# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053241
**Filing Date:** 2026-5
**Character Count:** 819980
**Document Hash:** 3119a495b855f0de5ae0fdfb05ea3af9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053241.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053241

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024811

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Multi-Sector Bond Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| Common Stocks (0.1%) | Shares/ Par <sup>+</sup> | Value<br> $(000's) |  |
|  **Communications (0.0%)** | **Communications (0.0%)** | **Communications (0.0%)** |  |
|  SES SA - Contingent Value Rights \*,Æ | 9447 | 141 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **141** |  |
|  **Consumer, Cyclical (0.0%)** | **Consumer, Cyclical (0.0%)** | **Consumer, Cyclical (0.0%)** |  |
|  Spirit Airlines, Inc. \* | 11548 | 3 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **3** |  |
|  **Financials (0.1%)** | **Financials (0.1%)** | **Financials (0.1%)** |  |
|  ADLER Group SA \*,Æ | 1562614 |  |  |
|  DrillCo Holding Lux SA - Class B \*,Æ,d | 2686 | 62 |  |
|  DrillCo Holding Lux SA - Class C \*,Æ,d | 24180 | 556 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **618** |  |
|  **Health Care (0.0%)** | **Health Care (0.0%)** | **Health Care (0.0%)** |  |
|  AmSurg Corp. \*,Æ,d | 9484 | 417 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **417** |  |
|  **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** |  |
|  Corestate Capital Holding SA \*,Æ,d | 421967 |  | π |
|  Kaisa Group Holdings, Ltd. \* | 3473633 | 41 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **41** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks (Cost: $1,106)** |  | **1220** |  |
| Corporate Bonds (37.2%) |  |  |  |
|  **Basic Materials (0.9%)** | **Basic Materials (0.9%)** | **Basic Materials (0.9%)** |  |
|  ALROSA Finance SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.100%, 6/25/27 144A Æ,j | 8500000 | 425 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 4/9/24 144A Æ,j | 500000 | 25 |  |
|  Carpenter Technology Corp.<br>5.625%, 3/1/34 144A | 1300000 | 1288 |  |
|  Celanese US Holdings LLC<br>6.879%, 7/15/32 | 500000 | 522 |  |
|  Cerdia Finanz GmbH<br>9.375%, 10/3/31 144A | 1300000 | 1288 |  |
|  Ingevity Corp.<br>3.875%, 11/1/28 144A | 675000 | 648 |  |
|  MMK International Capital DAC<br>4.375%, 6/13/24 144A Æ,j | 1400000 | 70 |  |
|  OCP SA<br>6.700%, 3/1/36 144A | 1325000 | 1358 |  |
|  Olympus Water US Holding Corp.<br>4.250%, 10/1/28 144A | 1200000 | 1146 |  |
|  Sasol Financing USA LLC<br>6.500%, 9/27/28 | 2000000 | 2019 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 4/10/33 144A | 1600000 | 1600 |  |
|  Vedanta Resources Finance II PLC<br>9.125%, 10/15/32 144A | 1200000 | 1207 |  |
|  W.R. Grace Holdings LLC<br>7.000%, 8/1/33 144A | 800000 | 777 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **12373** |  |
|  **Communications (4.2%)** | **Communications (4.2%)** | **Communications (4.2%)** |  |
|  Altice France SA<br>9.500%, 11/1/29 144A | 1067074 | 1078 |  |
|  AT&T, Inc.<br>3.500%, 9/15/53 | 237000 | 155 |  |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/Par <sup>+</sup> | Value<br> $(000's) |
|  **Communications continued** | **Communications continued** | **Communications continued** |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 9/15/59 | 4663000 | 3022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.800%, 12/1/57 | 115000 | 78 |
|  Beignet Investor LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.581%, 5/30/49 144A | 3470000 | 3568 |
|  CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 2/1/31 144A | 2500000 | 2279 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/33 144A | 800000 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 2/1/33 144A ß | 1600000 | 1604 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.700%, 4/1/51 | 300000 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 4/1/61 | 1800000 | 1051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 3/15/28 | 1700000 | 1685 |
|  Cogent Communications Group, Inc. / Cogent Communications Finance, Inc. 6.500%, 7/1/32 144A ß | 1200000 | 1046 |
|  EchoStar Corp.<br>10.750%, 11/30/29 | 700000 | 756 |
|  Gray Media, Inc.<br>9.625%, 7/15/32 144A | 1200000 | 1200 |
|  ION Platform Finance US, Inc. / ION Platform Finance SARL<br>8.750%, 5/1/29 144A | 1100000 | 1023 |
|  Level 3 Financing, Inc.<br>7.000%, 3/31/34 144A | 1100000 | 1126 |
|  Neptune Bidco US, Inc.<br>9.500%, 2/15/33 144A | 900000 | 873 |
|  Nexstar Media, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 9/15/33 144A | 1025000 | 1033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 4/15/34 144A | 500000 | 501 |
|  NTT Finance Corp.<br>4.620%, 7/16/28 144A | 1200000 | 1205 |
|  Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.600%, 1/15/45 | 2200000 | 1314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 8/15/44 | 400000 | 249 |
|  Sirius XM Radio LLC<br>4.000%, 7/15/28 144A | 400000 | 386 |
|  Snap, Inc.<br>6.875%, 3/15/34 144A | 2500000 | 2351 |
|  Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC<br>5.152%, 3/20/28 144A | 520000 | 523 |
|  Sunrise FinCo I BV<br>4.875%, 7/15/31 144A | 725000 | 690 |
|  SV RNO Property Owner 1 LLC<br>5.875%, 3/1/31 144A | 1400000 | 1384 |
|  T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.700%, 1/15/35 | 2000000 | 1934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 7/15/33 | 750000 | 755 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 1/15/53 | 1000000 | 946 |
|  Uber Technologies, Inc.<br>4.800%, 9/15/34 | 1100000 | 1077 |
|  Univision Communications, Inc.<br>9.375%, 8/1/32 144A | 1200000 | 1237 |

---

**1** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/Par <sup>+</sup> | Value<br> $(000's) |
|  **Communications continued** | **Communications continued** | **Communications continued** |
|  Verizon Communications, Inc.<br>2.355%, 3/15/32 | 2725000 | 2378 |
|  Virgin Media Secured Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 8/15/30 GBP §,∞ | 1200000 | 1376 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 1/15/30 GBP §,∞ | 3200000 | 3743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/15/30 144A | 800000 | 709 |
|  VMED O2 UK Financing I PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/31/29 GBP §,∞ | 3100000 | 3839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 7/15/31 GBP §,∞ | 400000 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 7/15/31 144A | 1100000 | 946 |
|  Vodafone Group PLC 7.000%, (USD 5 Year Swap Rate plus 4.873%), 4/4/79 α | 1700000 | 1749 |
|  VZ Secured Financing BV<br>7.500%, 1/15/33 144A | 4600000 | 4336 |
|  Windstream Services LLC / Windstream Escrow Finance Corp. 8.250%, 10/1/31 144A | 1000000 | 1045 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **57576** |
|  **Consumer, Cyclical (3.9%)** | **Consumer, Cyclical (3.9%)** | **Consumer, Cyclical (3.9%)** |
|  1011778 BC ULC / New Red Finance, Inc.<br>5.625%, 9/15/29 144A | 1500000 | 1503 |
|  Advance Auto Parts, Inc.<br>7.000%, 8/1/30 144A | 1600000 | 1621 |
|  Air Canada Pass-Through Trust, Series 2020-2, Class A<br>5.250%, 10/1/30 144A | 421746 | 427 |
|  Alaska Airlines Pass-Through Trust, Series 2020-1, Class A<br>4.800%, 2/15/29 144A | 113773 | 114 |
|  Allwyn Entertainment Financing UK PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 8/15/31 144A EUR ∞,ß | 900000 | 997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 4/30/29 144A | 809000 | 827 |
|  American Airlines Pass-Through Trust, Series 2014-1, Class A<br>3.700%, 4/1/28 | 131739 | 131 |
|  American Airlines Pass-Through Trust, Series 2015-1, Class A<br>3.375%, 11/1/28 | 237043 | 234 |
|  American Airlines Pass-Through Trust, Series 2016-1, Class AA<br>3.575%, 7/15/29 | 603020 | 595 |
|  American Airlines Pass-Through Trust, Series 2017-2, Class AA<br>3.350%, 4/15/31 | 653492 | 632 |
|  British Airways Pass-Through Trust, Series 2021-1, Class A<br>2.900%, 9/15/36 144A | 312849 | 287 |
|  Carnival Corp.<br>4.000%, 8/1/28 144A | 3300000 | 3222 |
|  Carvana Co.<br>9.000%, 6/1/30 144A | 1225000 | 1274 |
|  Cirsa Finance International SARL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 10/15/31 EUR §,∞ | 600000 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, (EURIBOR 3 Month ACT/360 plus 3.000%), 10/15/32 EUR §,∞ | 800000 | 920 |
|  Cyprium Corp. / Cyprium Holdings Luxembourg SARL<br>6.125%, 4/15/31 144A | 1400000 | 1380 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer, Cyclical continued** | **Consumer, Cyclical continued** | **Consumer, Cyclical continued** |
|  Discovery Global Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.279%, 3/15/32 ß | 800000 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 3/15/42 | 1600000 | 1054 |
|  Flutter Treasury DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 6/4/31 144A | 1100000 | 1090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 4/29/29 144A | 1200000 | 1222 |
|  Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.625%, 6/17/31 | 2400000 | 2163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.815%, 11/2/27 | 300000 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.200%, 6/10/30 | 25000 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 11/4/27 | 50000 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.350%, 3/6/30 | 25000 | 26 |
|  Hilton Domestic Operating Co., Inc.<br>3.625%, 2/15/32 144A | 2300000 | 2090 |
|  IHO Verwaltungs GmbH<br>6.375%, 5/15/29 144A | 1800000 | 1799 |
|  Intralot Capital Luxembourg SA<br>6.750%, 10/15/31 EUR §,∞,ß | 1400000 | 1546 |
|  JetBlue Airways Corp.<br>4.000%, 5/15/34 | 605534 | 574 |
|  JetBlue Airways Corp. / JetBlue Loyalty LP<br>9.875%, 9/20/31 144A | 600000 | 567 |
|  John Lewis PLC<br>4.250%, 12/18/34 GBP §,∞ | 1200000 | 1316 |
|  Las Vegas Sands Corp.<br>3.900%, 8/8/29 | 100000 | 96 |
|  Lithia Motors, Inc.<br>5.500%, 10/1/30 144A | 1100000 | 1078 |
|  Marriott International, Inc.<br>5.500%, 4/15/37 | 1400000 | 1394 |
|  Michaels Stores, Inc.<br>8.500%, 3/15/33 144A | 500000 | 487 |
|  Mitchells & Butlers Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.302%, (SONIO plus 0.569%), 12/15/30 GBP §,∞ | 451748 | 582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.357%, (US SOFR plus 0.712%), 12/15/30 § | 82136 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.469%, 9/15/32 GBP §,∞ | 200000 | 265 |
|  Nissan Motor Co., Ltd.<br>4.345%, 9/17/27 144A | 3500000 | 3403 |
|  Qnity Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 8/15/32 144A | 300000 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 8/15/33 144A | 400000 | 404 |
|  QXO Building Products, Inc.<br>6.750%, 4/30/32 144A | 1300000 | 1326 |
|  Renault SA<br>2.375%, 5/25/26 EUR §,∞ | 1200000 | 1384 |
|  Sands China, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.300%, 3/8/27 | 400000 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 8/8/31 | 1100000 | 995 |
|  Spirit Airlines Pass-Through Trust, Series 2015-1, Class A 4.100%, 10/1/29 | 1259988 | 1237 |
|  United Airlines Pass-Through Trust, Series 2014-1, Class A 4.000%, 10/11/27 | 428907 | 429 |
|  United Airlines Pass-Through Trust, Series 2019-2, Class A 2.900%, 11/1/29 | 72528 | 70 |

---

**2** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer, Cyclical continued** | **Consumer, Cyclical continued** | **Consumer, Cyclical continued** |
|  United Airlines Pass-Through Trust, Series 2020-1, Class A<br>5.875%, 4/15/29 | 944258 | 960 |
|  United Airlines Pass-Through Trust, Series 2023-1, Class A<br>5.800%, 7/15/37 | 3369324 | 3468 |
|  Viking Cruises, Ltd.<br>9.125%, 7/15/31 144A | 425000 | 448 |
|  Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.<br>6.250%, 3/15/33 144A | 1700000 | 1682 |
|  ZF Finance GmbH<br>3.750%, 9/21/28 EUR §,∞ | 2000000 | 2238 |
|  ZF North America Capital, Inc.<br>7.500%, 3/24/31 144A | 1625000 | 1596 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **53685** |
|  **Consumer, Non-cyclical (3.4%)** | **Consumer, Non-cyclical (3.4%)** | **Consumer, Non-cyclical (3.4%)** |
|  1261229 BC, Ltd.<br>10.000%, 4/15/32 144A | 575000 | 589 |
|  Abertis Infraestructuras SA<br>3.375%, 11/27/26 GBP §,∞ | 600000 | 786 |
|  Amgen, Inc.<br>5.650%, 3/2/53 | 1000000 | 969 |
|  Ashtead Capital, Inc.<br>5.800%, 4/15/34 144A | 1000000 | 1019 |
|  Bacardi, Ltd.<br>4.700%, 5/15/28 144A | 1300000 | 1299 |
|  Bausch & Lomb Corp.<br>8.375%, 10/1/28 144A | 700000 | 723 |
|  Bayer US Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 11/21/26 144A | 2100000 | 2119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 11/21/30 144A | 175000 | 184 |
|  Belron UK Finance PLC<br>5.750%, 10/15/29 144A | 500000 | 503 |
|  Block, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 8/15/30 144A | 900000 | 895 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 5/15/32 | 2700000 | 2725 |
|  Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 3/1/31 | 1000000 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 12/15/27 | 109000 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 12/15/29 | 1989000 | 1888 |
|  Cheplapharm Arzneimittel GmbH<br>7.500%, 5/15/30 EUR §,∞ | 600000 | 699 |
|  CHS / Community Health Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 1/15/29 144A | 700000 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.875%, 1/15/32 144A | 260500 | 279 |
|  CommonSpirit Health<br>4.975%, 9/1/35 | 1100000 | 1073 |
|  Constellation Brands, Inc.<br>3.700%, 12/6/26 | 200000 | 199 |
|  CVS Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.704%, 1/10/36 144A | 287076 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.926%, 1/10/34 144A | 458060 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.507%, 1/10/32 144A | 42047 | 44 |
|  DCLI Bidco LLC<br>7.750%, 11/15/29 144A | 550000 | 556 |
|  Flora Food Management BV<br>6.875%, 7/2/29 EUR §,∞ | 1400000 | 1518 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 10/31/30 144A EUR ∞ | 700000 | 801 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer, Non-cyclical continued** | **Consumer, Non-cyclical continued** | **Consumer, Non-cyclical continued** |
|  Froneri Lux FinCo SARL<br>4.750%, 8/1/32 EUR §,∞ | 1200000 | 1310 |
|  Global Medical Response, Inc.<br>7.375%, 10/1/32 144A | 900000 | 935 |
|  HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 3/15/52 | 300000 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.900%, 11/15/35 | 1100000 | 1063 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.200%, 6/1/28 | 1750000 | 1776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/1/30 | 1200000 | 1225 |
|  ION Platform Finance US, Inc.<br>7.875%, 9/30/32 144A â | 1000000 | 774 |
|  IQVIA, Inc.<br>5.700%, 5/15/28 | 1700000 | 1733 |
|  Kraft Heinz Foods Co.<br>4.375%, 6/1/46 | 1500000 | 1173 |
|  LifePoint Health, Inc.<br>11.000%, 10/15/30 144A | 500000 | 538 |
|  Mars, Inc.<br>5.000%, 3/1/32 144A | 800000 | 809 |
|  National Mentor Holdings, Inc.<br>10.500%, 12/15/30 144A | 1500000 | 1548 |
|  Nidda Healthcare Holding GmbH<br>5.625%, 2/21/30 EUR §,∞ | 1300000 | 1500 |
|  Picard Groupe SAS<br>6.375%, 7/1/29 EUR §,∞ | 900000 | 1052 |
|  Post Holdings, Inc.<br>6.500%, 3/15/36 144A | 2700000 | 2644 |
|  Prime Security Services Borrower LLC / Prime Finance, Inc.<br>3.375%, 8/31/27 144A | 1350000 | 1314 |
|  Primo Water Holdings, Inc. / Triton Water Holdings, Inc.<br>6.250%, 4/1/29 144A | 1600000 | 1603 |
|  Sartorius Finance BV<br>4.500%, 9/14/32 EUR §,∞ | 1600000 | 1893 |
|  Star Parent, Inc.<br>9.000%, 10/1/30 144A | 1300000 | 1347 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **45720** |
|  **Energy (7.3%)** | **Energy (7.3%)** | **Energy (7.3%)** |
|  Azule Energy Finance PLC<br>8.250%, 1/22/31 144A | 1300000 | 1309 |
|  Chord Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 10/1/30 144A | 800000 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 3/15/33 144A | 1300000 | 1342 |
|  CQP Holdco LP / BIP-V Chinook Holdco LLC<br>5.500%, 6/15/31 144A | 1000000 | 975 |
|  DT Midstream, Inc.<br>5.800%, 12/15/34 144A | 1400000 | 1437 |
|  Ecopetrol SA<br>4.625%, 11/2/31 | 300000 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 1/19/36 | 500000 | 507 |
|  El Paso Natural Gas Co. LLC<br>8.375%, 6/15/32 | 200000 | 234 |
|  Enbridge, Inc.<br>5.700%, 3/8/33 | 900000 | 932 |
|  Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 5/15/30 | 200000 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 5/15/28 | 625000 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/15/50 | 200000 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 4/15/29 | 100000 | 102 |

---

**3** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Energy continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.050%, 6/1/41 | 100000 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/1/42 | 300000 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 10/15/36 | 500000 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 7/1/38 | 1700000 | 1948 |
|  Eni SpA<br>5.500%, 5/15/34 144A | 1300000 | 1332 |
|  EQT Corp.<br>4.500%, 1/15/29 | 531000 | 530 |
|  Expand Energy Corp.<br>4.750%, 2/1/32 | 1700000 | 1656 |
|  Flex Intermediate Holdco LLC<br>3.363%, 6/30/31 144A | 1400000 | 1275 |
|  Genesis Energy LP / Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 3/15/34 | 1300000 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 1/15/29 | 825000 | 852 |
|  Greensaif Pipelines Bidco SARL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.853%, 2/23/36 144A | 2900000 | 2906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.129%, 2/23/38 § | 1300000 | 1315 |
|  Howard Midstream Energy Partners LLC<br>6.625%, 1/15/34 144A | 1250000 | 1255 |
|  KazMunayGas National Co. JSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 4/24/30 § | 600000 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 4/19/47 § | 527000 | 489 |
|  Kinder Morgan Energy Partners LP<br>6.550%, 9/15/40 | 1682000 | 1800 |
|  Matador Resources Co.<br>6.250%, 4/15/33 144A | 2000000 | 2002 |
|  MPLX LP<br>4.250%, 12/1/27 | 800000 | 798 |
|  NGPL PipeCo LLC<br>7.768%, 12/15/37 144A | 1000000 | 1158 |
|  Noble Finance II LLC<br>8.000%, 4/15/30 144A | 1600000 | 1647 |
|  NuStar Logistics LP<br>5.625%, 4/28/27 | 1400000 | 1403 |
|  ONEOK, Inc.<br>5.050%, 11/1/34 | 975000 | 948 |
|  Orlen SA<br>6.000%, 1/30/35 144A | 600000 | 610 |
|  Permian Resources Operating LLC<br>7.000%, 1/15/32 144A | 925000 | 958 |
|  Pertamina Persero PT<br>6.500%, 11/7/48 144A | 4300000 | 4340 |
|  Petroleos de Venezuela SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 4/12/27 §,j | 6666000 | 2215 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 4/12/37 §,j | 5734000 | 1916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/16/49 §,j | 443000 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 5/17/35 §,j | 16000 | 7 |
|  Petroleos del Peru SA<br>5.625%, 6/19/47 § | 2750000 | 1928 |
|  Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 4/21/27 EUR §,∞ | 466000 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 2/26/29 EUR §,∞ | 3000000 | 3444 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 1/23/46 | 378000 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 1/28/31 | 2400000 | 2295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 2/12/48 | 1700000 | 1301 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 6/15/38 | 2000000 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 2/16/32 | 536000 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 9/21/47 | 6000000 | 4788 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Energy continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.690%, 1/23/50 | 2580000 | 2234 |
|  PRIO Luxembourg Holding SARL<br>6.750%, 10/15/30 144A | 1400000 | 1362 |
|  QatarEnergy LNG S3<br>5.838%, 9/30/27 144A | 682640 | 682 |
|  Rio Oil Finance Trust<br>9.750%, 1/6/27 § | 81777 | 83 |
|  Sabine Pass Liquefaction LLC<br>4.500%, 5/15/30 | 700000 | 695 |
|  Santos Finance, Ltd.<br>3.649%, 4/29/31 144A | 700000 | 655 |
|  Seadrill Finance, Ltd.<br>8.375%, 8/1/30 144A | 1500000 | 1551 |
|  SM Energy Co.<br>9.625%, 6/15/33 144A | 700000 | 773 |
|  Sonangol Finance, Ltd.<br>1.000%, 1/29/31 144A | 1500000 | 1490 |
|  Sunoco LP<br>5.625%, 3/15/31 144A | 1500000 | 1493 |
|  Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.<br>5.500%, 1/15/28 144A | 775000 | 768 |
|  TGS ASA<br>8.500%, 1/15/30 144A | 1000000 | 1045 |
|  Transocean Aquila, Ltd.<br>8.000%, 9/30/28 144A | 676923 | 693 |
|  Valaris, Ltd.<br>8.375%, 4/30/30 144A | 600000 | 622 |
|  Venture Global Calcasieu Pass LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 8/15/29 144A | 2700000 | 2566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 11/1/33 144A | 1600000 | 1418 |
|  Venture Global LNG, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 1/15/30 144A | 2200000 | 2246 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 6/1/31 144A | 1900000 | 1976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 2/1/29 144A | 2300000 | 2487 |
|  Venture Global Plaquemines LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 12/15/30 144A | 1000000 | 1028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 1/15/34 144A | 3200000 | 3336 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 1/15/36 144A | 500000 | 530 |
|  Weatherford International, Ltd.<br>6.750%, 10/15/33 144A | 1600000 | 1635 |
|  Woodside Finance, Ltd.<br>5.100%, 9/12/34 | 2100000 | 2067 |
|  Yinson Boronia Production BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.947%, 7/31/42 144A | 2355791 | 2550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.947%, 7/31/42 § | 582876 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **98770** |
|  **Financial (11.0%)** |  |  |
|  Abu Dhabi Development Holding Co. PJSC<br>5.375%, 5/8/29 144A | 1900000 | 1930 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.650%, 7/21/27 | 500000 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 10/15/27 | 500000 | 501 |
|  Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer<br>7.000%, 1/15/31 144A | 1200000 | 1210 |
|  Ally Financial, Inc.<br>8.000%, 11/1/31 | 3271000 | 3627 |

---

**4** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  American Tower Corp.<br>5.900%, 11/15/33 | 1200000 | 1257 |
|  Antares Holdings LP<br>2.750%, 1/15/27 144A | 250000 | 245 |
|  Ares Capital Corp.<br>2.875%, 6/15/28 | 1200000 | 1133 |
|  Ares Strategic Income Fund<br>6.200%, 3/21/32 | 1400000 | 1372 |
|  Athene Global Funding<br>5.339%, 1/15/27 144A | 1500000 | 1509 |
|  Avilease Capital, Ltd.<br>4.750%, 11/12/30 144A | 1200000 | 1168 |
|  Avolon Holdings Funding, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.528%, 11/18/27 144A | 471000 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 4/1/33 144A | 1500000 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 10/15/32 144A | 700000 | 682 |
|  Banca Monte dei Paschi di Siena SpA<br>7.708%, (EURIBOR ICE 5 Year Swap Rate plus 5.005%), 1/18/28 EUR §,∞,α | 3800000 | 4663 |
|  Banco Bilbao Vizcaya Argentaria SA 6.138%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 2.700%), 9/14/28 α | 900000 | 920 |
|  Banco BTG Pactual SA<br>6.250%, 4/8/29 144A | 1500000 | 1513 |
|  Banco do Brasil SA<br>8.500%, 7/29/26 MXN §,∞ | 22000000 | 1238 |
|  Banco Internacional del Peru SAA Interbank<br>4.800%, 7/15/31 144A | 1200000 | 1180 |
|  Bank Hapoalim, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.722%, 7/14/29 144A § | 800000 | 790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.252%, 1/14/33 144A § | 400000 | 395 |
|  Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.468%, (US SOFR plus 1.650%), 1/23/35 α | 1900000 | 1940 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.511%, (US SOFR plus 1.310%), 1/24/36 α | 1800000 | 1836 |
|  Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.501%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 2.650%), 8/9/28 α | 2350000 | 2377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.437%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 3.500%), 11/2/33 α | 500000 | 559 |
|  Blue Owl Finance LLC<br>6.250%, 4/18/34 | 1200000 | 1154 |
|  BPCE SA 4.760%, (US SOFR plus 1.267%), 1/13/32 144A α | 1600000 | 1578 |
|  Brandywine Operating Partnership LP<br>8.875%, 4/12/29 | 25000 | 25 |
|  Burford Capital Global Finance LLC<br>7.500%, 7/15/33 144A | 1500000 | 1249 |
|  CaixaBank SA<br>5.673%, (US SOFR plus 1.780%), 3/15/30 144A α | 1300000 | 1336 |
|  Cantor Fitzgerald LP<br>7.200%, 12/12/28 144A | 1200000 | 1247 |
|  Chubb INA Holdings LLC<br>0.875%, 6/15/27 EUR ∞ | 200000 | 226 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  CI Financial Corp.<br>7.500%, 5/30/29 144A | 1100000 | 1154 |
|  CIMA Finance DAC<br>2.950%, 9/5/29 § | 759834 | 707 |
|  Citadel LP<br>6.375%, 1/23/32 144A | 1200000 | 1244 |
|  Citadel Securities Global Holdings LLC<br>5.750%, 3/27/36 144A | 1000000 | 987 |
|  Corestate Capital Holding SA<br>10.000%, 12/31/26 EUR ∞,Þ | 148405 | 154 |
|  CoStar Group, Inc.<br>2.800%, 7/15/30 144A | 1500000 | 1356 |
|  Credicorp Capital Sociedad Titulizadora SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.700%, 3/5/45 144A PEN ∞ | 1700000 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.100%, 12/15/43 144A PEN §,∞ | 13000000 | 4025 |
|  Deutsche Bank AG<br>3.729%, (US SOFR plus 2.757%), 1/14/32 α | 1550000 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.882%, (US SOFR plus 5.438%), 7/8/31 α | 300000 | 306 |
|  Encore Capital Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 4/15/31 144A | 1200000 | 1194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 5/15/30 144A | 700000 | 740 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 4/1/29 144A | 1200000 | 1256 |
|  Equinix Europe 2 Financing Corp. LLC<br>4.600%, 11/15/30 | 2900000 | 2873 |
|  Fidelity National Financial, Inc.<br>3.400%, 6/15/30 | 200000 | 188 |
|  Freedom Mortgage Corp.<br>6.625%, 1/15/27 144A | 500000 | 499 |
|  Freedom Mortgage Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 5/1/31 144A | 1100000 | 1028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.375%, 4/1/32 144A | 350000 | 344 |
|  FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.125%, 10/12/28 | 900000 | 822 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 1/15/31 | 1600000 | 1501 |
|  GLP Capital LP / GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 3/1/36 | 1500000 | 1459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 6/1/28 | 400000 | 406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 11/1/37 | 1700000 | 1645 |
|  goeasy, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 5/15/30 144A | 450000 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 2/15/31 144A | 25000 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 12/1/28 144A | 225000 | 209 |
|  The Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.148%, (US SOFR plus 0.710%), 1/21/29 α | 2300000 | 2286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.016%, (US SOFR plus 1.420%), 10/23/35 α | 1200000 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.330%, (US SOFR plus 1.550%), 7/23/35 á | 200000 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.484%, (US SOFR plus 1.770%), 10/24/29 α | 200000 | 209 |
|  GSG Bidco, Ltd.<br>4.700%, 6/15/31 144A EUR ∞ | 1100000 | 1261 |
|  HPS Corporate Lending Fund<br>4.900%, 9/11/28 144A | 1000000 | 974 |
|  HSBC Holdings PLC<br>3.973%, (US SOFR 3 Month plus 1.872%), 5/22/30 α | 1450000 | 1420 |

---

**5** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  ING Groep NV<br>5.750%, (US Treasury Yield Curve Rate T Note Constant Maturity 5 year plus 4.342%), 11/16/26 µ,α, | 1800000 | 1798 |
|  Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/23/29 144A | 200000 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, (5 Year EUR Annual Swap Rate plus 5.848%), 3/1/28 EUR §,µ,∞,α,Ψ | 1025000 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, (5 Year EUR Annual Swap Rate plus 6.086%), 9/1/31 EUR §,µ,∞,α,Ψ | 450000 | 525 |
|  Jane Street Group / JSG Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 11/1/32 144A | 1600000 | 1582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/1/33 144A | 1300000 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 4/30/31 144A | 1900000 | 1953 |
|  JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.294%, (US SOFR plus 1.460%), 7/22/35 α | 2000000 | 2025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.336%, (US SOFR plus 1.620%), 1/23/35 α | 1300000 | 1320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.581%, (US SOFR plus 1.160%), 4/22/30 α | 1200000 | 1237 |
|  Kaisa Group Holdings, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/30/27 144A | 9927 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 11/30/27 § | 40291 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 12/28/28 144A Þ | 102368 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 12/28/29 144A Þ | 171371 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 12/28/30 144A Þ | 206557 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 12/28/31 144A Þ | 311201 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 12/28/32 144A Þ | 292867 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.721%, 12/28/27 144A Þ | 70024 | 1 |
|  Kilroy Realty LP<br>5.875%, 10/15/35 | 850000 | 819 |
|  Kona SPC, Ltd.<br>5.718%, 9/15/26 EUR §,∞,Æ | 1000000 | 1163 |
|  Lazard Group LLC<br>6.000%, 3/15/31 | 1200000 | 1247 |
|  Lloyds Banking Group PLC<br>4.976%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 2.300%), 8/11/33 α | 200000 | 199 |
|  Logicor Financing SARL<br>3.250%, 11/13/28 EUR §,∞ | 600000 | 688 |
|  Marsh & McLennan Cos., Inc.<br>1.349%, 9/21/26 EUR ∞ | 100000 | 115 |
|  Mitsubishi UFJ Financial Group, Inc.<br>5.574%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.950%), 1/16/36 α | 1000000 | 1023 |
|  Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.654%, (US SOFR plus 1.100%), 10/18/30 α | 1800000 | 1799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.466%, (US SOFR plus 1.730%), 1/18/35 α | 2000000 | 2033 |
|  National Health Investors, Inc.<br>5.350%, 2/1/33 | 1400000 | 1376 |
|  New Immo Holding SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 7/23/27 EUR §,∞ | 1000000 | 1133 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 12/8/28 EUR §,∞ | 1200000 | 1355 |
|  Newmark Group, Inc.<br>7.500%, 1/12/29 | 1200000 | 1258 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Financial continued** |  |  |
|  Nomura Holdings, Inc.<br>5.594%, 7/2/27 | 1000000 | 1012 |
|  OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/15/27 | 1100000 | 1079 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 9/15/30 | 700000 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 1/15/28 | 1300000 | 1309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 5/15/29 | 2000000 | 2002 |
|  Panama Infrastructure Receivable Purchaser PLC<br>0.000%, 4/5/32 144A PO | 2900000 | 2268 |
|  Panther Escrow Issuer LLC<br>7.125%, 6/1/31 144A | 1800000 | 1806 |
|  RLJ Lodging Trust LP<br>3.750%, 7/1/26 144A | 200000 | 199 |
|  Rocket Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 8/1/30 144A | 900000 | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 2/1/32 144A | 1300000 | 1340 |
|  Sammons Financial Group, Inc.<br>6.875%, 4/15/34 144A | 1500000 | 1588 |
|  Santander UK Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.896%, (US SOFR plus 1.475%), 3/15/32 α | 800000 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.823%, (ICE LIBOR USD 3 Month plus 1.400%), 11/3/28 α | 3475000 | 3430 |
|  Sberbank of Russia Via SB Capital SA<br>5.250%, 5/23/23 §,Æ,φ,Ψ | 4500000 | 225 |
|  Sixth Street Lending Partners<br>5.750%, 1/15/30 | 1200000 | 1182 |
|  Starwood Property Trust, Inc.<br>5.750%, 1/15/31 144A | 1100000 | 1086 |
|  Synchrony Financial<br>5.450%, (US SOFR plus 1.680%), 3/6/31 α | 475000 | 475 |
|  Takeoff Merger Sub, Inc.<br>4.500%, 3/24/29 144A | 1400000 | 1391 |
|  Tesco Property Finance 3 PLC<br>5.744%, 4/13/40 GBP §,∞ | 85022 | 110 |
|  Tesco Property Finance 6 PLC<br>5.411%, 7/13/44 GBP §,∞,ß | 2363112 | 2950 |
|  Titanium 2L Bondco SARL<br>6.250%, 1/14/31 EUR ∞ | 8785200 | 1472 |
|  Trust 2401<br>7.375%, 2/13/34 144A | 854000 | 903 |
|  Trust Fibra Uno |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.390%, 1/15/50 144A | 100000 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 2/13/34 144A | 346000 | 366 |
|  Turkiye Is Bankasi AS, Series 2024-H<br>6.553%, (US SOFR 3 Month plus 2.910%), 11/15/34 Æ,δ | 1250000 | 1219 |
|  UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.428%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.520%), 2/8/30 144A α | 1200000 | 1226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.699%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.770%), 2/8/35 144A α | 1300000 | 1333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.327%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.600%), 12/22/27 144A α | 850000 | 861 |

---

**6** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value $(000's) |
|  **Financial continued** |  |  |
|  UniCredit SpA<br>7.296%, (USD 5 Year Swap Rate plus<br>4.914%), 4/2/34 144A a | 3700000 | 3894 |
|  VakifBank DPR, Series 2025-E, Class 4A2<br>6.833%, 3/15/35 Æ,d | 2000000 | 2022 |
|  VFH Parent LLC / Valor Co-Issuer, Inc. 7.500%, 6/15/31 144A | 900000 | 925 |
|  VICI Properties LP<br>5.750%, 4/1/34 | 2600000 | 2624 |
|  Wells Fargo & Co.<br>4.808%, (US SOFR plus 1.980%), 7/25/28 a | 700000 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.574%, (US SOFR plus 1.740%), 7/25/29 a | 1500000 | 1534 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.707%, (US SOFR plus 1.070%), 4/22/28 a | 1500000 | 1519 |
|  Weyerhaeuser Co.<br>7.375%, 3/15/32 | 424000 | 473 |
|  Yango Justice International, Ltd.<br>7.500%, 4/15/24 §,j | 4200000 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 9/4/24 §,j | 600000 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **149475** |
|  **Industrial (1.9%)** |  |  |
|  Axon Enterprise, Inc.<br>6.250%, 3/15/33 144A | 950000 | 970 |
|  The Boeing Co.<br>3.950%, 8/1/59 | 2000000 | 1380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.150%, 5/1/30 | 2400000 | 2440 |
|  Builders FirstSource, Inc.<br>4.250%, 2/1/32 144A | 1500000 | 1381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/15/35 144A | 900000 | 899 |
|  Clydesdale Acquisition Holdings, Inc.<br>6.750%, 4/15/32 144A | 1700000 | 1608 |
|  Columbus McKinnon Corp.<br>7.125%, 2/1/33 144A | 600000 | 600 |
|  DAE Funding LLC<br>3.375%, 3/20/28 144A | 700000 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 3/20/28 § | 200000 | 192 |
|  Efesto Bidco SpA / Efesto US LLC<br>7.500%, 2/15/32 144A | 1400000 | 1393 |
|  Empresa de Transporte de Pasajeros Metro<br>SA<br>4.700%, 5/7/50 § | 1400000 | 1173 |
|  FTAI Aviation Investors LLC<br>5.500%, 5/1/28 144A | 400000 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 5/1/31 144A | 2500000 | 2563 |
|  International Distribution Services PLC<br>7.375%, 9/14/30 GBP §,∞ | 1000000 | 1377 |
|  Lima Metro Line 2 Finance, Ltd.<br>5.875%, 7/5/34 144A | 223678 | 228 |
|  Nakilat, Inc.<br>6.267%, 12/31/33 144A | 355992 | 355 |
|  Rolls-Royce PLC<br>5.750%, 10/15/27 144A | 1400000 | 1422 |
|  SMBC Aviation Capital Finance DAC<br>2.300%, 6/15/28 144A | 200000 | 190 |
|  TopBuild Corp.<br>3.625%, 3/15/29 144A | 1700000 | 1619 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Industrial continued** |  |  |
|  Toucan FinCo, Ltd. / Toucan FinCo Can, Inc.<br>/ Toucan FinCo US LLC<br>9.500%, 5/15/30 144A | 1200000 | 1060 |
|  TransDigm, Inc.<br>6.000%, 1/15/33 144A | 1700000 | 1699 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, 12/1/31 144A | 1600000 | 1651 |
|  XPO, Inc.<br>6.250%, 6/1/28 144A | 1200000 | 1215 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **26488** |
|  **Technology (1.9%)** |  |  |
|  ams-OSRAM AG<br>12.250%, 3/30/29 144A | 225000 | 239 |
|  Booz Allen Hamilton, Inc.<br>3.875%, 9/1/28 144A | 1200000 | 1169 |
|  Broadcom, Inc.<br>2.450%, 2/15/31 | 700000 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.137%, 11/15/35 144A | 3100000 | 2634 |
|  CDW LLC / CDW Finance Corp.<br>5.550%, 8/22/34 | 1300000 | 1278 |
|  Cloud Software Group, Inc.<br>8.250%, 6/30/32 144A | 1300000 | 1233 |
|  CoreWeave, Inc.<br>9.000%, 2/1/31 144A | 2400000 | 2284 |
|  Crowdstrike Holdings, Inc.<br>3.000%, 2/15/29 | 1275000 | 1213 |
|  Dell International LLC / EMC Corp.<br>5.300%, 10/1/29 | 1800000 | 1837 |
|  Gartner, Inc.<br>3.750%, 10/1/30 144A | 1400000 | 1273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 3/20/31 | 1000000 | 975 |
|  IPD 3 BV<br>5.525%, (EURIBOR 3 Month ACT/360 plus<br> 3.375%), 6/15/31 EUR §,∞,b | 1600000 | 1753 |
|  Marvell Technology, Inc.<br>5.750%, 2/15/29 | 1300000 | 1342 |
|  NCR Atleos Corp.<br>9.500%, 4/1/29 144A | 375000 | 401 |
|  Oak-Eagle Acquireco, Inc.<br>8.750%, 7/1/34 144A | 500000 | 523 |
|  Oracle Corp. 3.850%, 4/1/60 | 1200000 | 706 |
|  Seagate Data Storage Technology Pte, Ltd.<br>4.125%, 1/15/31 144A | 650000 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 12/1/32 144A | 920000 | 1022 |
|  TeamSystem SPA<br>5.000%, 7/1/31 EUR §,∞,b | 1000000 | 1067 |
|  Ubisoft Entertainment SA<br>0.878%, 11/24/27 EUR §,∞ | 300000 | 279 |
|  UKG, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 2/1/31 144A | 2800000 | 2736 |
|  VMware LLC 4.700%, 5/15/30 | 100000 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **25309** |
|  **Utilities (2.7%)** |  |  |
|  Chile Electricity Lux MPC II SARL<br>5.672%, 10/20/35 144A | 1067958 | 1078 |
|  Chile Electricity Lux MPC SARL<br>6.010%, 1/20/33 144A | 946000 | 976 |

---

**7** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Utilities continued** |  |  |
|  Comision Ejecutiva Hidroelectrica del Rio Lempa<br>8.650%, 1/24/33 144A | 1000000 | 1025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.650%, 1/24/33 § | 300000 | 307 |
|  Constellation Energy Generation LLC 6.500%, 10/1/53 | 1000000 | 1061 |
|  ContourGlobal Power Holdings SA<br>6.750%, 2/28/30 144A | 700000 | 708 |
|  Dhafrah Pv2 Energy Co. LLC 5.794%,<br>6/30/53 144A | 1000000 | 970 |
|  Duke Energy Corp.<br>3.750%, 4/1/31 EUR ∞ | 1500000 | 1727 |
|  Edison International<br>5.750%, 6/15/27 | 600000 | 604 |
|  Electricite de France SA<br>6.000%, 4/22/64 144A | 1300000 | 1238 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.125%, (US Treasury Yield Curve Rate<br>T Note Constant Maturity 5 year plus<br>5.411%), 6/15/33 144A µ,a | 1500000 | 1737 |
|  Nakilat, Inc.<br>6.067%, 12/31/33 § | 703320 | 702 |
|  Niagara Energy SAC<br>5.746%, 10/3/34 144A | 1500000 | 1496 |
|  NPC Ukrenergo<br>6.875%, 11/9/28 §,j | 200000 | 183 |
|  NRG Energy, Inc.<br>5.407%, 10/15/35 144A | 1300000 | 1275 |
|  Pacific Gas & Electric Co.<br>2.100%, 8/1/27 | 100000 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 2/1/31 | 100000 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 3/15/27 | 200000 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 12/1/27 | 800000 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 8/1/40 | 2700000 | 2019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 7/1/28 | 100000 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.200%, 6/1/41 | 100000 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.250%, 3/15/46 | 100000 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.450%, 4/15/42 | 300000 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.550%, 7/1/30 | 500000 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.050%, 10/15/32 | 2100000 | 2086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.700%, 3/1/35 | 1500000 | 1520 |
|  PacifiCorp<br>5.450%, 2/15/34 | 2200000 | 2192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.125%, (US Treasury Yield Curve Rate<br>T Note Constant Maturity 5 year plus<br>3.292%), 8/15/56 a | 1400000 | 1323 |
|  Perusahaan Listrik Negara PT<br>3.000%, 6/30/30 144A | 1500000 | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 2/3/36 144A | 1700000 | 1625 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 5/21/48 § | 3300000 | 3145 |
|  Southern California Edison Co.<br>5.200%, 6/1/34 | 1100000 | 1092 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.650%, 10/1/28 | 1250000 | 1280 |
|  Southern California Gas Co.<br>5.050%, 9/1/34 | 1400000 | 1406 |
|  Thames Water Super Senior Issuer PLC 9.750%, 10/10/27 144A GBP ∞ | 67907 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 10/10/27 GBP §,∞ | 227427 | 328 |

---

---

| | | |
|:---|:---|:---|
| Corporate Bonds (37.2%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Utilities continued** |  |  |
|  Virginia Electric & Power Co.<br>5.000%, 1/15/34 | 400000 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **37130** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Corporate Bonds (Cost: $537,047)** |  | **506526** |
|  Convertible Corporate Bonds (–%) |  |  |
|  **Financial (–%)** |  |  |
|  Kaisa Group Holdings, Ltd. | 144A | 144A |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/26 144A PO | 60870 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/27 144A PO | 76091 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/28 144A PO | 121741 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/29 144A PO | 121741 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/30 144A PO | 152176 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/31 144A PO | 152176 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/31/32 144A PO | 287089 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **–π** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Convertible Corporate Bonds (Cost: $52)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Convertible Corporate Bonds (Cost: $52)** | **–π** |
|  Governments (24.6%) |  |  |
|  **Governments (24.6%)** |  |  |
|  Abu Dhabi Government International Bond<br>2.700%, 9/2/70 144A | 3700000 | 1917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.700%, 9/2/70 § | 900000 | 466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.875%, 4/16/50 § | 8500000 | 6369 |
|  Angolan Government International Bond<br>9.125%, 11/26/49 § | 2300000 | 2003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 3/31/33 144A | 1000000 | 988 |
|  Argentine Republic Government International Bond<br>3.500%, 7/9/41 | 16193196 | 10833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 7/9/35 | 3422164 | 2474 |
|  Australian Government<br>4.250%, 4/21/26 AUD §,∞ | 2400000 | 1656 |
|  Avenir Issuer IV Ireland DAC<br>6.000%, 10/25/27 § | 1731252 | 1671 |
|  Baiterek National Investment Holding JSC<br>16.950%, 4/2/29 KZT §,∞ | 300000000 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp; 16.950%, 4/2/31 KZT §,∞,Æ | 300000000 | 630 |
|  Bank Gospodarstwa Krajowego<br>5.750%, 7/9/34 144A | 2200000 | 2271 |
|  Banque Ouest Africaine de Developpement<br>2.750%, 1/22/33 144A EUR ∞ | 500000 | 483 |
|  Benin Government International Bond<br>6.875%, 1/19/52 EUR §,∞ | 400000 | 395 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.960%, 2/13/38 144A | 2000000 | 1962 |
|  Brazilian Government International Bond<br>7.125%, 5/13/54 | 550000 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.250%, 1/12/56 | 2500000 | 2448 |
|  Colombia Government International Bond<br>5.000%, 9/19/32 EUR ∞ | 800000 | 870 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 6/15/45 | 1200000 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 1/21/31 | 2600000 | 2555 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 1/21/33 | 3900000 | 3818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 11/14/35 b | 780000 | 816 |
|  Colombian TES<br>2.250%, 4/18/29 COP ∞ | 1465459213 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 3/25/33 COP ∞ | 891595760 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 1/22/31 COP ∞ | 6731953259 | 1753 |

---

**8** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Governments (24.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Governments continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 3/26/31 COP ∞ | 5677000000 | 1190 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.000%, 8/22/29 COP ∞ | 18880400000 | 4736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.500%, 7/25/46 COP ∞ | 985900000 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.750%, 1/24/35 COP ∞ | 19379000000 | 4882 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.750%, 11/28/40 COP ∞ | 10553200000 | 2793 |
| &nbsp;&nbsp;&nbsp;&nbsp; 13.250%, 2/9/33 COP ∞ | 5387000000 | 1449 |
|  Costa Rica Government International Bond<br>5.499%, 11/21/30 144A EUR ∞ | 1500000 | 1776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.001%, 1/16/36 144A EUR ∞ | 1500000 | 1787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 11/13/54 144A | 800000 | 863 |
|  Development Bank of Kazakhstan JSC<br>18.400%, 10/16/28 144A KZT ∞ | 370000000 | 797 |
|  Dominican Republic International Bond<br>4.875%, 9/23/32 144A | 550000 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 9/23/32 § | 1700000 | 1565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 3/17/34 144A | 1100000 | 1047 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/28/35 144A | 900000 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/15/48 144A | 2800000 | 2623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 2/15/48 § | 1000000 | 937 |
|  Eagle Funding Luxco SARL<br>5.500%, 8/17/30 144A | 2100000 | 2111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/17/30 § | 3900000 | 3920 |
|  Ecuador Government International Bond<br>0.000%, 7/31/30 144A PO | 291562 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/31/40 144A | 1225800 | 955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 7/31/35 144A | 776971 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 7/31/35 § | 2158426 | 1893 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.750%, 1/29/34 144A | 700000 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 1/29/39 144A | 1000000 | 981 |
|  Egypt Government International Bond<br>6.375%, 4/11/31 EUR §,∞ | 5750000 | 6242 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 2/16/61 144A | 1500000 | 1141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 2/16/61 § | 400000 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.450%, 2/4/33 144A | 1100000 | 1156 |
|  El Salvador Government International Bond<br>9.250%, 4/17/30 144A | 1325000 | 1375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.650%, 11/21/54 144A | 1000000 | 1058 |
|  European Union<br>3.000%, 12/4/34 EUR §,∞ | 13100000 | 14806 |
|  Federal Republic of Nigeria<br>7.625%, 11/28/47 §,b | 700000 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.696%, 2/23/38 § | 600000 | 579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.875%, 2/16/32 § | 2800000 | 2836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.630%, 1/13/36 144A | 400000 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.129%, 1/13/46 144A | 400000 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.625%, 6/9/31 144A | 800000 | 876 |
|  Gabon Government International Bond<br>9.500%, 2/18/29 § | 1400000 | 1312 |
|  Ghana Government International Bond<br>0.000%, 7/3/26 144A PO | 46400 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 1/3/30 144A PO | 248879 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/3/29 144A | 1228150 | 1169 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/3/29 § | 875000 | 833 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/3/35 144A | 2018400 | 1719 |
|  Guatemala Government Bond<br>6.050%, 8/6/31 144A | 1200000 | 1223 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.600%, 6/13/36 144A | 1700000 | 1784 |
|  Hungary Government International Bond<br>5.375%, 9/12/33 EUR §,∞ | 4400000 | 5333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/26/36 144A | 1400000 | 1365 |

---

---

| | | |
|:---|:---|:---|
| Governments (24.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Governments continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 5/22/28 144A | 1200000 | 1228 |
|  Ivory Coast Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 3/22/30 EUR §,∞ | 500000 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 10/17/31 144A EUR ∞ | 300000 | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 3/22/48 144A EUR ∞ | 900000 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.625%, 3/22/48 EUR §,∞ | 800000 | 798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/17/40 144A EUR ∞ | 400000 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 10/17/40 EUR §,∞ | 100000 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.075%, 4/1/36 § | 1200000 | 1218 |
|  Japan Government Thirty Year Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.200%, 9/20/55 JPY ∞ | 60000000 | 346 |
|  Kenya Government International Bond<br>8.700%, 2/26/39 144A | 1000000 | 905 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 3/5/36 144A | 1800000 | 1759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.750%, 2/16/31 144A | 1400000 | 1436 |
|  Kingdom of Jordan<br>5.850%, 7/7/30 144A | 400000 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 1/13/29 144A | 800000 | 822 |
|  Lebanon Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 1/27/49 §,j | 1750000 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 10/4/49 §,j | 1800000 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.850%, 3/23/27 §,j | 1750000 | 415 |
|  Mexican Udibonos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/24/34 MXN ∞ | 43048 | 2 |
|  Morocco Government International Bond<br>4.000%, 12/15/50 144A | 500000 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/11/42 § | 800000 | 734 |
|  Oman Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/29 § | 900000 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.250%, 1/25/31 144A | 2300000 | 2398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 3/8/47 § | 500000 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 1/17/48 § | 1100000 | 1145 |
|  Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/16/50 | 1300000 | 986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.227%, 2/23/34 | 1200000 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.662%, 2/23/38 | 800000 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.700%, 1/26/36 | 1900000 | 2001 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.853%, 3/28/54 b | 2800000 | 2871 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.125%, 4/28/34 | 30000 | 34 |
|  RAK Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 3/12/35 § | 825000 | 818 |
|  Republic of Cameroon International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.950%, 7/7/32 EUR §,∞ | 1000000 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.500%, 7/31/31 § | 900000 | 876 |
|  Republic of Congo International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.875%, 11/7/32 § | 1400000 | 1307 |
|  Republic of Pakistan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 4/8/26 § | 2400000 | 2397 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 4/8/31 § | 700000 | 648 |
|  Republic of Paraguay |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.600%, 3/13/48 § | 600000 | 551 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 2/9/36 § | 1300000 | 1346 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.100%, 8/11/44 § | 300000 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 4/4/38 144A PYG ∞ | 8913000000 | 1352 |
|  Republic of Peru |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 3/11/41 | 2700000 | 2034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.900%, 8/12/37 144A PEN ∞ | 5500000 | 1566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.300%, 8/12/33 144A PEN §, ∞ | 2300000 | 723 |

---

**9** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Governments (24.6%) | Shares/Par <sup>+</sup> | Value<br>$(000's) |
|  **Governments continued** |  |  |
|  Republic of Poland Government |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 9/18/34 | 2900000 | 2914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 3/18/54 | 1000000 | 924 |
|  Republic of South Africa Government |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.850%, 9/30/29 | 1200000 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/14/26 | 600000 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/12/46 | 500000 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 9/30/49 | 2100000 | 1624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 2/28/31 ZAR ∞ | 1900000 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.950%, 11/19/54 144A | 1100000 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.000%, 1/31/30 ZAR ∞ | 17700000 | 1035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.500%, 1/31/37 ZAR ∞ | 113200000 | 6248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.875%, 2/28/35 ZAR ∞ | 118900000 | 6903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 1/31/40 ZAR ∞ | 5300000 | 294 |
|  Republic of Uzbekistan International Bond<br>5.375%, 5/29/27 144A EUR ∞ | 700000 | 817 |
|  Romanian Government International Bond<br>2.000%, 4/14/33 144A EUR ∞ | 1400000 | 1273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.250%, 5/30/32 144A EUR ∞ | 1000000 | 1142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 6/7/33 EUR §,∞ | 1500000 | 1691 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 2/22/36 144A EUR ∞ | 550000 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 9/18/33 144A EUR ∞ | 2500000 | 2968 |
|  Saudi Government International Bond<br>3.375%, 3/5/32 144A EUR ∞ | 2850000 | 3193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 1/12/29 144A | 4800000 | 4727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 10/26/46 § | 9300000 | 7564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/16/34 144A | 10000000 | 9948 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/16/54 144A | 700000 | 661 |
|  Senegal Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 3/13/28 EUR §,∞ | 466667 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 6/8/37 EUR §,∞ | 600000 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 3/13/48 § | 800000 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 6/10/31 § | 2100000 | 1212 |
|  Serbia International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.500%, 6/26/29 EUR §,∞ | 4400000 | 4643 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.650%, 3/3/33 144A EUR ∞ | 700000 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 9/26/33 §,b | 1500000 | 1565 |
|  Sri Lanka Government International Bond<br>3.350%, 1/15/30 144A | 404001 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.350%, 3/15/33 144A | 792441 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 6/15/35 144A | 535080 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 5/15/36 144A | 371358 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.600%, 2/15/38 144A | 443028 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 4/15/28 144A | 391925 | 374 |
|  State of Minas Gerais |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.333%, 2/15/28 § | 40000 | 40 |
|  Turkiye Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.875%, 4/16/43 | 6200000 | 4357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 5/11/47 b | 4400000 | