1670000 | PA      | $1668814.30   | 0.19%             | 2038-04-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1282000 | PA      | $1270442.45   | 0.15%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      555000 | PA      | $519669.21    | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      695000 | PA      | $630825.78    | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      785000 | PA      | $811997.03    | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      420000 | PA      | $260276.68    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      633000 | PA      | $657964.28    | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                                             | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      241000 | PA      | $254658.56    | 0.03%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      630000 | PA      | $354286.41    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1401000 | PA      | $1332137.00   | 0.15%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1047260.89   | 0.12%             | 2028-02-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1017443.47   | 0.12%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3200000 | PA      | $3191148.80   | 0.37%             | 2055-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $424430.56    | 0.05%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |       65000 | PA      | $69895.09     | 0.01%             | 2036-11-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |      265000 | PA      | $170342.17    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1115000 | PA      | $1103354.53   | 0.13%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      750000 | PA      | $713454.12    | 0.08%             | 2030-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     1047000 | OU      | $-7977.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     1048000 | OU      | $-7985.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |      838000 | OU      | $-6385.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NZD-Fixed 3.5678%-MSDWLDN_B-07/07/30                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6801387 | OU      | $-14378.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492259.58    | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                   | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      985000 | PA      | $813291.47    | 0.09%             | 2037-04-10      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      395000 | PA      | $382183.77    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      545000 | PA      | $529995.43    | 0.06%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                                                                     | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      275000 | PA      | $263631.76    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      859000 | PA      | $848400.77    | 0.10%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                                     | DK Trust 2024-SPBX                                                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      751000 | PA      | $750973.59    | 0.09%             | 2034-03-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      580000 | PA      | $592286.29    | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NZD-Fixed 2.495%-GSLDN_B-28/10/27                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    13400000 | OU      | $50847.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NOK-Fixed 4.087%-MSDWLDN_B-12/11/30                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    17800000 | OU      | $-1033.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.572%-BCAPLDN_B-21/11/35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   214001555 | OU      | $36968.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-CZK-Fixed 3.7225%-MSDWLDN_B-18/03/2028                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   151200000 | OU      | $18535.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NOK-Fixed 4.0598%-JPMLDN_B-22/12/30                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    18000000 | OU      | $-1618.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1160000 | PA      | $1205396.32   | 0.14%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      276000 | PA      | $277178.84    | 0.03%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1056000 | PA      | $998469.79    | 0.11%             | 2032-01-14      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      370000 | PA      | $368669.75    | 0.04%             | 2031-12-10      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      587000 | PA      | $685118.86    | 0.08%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                                                                  | Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1    | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173282 | PA      | $155616.67    | 0.02%             | 2037-06-27      | Variable      | 4.17%                 | Yes           | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $691570.05    | 0.08%             | 2033-10-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $3099.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $106361.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-84039.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KZT / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |           1 | NC      | $70863.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5579.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $67422.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2457341.68   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $-23559.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-92633.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3042.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-6077.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $54204.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18951.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-137228.57   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-188324.90   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $3321.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KZT / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |           1 | NC      | $33304.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $74964.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8189.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13280.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14208.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $10615.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6624.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9895.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $22197.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $88521.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-47808.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1479.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $34619.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-40.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $730.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-38842.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $294.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1649.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $2788.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $3242.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $4431.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $7785.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $3513.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5550.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2573.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-15321.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $3214.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-33569.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28847.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $7447.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-48100.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $7420.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-39868.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-18830.27    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $4840.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-12148.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9863.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $25572.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2185.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-6984.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9488.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4589.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $2232.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $7705.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $5385.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $25834.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $11844.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $42612.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7415.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $38358.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22578.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1080.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $13746.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $48037.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $19813.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-99207.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED GBP / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $19333.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-29325.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $258.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-10046.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KZT                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $69.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1629.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8079.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $22766.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $974.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $76.91        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $822.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-20997.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $4095.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-12351.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $15869.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22662.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $7823.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      331000 | PA      | $363691.51    | 0.04%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      750000 | PA      | $709949.18    | 0.08%             | 2029-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                            | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      505000 | PA      | $497436.28    | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                 | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      330000 | PA      | $330490.08    | 0.04%             | 2032-10-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $552916.99    | 0.06%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1329000 | PA      | $1322856.13   | 0.15%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      729000 | PA      | $729890.15    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                            | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2700000 | PA      | $2749715.42   | 0.31%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      619974 | PA      | $625280.78    | 0.07%             | 2034-04-25      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| Eagle Re Ltd                                                                                        | Eagle RE 2021-2 Ltd                                                             | CUSIP: 26982AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1650000 | PA      | $1687762.05   | 0.19%             | 2034-04-25      | Floating      | 8.12%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      754000 | PA      | $764082.97    | 0.09%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     1298009 | PA      | $1307078.74   | 0.15%             | 2060-01-26      | Variable      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                                            | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      665000 | PA      | $701373.68    | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                                                                 | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      856000 | PA      | $773763.34    | 0.09%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      424000 | PA      | $435644.22    | 0.05%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      484000 | PA      | $560540.24    | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1088259.08   | 0.12%             | 2028-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $997020.05    | 0.11%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      780000 | PA      | $653651.76    | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1228404.60   | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      825000 | PA      | $819792.11    | 0.09%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      405000 | PA      | $383512.51    | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      640000 | PA      | $569344.70    | 0.07%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $1301991.47   | 0.15%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      670000 | PA      | $643778.28    | 0.07%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      807000 | PA      | $844972.41    | 0.10%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                            | Export-Import Bank of Korea                                                     | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1160000 | PA      | $1160221.22   | 0.13%             | 2026-01-11      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      230000 | PA      | $165399.04    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      660000 | PA      | $609039.39    | 0.07%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      505000 | PA      | $469877.48    | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      690000 | PA      | $659143.23    | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      880000 | PA      | $846045.40    | 0.10%             | 2055-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                            | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1049256.40   | 0.12%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11204 | PA      | $11686.05     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32563 | PA      | $34678.71     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98957 | PA      | $103603.27    | 0.01%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      406267 | PA      | $398895.90    | 0.05%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55900 | PA      | $56286.22     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151398 | PA      | $147842.51    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73475 | PA      | $71032.31     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292KZ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56448 | PA      | $57820.80     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122749 | PA      | $121834.53    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316912 | PA      | $302277.06    | 0.03%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1003851 | PA      | $917902.77    | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       60437 | PA      | $54926.23     | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61555 | PA      | $53117.67     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6230321 | PA      | $6109998.17   | 0.70%             | 2052-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      712145 | PA      | $581353.29    | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3912339 | PA      | $3978609.20   | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMFT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      220790 | PA      | $211342.60    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QSX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157981 | PA      | $153475.69    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63274 | PA      | $57876.34     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122091 | PA      | $111776.12    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35223 | PA      | $32247.00     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107077 | PA      | $98030.86     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      431394 | PA      | $418262.58    | 0.05%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64693 | PA      | $67460.60     | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      180769 | PA      | $165496.99    | 0.02%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118571 | PA      | $98113.69     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETGV3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     2955000 | PA      | $2954623.15   | 0.34%             | 2033-05-19      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75385 | PA      | $68199.65     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64779 | PA      | $58422.94     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHLM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1622357 | PA      | $1463165.01   | 0.17%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1098558 | PA      | $952127.40    | 0.11%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      520416 | PA      | $462432.77    | 0.05%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61263 | PA      | $52808.52     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      120755 | PA      | $104282.81    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133435 | PA      | $110021.60    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5411079 | PA      | $5161211.14   | 0.59%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31359XFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         965 | PA      | $998.00       | 0.00%             | 2029-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23330 | PA      | $22607.36     | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38565 | PA      | $41008.28     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EGEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137937 | PA      | $135267.59    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EHGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43428 | PA      | $45141.38     | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41395 | PA      | $44017.28     | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161988 | PA      | $168734.01    | 0.02%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99574 | PA      | $93947.84     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58439 | PA      | $53435.43     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      367367 | PA      | $338736.77    | 0.04%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WGV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      394457 | PA      | $382219.05    | 0.04%             | 2046-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30829 | PA      | $28167.40     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124313 | PA      | $113669.18    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328209 | PA      | $320576.66    | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195363 | PA      | $185415.29    | 0.02%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18043 | PA      | $18385.30     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FannieMae Whole Loan                                                                                | Fannie Mae REMIC Trust 2004-W5                                                  | CUSIP: 31393YKM6<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |       75204 | PA      | $77079.57     | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31394CF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50004 | PA      | $50916.73     | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65002 | PA      | $67659.98     | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31398VWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34274 | PA      | $34427.75     | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20986 | PA      | $21374.80     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402Q6N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4492 | PA      | $4673.74      | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31403GRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1415 | PA      | $1443.09      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3611 | PA      | $3725.25      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31405JNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         340 | PA      | $352.98       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140E24F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116075 | PA      | $109516.50    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138190 | PA      | $138167.93    | 0.02%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86315 | PA      | $78862.39     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33516 | PA      | $32372.45     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20598 | PA      | $21822.60     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84540 | PA      | $80543.93     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196323 | PA      | $177059.22    | 0.02%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140KHH46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443255 | PA      | $382259.10    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44944 | PA      | $45675.79     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53071 | PA      | $52710.96     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72339 | PA      | $71847.97     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      214083 | PA      | $212629.31    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132208 | PA      | $131309.89    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      448594 | PA      | $433584.68    | 0.05%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1358651 | PA      | $1204572.39   | 0.14%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1698421 | PA      | $1531764.96   | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226725 | PA      | $194726.75    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRHX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3640222 | PA      | $3712836.79   | 0.43%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2635229 | PA      | $2644040.60   | 0.30%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6505635 | PA      | $6377979.42   | 0.73%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97731 | PA      | $88141.22     | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      804464 | PA      | $727784.29    | 0.08%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188509 | PA      | $179702.26    | 0.02%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      341578 | PA      | $308061.11    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1660460 | PA      | $1472154.82   | 0.17%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6AS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4920656 | PA      | $4173924.34   | 0.48%             | 2050-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110160 | PA      | $97814.32     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1766012 | PA      | $1595156.51   | 0.18%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198619 | PA      | $201678.68    | 0.02%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127412 | PA      | $110031.40    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59898 | PA      | $51632.15     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3549677 | PA      | $2872284.43   | 0.33%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4697554 | PA      | $3857091.29   | 0.44%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Y6XX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3120583 | PA      | $3117996.75   | 0.36%             | 2055-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410FYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4298 | PA      | $4477.41      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24901 | PA      | $25883.86     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410WDG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         703 | PA      | $732.47       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31411KLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4708 | PA      | $4905.23      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31414EHC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48451 | PA      | $50666.79     | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31415MM28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6874 | PA      | $7161.32      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39954 | PA      | $41585.91     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107252 | PA      | $108077.65    | 0.01%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416XAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93166 | PA      | $91364.34     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15796 | PA      | $16573.25     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      342780 | PA      | $325713.91    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48789 | PA      | $49434.02     | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4397783 | PA      | $4194795.88   | 0.48%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12792 | PA      | $13602.11     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427MGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6670009 | PA      | $6731783.09   | 0.77%             | 2055-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427NME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6474307 | PA      | $6621443.64   | 0.76%             | 2055-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     1089000 | PA      | $1089333.77   | 0.12%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE6                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1252813 | PA      | $1263559.72   | 0.14%             | 2054-12-25      | Variable      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE1                                                            | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1544309 | PA      | $1574191.34   | 0.18%             | 2054-03-25      | Variable      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-SL1                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1962295 | PA      | $1982346.81   | 0.23%             | 2053-07-25      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE2                                                            | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1740729 | PA      | $1759787.18   | 0.20%             | 2055-03-25      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE5                                                            | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      918072 | PA      | $921046.45    | 0.11%             | 2055-08-25      | Variable      | 5.29%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE6                                                            | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      975659 | PA      | $972120.35    | 0.11%             | 2055-09-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE4                                                            | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      899710 | PA      | $902889.90    | 0.10%             | 2054-09-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE2                                                            | CUSIP: 316925AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      348629 | PA      | $362648.23    | 0.04%             | 2053-05-25      | Variable      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE2                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1564752 | PA      | $1596853.44   | 0.18%             | 2054-05-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      445000 | PA      | $431598.50    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron RR CLO 30 Ltd                                                          | CUSIP: 33882MAA3<br>LEI: 254900A8OFW5DYN8HT77 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1098299.40   | 0.13%             | 2038-04-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron CLO 26 Ltd                                                             | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3006735.00   | 0.34%             | 2038-01-15      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| FLEX LTD                                                                                            | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      170000 | PA      | $169722.62    | 0.02%             | 2035-11-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FLUOR CORP                                                                                          | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      312000 | PA      | $309911.57    | 0.04%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                                                                   | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      592000 | PA      | $523395.60    | 0.06%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      265000 | PA      | $252596.75    | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      509000 | PA      | $546866.03    | 0.06%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1293292.31   | 0.15%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1197990.25   | 0.14%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1316671.55   | 0.15%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |      223000 | PA      | $222563.39    | 0.03%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      622000 | PA      | $611299.02    | 0.07%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      177000 | PA      | $185489.72    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5517502 | PA      | $4763183.67   | 0.55%             | 2052-03-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |      878000 | PA      | $893512.09    | 0.10%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8016575 | PA      | $8172261.79   | 0.94%             | 2055-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5ZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6988002 | PA      | $6810516.47   | 0.78%             | 2055-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3622AD3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5255773 | PA      | $5340226.37   | 0.61%             | 2055-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $100953.79    | 0.01%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                                                                  | Frontier North Inc                                                              | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $21673.08     | 0.00%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      808000 | PA      | $788896.17    | 0.09%             | 2029-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1899000 | PA      | $1896496.66   | 0.22%             | 2038-09-10      | Variable      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      458000 | PA      | $434831.45    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $1271543.36   | 0.15%             | 2028-10-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1108000 | PA      | $1147947.20   | 0.13%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                                                                                    | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1125613.84   | 0.13%             | 2028-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      186000 | PA      | $190063.78    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                           | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      203000 | PA      | $202105.19    | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                           | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      203000 | PA      | $202328.27    | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      650000 | PA      | $679013.83    | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      320000 | PA      | $318646.68    | 0.04%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $147497.86    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      610000 | PA      | $633499.24    | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      510000 | PA      | $506379.80    | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      490000 | PA      | $451070.28    | 0.05%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                       | CUSIP: 393505B27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290932 | PA      | $293686.71    | 0.03%             | 2028-12-01      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                 | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325000 | PA      | $314987.17    | 0.04%             | 2031-08-21      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                              | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1170000 | PA      | $45.70        | 0.00%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      585000 | PA      | $552597.18    | 0.06%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      530000 | PA      | $556275.82    | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1018000 | PA      | $1049387.45   | 0.12%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| HNI CORP                                                                                            | HNI Corp                                                                        | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |      193000 | PA      | $189126.27    | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      669000 | PA      | $746588.97    | 0.09%             | 2032-05-17      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $634273.04    | 0.07%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $335275.74    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      425000 | PA      | $421785.75    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      440000 | PA      | $408113.11    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     1064000 | PA      | $1053935.17   | 0.12%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      906000 | PA      | $782810.72    | 0.09%             | 2048-12-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      785000 | PA      | $554518.97    | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2022-1 Ltd                                                              | CUSIP: 43730GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1430000 | PA      | $1608246.45   | 0.18%             | 2034-10-25      | Floating      | 12.87%                | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      395000 | PA      | $391290.62    | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      300000 | PA      | $254529.34    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      319000 | PA      | $276410.43    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       36000 | PA      | $34388.92     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      257000 | PA      | $237687.08    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      107000 | PA      | $90843.48     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       99000 | PA      | $97535.72     | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1090232.03   | 0.12%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      328000 | PA      | $313763.42    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      150000 | PA      | $126490.68    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      105000 | PA      | $95392.70     | 0.01%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971000 | PA      | $1005530.59   | 0.12%             | 2040-01-13      | Variable      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      565000 | PA      | $566507.33    | 0.06%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      520000 | PA      | $504256.98    | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $343453.32    | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |      599000 | PA      | $593568.82    | 0.07%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1299000 | PA      | $1273457.87   | 0.15%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      740000 | PA      | $756215.50    | 0.09%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                                            | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496671.43    | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      892000 | PA      | $877733.51    | 0.10%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AB6<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      524000 | PA      | $416524.89    | 0.05%             | 2048-01-14      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     1159000 | PA      | $1129751.80   | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      265000 | PA      | $173844.78    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1442000 | PA      | $1383368.35   | 0.16%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      685000 | PA      | $617834.85    | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      510000 | PA      | $532836.17    | 0.06%             | 2033-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      325000 | PA      | $320032.71    | 0.04%             | 2053-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      519000 | PA      | $525778.05    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                 | CUSIP: 46592ABH6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      105033 | PA      | $95236.77     | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-8                                                 | CUSIP: 46592TAN3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2217937 | PA      | $2070816.40   | 0.24%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-12                                                | CUSIP: 46592WAF3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      603606 | PA      | $546737.47    | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-HE2                                               | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     1044649 | PA      | $1043067.38   | 0.12%             | 2054-10-20      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAA8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     2361469 | PA      | $2358188.86   | 0.27%             | 2055-07-20      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAB6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2201943.26   | 0.25%             | 2055-07-20      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2025-HE2                                             | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-O            | CORP              | US        |     2118979 | PA      | $2115750.25   | 0.24%             | 2055-11-20      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES5                                       | CUSIP: 46594DAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      962928 | PA      | $966664.98    | 0.11%             | 2056-02-25      | Variable      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1982525 | PA      | $1995505.07   | 0.23%             | 2055-06-25      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      540000 | PA      | $538724.09    | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| JABIL INC                                                                                           | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      510000 | PA      | $494470.41    | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      630000 | PA      | $575907.21    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      685000 | PA      | $702435.33    | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      600000 | PA      | $627655.32    | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279066.53    | 0.03%             | 2031-10-22      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      680000 | PA      | $675633.25    | 0.08%             | 2036-10-22      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TAC0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       58164 | PA      | $52756.52     | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                 | CUSIP: 46653PAM9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2603528 | PA      | $2429431.94   | 0.28%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-3                                                 | CUSIP: 46654UAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2306883 | PA      | $2059716.76   | 0.24%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                               | CUSIP: 46654WAH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2269584 | PA      | $2030360.65   | 0.23%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2022-2                                                 | CUSIP: 46655DAE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1026783 | PA      | $919653.96    | 0.11%             | 2052-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1064017 | PA      | $966545.29    | 0.11%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-HE3                                        | CUSIP: 46658JAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |      410800 | PA      | $410114.49    | 0.05%             | 2055-02-25      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |      635143 | PA      | $640496.19    | 0.07%             | 2055-05-25      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |      802000 | PA      | $845146.60    | 0.10%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1317000 | PA      | $1301966.17   | 0.15%             | 2029-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KEY BANK NA                                                                                         | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      890000 | PA      | $898658.45    | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                                                                                    | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     1054000 | PA      | $1059392.07   | 0.12%             | 2028-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      725000 | PA      | $686030.41    | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1051668.68   | 0.12%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      339000 | PA      | $297423.08    | 0.03%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      619000 | PA      | $626983.22    | 0.07%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $1011948.02   | 0.12%             | 2040-07-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      670000 | PA      | $639222.11    | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                                                                    | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     5760000 | PA      | $5758951.45   | 0.66%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      375000 | PA      | $397538.92    | 0.05%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     1227000 | PA      | $1269578.78   | 0.15%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1110074.38   | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LYB INT FINANCE III                                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $726043.66    | 0.08%             | 2060-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180743.64    | 0.02%             | 2031-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      530000 | PA      | $527738.91    | 0.06%             | 2036-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      616000 | PA      | $600093.60    | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ENI USA INC                                                                                         | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1009000 | PA      | $1066549.29   | 0.12%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      431000 | PA      | $444963.08    | 0.05%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      234000 | PA      | $231738.86    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1095000 | PA      | $1106944.52   | 0.13%             | 2027-08-07      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1368000 | PA      | $1353323.41   | 0.15%             | 2036-11-04      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |      453000 | PA      | $440188.46    | 0.05%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126932.86    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      583000 | PA      | $632340.18    | 0.07%             | 2029-10-30      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1388800.07   | 0.16%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2118710 | PA      | $2118123.47   | 0.24%             | 2037-02-19      | Floating      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3303552 | PA      | $3304587.12   | 0.38%             | 2037-06-19      | Floating      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1849000 | PA      | $1845674.08   | 0.21%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      976000 | PA      | $956168.13    | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8761000 | PA      | $37636.38     | 0.00%             | 2039-09-13      | Variable      | 0.34%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5418000 | PA      | $6625.67      | 0.00%             | 2039-09-13      | Variable      | 0.05%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2024-FL14 LLC                                                               | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2620000 | PA      | $2626550.26   | 0.30%             | 2039-03-19      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                 | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     2865000 | PA      | $2812763.66   | 0.32%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $136157.06    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $192597.61    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $450880.13    | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $108210.93    | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $54597.81     | 0.01%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $134286.87    | 0.02%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       55000 | PA      | $45388.66     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     1410000 | PA      | $1408877.64   | 0.16%             | 2038-01-25      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                             | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      620000 | PA      | $616715.82    | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      139000 | PA      | $152532.36    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154539.67    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      590000 | PA      | $605891.96    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      460000 | PA      | $459438.57    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      290000 | PA      | $291295.20    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $330461.62    | 0.04%             | 2028-06-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $229847.09    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $247219.43    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1373000 | PA      | $1299501.65   | 0.15%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1298305.68   | 0.15%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      630000 | PA      | $390654.94    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1019639.08   | 0.12%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      151000 | PA      | $135261.24    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      147000 | PA      | $148010.42    | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      781000 | PA      | $781141.65    | 0.09%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                            | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |      725909 | PA      | $737081.96    | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      618000 | PA      | $671344.90    | 0.08%             | 2036-04-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      854000 | PA      | $854255.76    | 0.10%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     1101000 | PA      | $1093858.51   | 0.13%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      835000 | PA      | $873446.20    | 0.10%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                               | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      784000 | PA      | $629760.40    | 0.07%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      405000 | PA      | $369644.22    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $780097.70    | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446372.12    | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $254261.90    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1643773.17   | 0.19%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      225000 | PA      | $204285.62    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      163000 | PA      | $141387.25    | 0.02%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1166580.74   | 0.13%             | 2027-07-06      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| NBK SPC LTD                                                                                         | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      667000 | PA      | $654293.28    | 0.07%             | 2027-09-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      553000 | PA      | $642720.30    | 0.07%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1241000 | PA      | $1198848.76   | 0.14%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      810000 | PA      | $734255.29    | 0.08%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      555000 | PA      | $517085.81    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      469000 | PA      | $490819.21    | 0.06%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      352000 | PA      | $330544.71    | 0.04%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $154603.53    | 0.02%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      627000 | PA      | $608388.98    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      978000 | PA      | $958885.97    | 0.11%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      298000 | PA      | $293384.56    | 0.03%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       38000 | PA      | $35844.92     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      679000 | PA      | $686549.58    | 0.08%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     1157000 | PA      | $1156380.89   | 0.13%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      528000 | PA      | $546568.63    | 0.06%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      327000 | PA      | $245736.32    | 0.03%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68576.32     | 0.01%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      354000 | PA      | $328193.00    | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NUVEEN LLC                                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $294985.17    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2021-22 Ltd                                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1602337.60   | 0.18%             | 2037-10-20      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2025-45 Ltd                                                             | CUSIP: 67126BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1300235.30   | 0.15%             | 2038-10-15      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       50617 | PA      | $50669.72     | 0.01%             | 2033-10-25      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1051512.84   | 0.12%             | 2029-02-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196392.65    | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                                                                               | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      750000 | PA      | $537156.68    | 0.06%             | 2050-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION INSURC INC                                                                            | Constellation Insurance Inc                                                     | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |      195000 | PA      | $196350.93    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      856000 | PA      | $828198.40    | 0.09%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      310000 | PA      | $289742.57    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $1121622.26   | 0.13%             | 2028-07-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      355000 | PA      | $380001.23    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      470000 | PA      | $488327.89    | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ONESKY CLASS A LOAN TRU                                                                             | OneSky Class A Loan Trust 2021-1                                                | CUSIP: 68278AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1829132 | PA      | $1766940.36   | 0.20%             | 2029-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      323000 | PA      | $335994.33    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $930385.64    | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      215000 | PA      | $141500.87    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1286703.23   | 0.15%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      630000 | PA      | $564782.07    | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      340000 | PA      | $326382.69    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      651000 | PA      | $577926.00    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                                      | Option One Mortgage Loan Trust 2007-FXD1                                        | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170308 | PA      | $167854.09    | 0.02%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      994000 | PA      | $938996.54    | 0.11%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $226663.05    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1894268 | PA      | $1897802.25   | 0.22%             | 2030-05-25      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-4 LLC                                                                 | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2028566 | PA      | $2032414.18   | 0.23%             | 2030-06-25      | Variable      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF4 LLC                                                              | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3408711 | PA      | $3383311.00   | 0.39%             | 2055-08-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1630361 | PA      | $1634398.01   | 0.19%             | 2030-08-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF3 LLC                                                              | CUSIP: 69392PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1092677.19   | 0.13%             | 2055-07-25      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1038797 | PA      | $1040470.03   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1314153.67   | 0.15%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      290000 | PA      | $281701.41    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      166000 | PA      | $169246.81    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PEACHTREE FUND TRUST II                                                                             | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $347511.24    | 0.04%             | 2035-05-15      | Fixed         | 6.01%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $544076.49    | 0.06%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2891000 | PA      | $2882541.77   | 0.33%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      746000 | PA      | $802422.43    | 0.09%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      476000 | PA      | $460587.60    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      540000 | PA      | $546079.75    | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      330000 | PA      | $242540.31    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1149000 | PA      | $1282305.39   | 0.15%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1100441.15   | 0.13%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                                                            | Port of Newcastle Investments Financing Pty Ltd                                 | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |       95000 | PA      | $97975.72     | 0.01%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      391000 | PA      | $346613.61    | 0.04%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      710000 | PA      | $474545.80    | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORP                                                                                | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      640000 | PA      | $647623.62    | 0.07%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1532294 | PA      | $1519866.58   | 0.17%             | 2064-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1023000 | PA      | $1012088.58   | 0.12%             | 2047-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      807281 | PA      | $807697.10    | 0.09%             | 2029-11-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      865000 | PA      | $903380.14    | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES2                                                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      436359 | PA      | $439521.82    | 0.05%             | 2043-09-25      | Variable      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | Rckt Mortgage Trust 2025-CES4                                                   | CUSIP: 74937YAA6<br>LEI: 254900VY2F6O6C6XTD40 | Long             | ABS-MBS          | CORP              | US        |     2449908 | PA      | $2483531.53   | 0.28%             | 2055-04-25      | Variable      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      655674 | PA      | $660930.29    | 0.08%             | 2044-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      987818 | PA      | $997895.85    | 0.11%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      853129 | PA      | $855180.59    | 0.10%             | 2044-09-25      | Variable      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      729479 | PA      | $735460.58    | 0.08%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2678594 | PA      | $2701645.47   | 0.31%             | 2044-12-25      | Variable      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      772108 | PA      | $783363.46    | 0.09%             | 2044-05-25      | Variable      | 6.59%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |     2885247 | PA      | $2909283.00   | 0.33%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1104000 | PA      | $1129581.85   | 0.13%             | 2041-03-11      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3048000 | PA      | $3117111.85   | 0.36%             | 2041-03-11      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2385000 | PA      | $2425909.24   | 0.28%             | 2041-03-11      | Variable      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     1101038 | PA      | $1112629.32   | 0.13%             | 2031-11-25      | Floating      | 7.57%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2023-1 Ltd                                                            | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |      355448 | PA      | $356433.50    | 0.04%             | 2033-07-25      | Floating      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      605000 | PA      | $601815.31    | 0.07%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      513000 | PA      | $502738.17    | 0.06%             | 2055-09-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      540000 | PA      | $484532.31    | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                                          | Regatta XXVII Funding Ltd                                                       | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1002155.00   | 0.11%             | 2037-04-26      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      633000 | PA      | $627113.60    | 0.07%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                           | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |      710000 | PA      | $714783.77    | 0.08%             | 2080-09-24      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      340000 | PA      | $348529.14    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247000 | PA      | $218539.01    | 0.03%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $98366.42     | 0.01%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |    66605086 | NS      | $66605086.27  | 7.63%             |  |  |  | No            | N/A                | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       99000 | PA      | $107899.66    | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196397.90    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99745.05     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98403.02     | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      439000 | PA      | $438497.58    | 0.05%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $280249.38    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      535000 | PA      | $539208.30    | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      510000 | PA      | $538596.17    | 0.06%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     1382000 | PA      | $1321189.28   | 0.15%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      102000 | PA      | $107717.07    | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       87000 | PA      | $85984.72     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      535000 | PA      | $515282.56    | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      360000 | PA      | $182490.05    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $82073.65     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                                            | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      655000 | PA      | $676137.57    | 0.08%             | 2034-04-03      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |      445000 | PA      | $406960.79    | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217019.03    | 0.02%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                               | CUSIP: 79581UAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      599706 | PA      | $621665.50    | 0.07%             | 2053-11-25      | Variable      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                               | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1054106 | PA      | $1088118.56   | 0.12%             | 2053-08-25      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                               | CUSIP: 79582MAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     1930545 | PA      | $1977057.52   | 0.23%             | 2054-04-25      | Variable      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                                             | Sammons Financial Group Inc                                                     | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      605000 | PA      | $604829.49    | 0.07%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC4                               | CUSIP: 79589VAN4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     2453456 | PA      | $2460001.03   | 0.28%             | 2055-06-25      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180538.17    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      574000 | PA      | $598280.72    | 0.07%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                                                                  | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      670000 | PA      | $666916.77    | 0.08%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      191000 | PA      | $187151.13    | 0.02%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      174000 | PA      | $183173.35    | 0.02%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      573000 | PA      | $562555.69    | 0.06%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      695000 | PA      | $684016.61    | 0.08%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |      210000 | PA      | $202664.43    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |       52269 | PA      | $48838.45     | 0.01%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      950000 | PA      | $654960.61    | 0.08%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      265000 | PA      | $254056.86    | 0.03%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      846000 | PA      | $886639.76    | 0.10%             | 2028-08-14      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      848000 | PA      | $858887.13    | 0.10%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      520000 | PA      | $478761.60    | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      598000 | PA      | $541328.29    | 0.06%             | 2032-06-09      | Fixed         | 2.89%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      747000 | PA      | $770613.99    | 0.09%             | 2030-01-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      932000 | PA      | $845946.84    | 0.10%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      603000 | PA      | $612545.69    | 0.07%             | 2027-08-01      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      430000 | PA      | $420808.06    | 0.05%             | 2035-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                                                                  | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      673000 | PA      | $664808.24    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1252549.88   | 0.14%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      195000 | PA      | $205487.73    | 0.02%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      749000 | PA      | $770875.04    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1039823.05   | 0.12%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      612000 | PA      | $609476.85    | 0.07%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      472000 | PA      | $478416.90    | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |      555000 | PA      | $565994.84    | 0.06%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      557000 | PA      | $577947.49    | 0.07%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                                           | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1633000 | PA      | $1633242.42   | 0.19%             | 2039-12-15      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      505000 | PA      | $503380.28    | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      575000 | PA      | $384355.23    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      138000 | PA      | $134556.61    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      560000 | PA      | $530342.56    | 0.06%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      375000 | PA      | $382046.90    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      613000 | PA      | $649119.27    | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      726000 | PA      | $764313.29    | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      104000 | PA      | $109422.64    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      355000 | PA      | $364623.35    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      134000 | PA      | $145414.62    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      172000 | PA      | $190762.22    | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      480000 | PA      | $479835.48    | 0.05%             | 2056-06-09      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      171000 | PA      | $186606.79    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                                              | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      608000 | PA      | $715011.37    | 0.08%             | 2037-04-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| TESCO PLC                                                                                           | Tesco PLC                                                                       | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |      623000 | PA      | $649332.96    | 0.07%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |      854000 | PA      | $844398.23    | 0.10%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     1581000 | PA      | $1589752.98   | 0.18%             | 2049-08-20      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      677000 | PA      | $593859.60    | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $104290.97    | 0.01%             | 2045-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |      359000 | PA      | $344275.28    | 0.04%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176452 | PA      | $177371.81    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2023-CES1                                             | CUSIP: 89181XAM3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1069497 | PA      | $1073775.18   | 0.12%             | 2063-07-25      | Variable      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      755366 | PA      | $763424.74    | 0.09%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      182000 | PA      | $182228.08    | 0.02%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $424644.45    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      118000 | PA      | $111848.01    | 0.01%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      329000 | PA      | $282770.80    | 0.03%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |      737000 | PA      | $747383.15    | 0.09%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      475000 | PA      | $451120.20    | 0.05%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      505000 | PA      | $512872.61    | 0.06%             | 2029-01-26      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                              | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $527162.59    | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1242000 | PA      | $1245025.86   | 0.14%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $537204.41    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      195000 | PA      | $193873.07    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      491000 | PA      | $525852.16    | 0.06%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                                            | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1912894 | PA      | $1875565.39   | 0.21%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                                            | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      496595 | PA      | $454313.25    | 0.05%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      635000 | PA      | $631497.63    | 0.07%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                                             | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1266975 | PA      | $1322675.95   | 0.15%             | 2036-01-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1698000 | PA      | $1682192.63   | 0.19%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      310000 | PA      | $305596.75    | 0.03%             | 2035-09-22      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       97000 | PA      | $96212.81     | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1037675.25   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $448751.34    | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    48300000 | PA      | $48035845.85  | 5.50%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1538000 | PA      | $1605888.29   | 0.18%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      575000 | PA      | $593417.97    | 0.07%             | 2036-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      490000 | PA      | $405551.56    | 0.05%             | 2041-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $846140.63    | 0.10%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      538000 | PA      | $435695.94    | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      764000 | PA      | $593651.88    | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      299000 | PA      | $224577.03    | 0.03%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      848000 | PA      | $637457.50    | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      133000 | PA      | $94824.84     | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      472000 | PA      | $351713.75    | 0.04%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      593000 | PA      | $451143.28    | 0.05%             | 2048-05-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      549000 | PA      | $434996.72    | 0.05%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      183000 | PA      | $131531.25    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      429000 | PA      | $205718.91    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      979000 | PA      | $622123.91    | 0.07%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      631000 | PA      | $410150.00    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      850000 | PA      | $536695.31    | 0.06%             | 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        |      581000 | PA      | $333530.31    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      568000 | PA      | $314618.75    | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      445000 | PA      | $386593.75    | 0.04%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      415000 | PA      | $375899.22    | 0.04%             | 2054-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      460000 | PA      | $443828.13    | 0.05%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      593000 | PA      | $581881.25    | 0.07%             | 2044-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $482656.25    | 0.06%             | 2055-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      575000 | PA      | $566285.16    | 0.06%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      683000 | PA      | $672968.44    | 0.08%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      676000 | PA      | $652656.88    | 0.07%             | 2055-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2074000 | PA      | $2042727.98   | 0.23%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1298000 | PA      | $1279544.06   | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      369000 | PA      | $364848.75    | 0.04%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1950000 | PA      | $1875199.23   | 0.21%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1490000 | PA      | $1467358.99   | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      691000 | PA      | $645329.22    | 0.07%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1577000 | PA      | $1502154.10   | 0.17%             | 2027-07-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2294000 | PA      | $1996317.67   | 0.23%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1915000 | PA      | $1823439.06   | 0.21%             | 2027-08-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1017000 | PA      | $889080.47    | 0.10%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1272000 | PA      | $1202636.25   | 0.14%             | 2028-01-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      960000 | PA      | $845250.00    | 0.10%             | 2031-02-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      925000 | PA      | $806050.78    | 0.09%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1097000 | PA      | $978729.69    | 0.11%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1815000 | PA      | $1692487.50   | 0.19%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2071000 | PA      | $2098343.68   | 0.24%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      444000 | PA      | $427072.50    | 0.05%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $297703.13    | 0.03%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1385000 | PA      | $1430878.13   | 0.16%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      865000 | PA      | $862837.50    | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1698050.79   | 0.19%             | 2029-03-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      620000 | PA      | $634143.75    | 0.07%             | 2034-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1376000 | PA      | $1355575.00   | 0.16%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1229000 | PA      | $1261933.37   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $2232484.39   | 0.26%             | 2028-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2019000 | PA      | $2064112.03   | 0.24%             | 2030-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      225000 | PA      | $233718.75    | 0.03%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1095000 | PA      | $1092604.69   | 0.13%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2300000 | PA      | $2294250.00   | 0.26%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $986406.25    | 0.11%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2750000 | PA      | $2719921.88   | 0.31%             | 2032-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      185000 | PA      | $183193.36    | 0.02%             | 2030-11-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $190352.14    | 0.02%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      980000 | PA      | $983140.38    | 0.11%             | 2028-11-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $851786.53    | 0.10%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $888520.65    | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414123.87    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      170000 | PA      | $137024.56    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      550000 | PA      | $445515.91    | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                     | UPM-Kymmene Oyj                                                                 | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |      699000 | PA      | $739382.05    | 0.08%             | 2027-11-26      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      466000 | PA      | $445563.08    | 0.05%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1460000 | PA      | $1477303.25   | 0.17%             | 2044-07-13      | Variable      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2824000 | PA      | $2874758.12   | 0.33%             | 2044-07-13      | Variable      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| VALERO ENERGY CORP                                                                                  | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15072.69     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |      209000 | PA      | $195558.72    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      788000 | PA      | $834279.74    | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      268000 | PA      | $306772.87    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      554000 | PA      | $519460.94    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1148636.47   | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346018.45    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                                                                                       | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      478000 | PA      | $465152.69    | 0.05%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                                            | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      215000 | PA      | $208818.37    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2487000 | PA      | $2469008.74   | 0.28%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| VMWARE LLC                                                                                          | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      929000 | PA      | $878741.32    | 0.10%             | 2028-08-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      699000 | PA      | $739282.92    | 0.08%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |       45000 | PA      | $44483.06     | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      279000 | PA      | $253605.44    | 0.03%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      944000 | PA      | $892480.32    | 0.10%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2018-4 Ltd                                                             | CUSIP: 92917WBL1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001944.00   | 0.11%             | 2037-10-15      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1187542.44   | 0.14%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | CUSIP: 93934FGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      298095 | PA      | $246334.01    | 0.03%             | 2035-11-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $582630.36    | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1246299.77   | 0.14%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Wellesley Park CLO LTD                                                                              | Wellesley Park CLO Ltd                                                          | CUSIP: 94949AAG9<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1900324.90   | 0.22%             | 2039-01-24      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1423942.34   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      650000 | PA      | $669400.08    | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-3 Trust                             | CUSIP: 95002TAA2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      732611 | PA      | $631025.46    | 0.07%             | 2050-06-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                            | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      202000 | PA      | $194607.43    | 0.02%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      764000 | PA      | $730654.91    | 0.08%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      572000 | PA      | $574086.30    | 0.07%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      662000 | PA      | $696908.63    | 0.08%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      640000 | PA      | $648046.39    | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      104000 | PA      | $94338.59     | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      243000 | PA      | $225666.55    | 0.03%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      282000 | PA      | $261775.12    | 0.03%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Winwater Mortgage Loan Trust                                                                        | WinWater Mortgage Loan Trust 2014-1                                             | CUSIP: 97652PAA9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-MBS          | CORP              | US        |       77167 | PA      | $74357.23     | 0.01%             | 2044-06-20      | Variable      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      275000 | PA      | $279134.66    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      514000 | PA      | $518000.30    | 0.06%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       16000 | PA      | $17613.77     | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      311000 | PA      | $301497.62    | 0.03%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      366000 | PA      | $344521.69    | 0.04%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   173264044 | PA      | $1381574.80   | 0.16%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1011000 | PA      | $830702.89    | 0.10%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HK GOVT BOND PROGRAMME                                                                              | Hong Kong Government Bond Programme                                             | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |     1200000 | PA      | $154143.42    | 0.02%             | 2026-01-21      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1135000 | PA      | $1341041.45   | 0.15%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      424000 | PA      | $392075.39    | 0.04%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                             | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      393000 | PA      | $392292.60    | 0.04%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| New Zealand Government Bonds                                                                        | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6609000 | PA      | $3366552.18   | 0.39%             | 2031-05-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      327000 | PA      | $349231.58    | 0.04%             | 2030-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      104000 | PA      | $78383.86     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   369850000 | PA      | $1018456.97   | 0.12%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1651000 | PA      | $1276843.13   | 0.15%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      124000 | PA      | $96563.08     | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      243000 | PA      | $228481.72    | 0.03%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1465000 | PA      | $1134699.72   | 0.13%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1038000 | PA      | $1045710.72   | 0.12%             | 2032-02-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15397600000 | PA      | $4126792.56   | 0.47%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   138350000 | PA      | $632608.55    | 0.07%             | 2053-09-20      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   401050000 | PA      | $1738873.33   | 0.20%             | 2053-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      975000 | PA      | $1153466.19   | 0.13%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      708000 | PA      | $823646.29    | 0.09%             | 2036-02-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| New Zealand Government Bonds                                                                        | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     3188000 | PA      | $1848559.65   | 0.21%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     3270000 | PA      | $4503795.99   | 0.52%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   364950000 | PA      | $1786843.10   | 0.20%             | 2054-09-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2821000 | PA      | $3230766.88   | 0.37%             | 2035-02-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    78500000 | PA      | $402307.49    | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      494000 | PA      | $588119.15    | 0.07%             | 2037-05-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   222986874 | PA      | $1788666.48   | 0.20%             | 2038-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 16311900000 | PA      | $4079119.28   | 0.47%             | 2029-08-22      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     2902000 | PA      | $3434474.59   | 0.39%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                                             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    40400000 | PA      | $2078858.48   | 0.24%             | 2036-02-21      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1621300000 | PA      | $399112.54    | 0.05%             | 2035-01-24      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      860000 | PA      | $1006972.93   | 0.12%             | 2034-03-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      530000 | PA      | $619523.71    | 0.07%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Apna Park CLO DAC                                                                                   | Apna Park Clo DAC                                                               | CUSIP: 000000000<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |     5900000 | PA      | $6937805.48   | 0.79%             | 2038-12-15      | Floating      | 3.37%                 | Yes           | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  1337000000 | PA      | $8531739.79   | 0.98%             | 2026-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  2492000000 | PA      | $15886818.18  | 1.82%             | 2026-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         106 | NC      | $-6043.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | BP CURRENCY FUT MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -9 | NC      | $-6736.53     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | CHF CURRENCY FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -41 | NC      | $-62151.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | JPN YEN CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -27 | NC      | $9493.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | EURO FX CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          35 | NC      | $36718.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          -8 | NC      | $3104.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -22 | NC      | $12902.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -31 | NC      | $5066.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -175 | NC      | $236054.39    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND MAR26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $23424.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         386 | NC      | $-481305.42   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         281 | NC      | $-239311.96   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -179 | NC      | $482.47       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         349 | NC      | $-716602.61   | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         585 | NC      | $-220571.14   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -34 | NC      | $5024.08      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         444 | NC      | $-56483.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -230 | NC      | $22641.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1033 | NC      | $-493142.35   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -259 | NC      | $238469.18    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         116 | NC      | $60874.41     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         390 | NC      | $95465.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -45 | NC      | $292003.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWEDISH KRONA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -10 | NC      | $-24100.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NZD FUT MAR26                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          76 | NC      | $-25910.91    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NORWEGIAN KRONE MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          11 | NC      | $14262.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3905000 | PA      | $1332787.54   | 0.15%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1597858 | PA      | $1016200.28   | 0.12%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20670000 | PA      | $1302072.70   | 0.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      698000 | PA      | $389552.52    | 0.04%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $112366.21    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-20

**Name of Applicant:** RUSSELL INVESTMENT FUNDS

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer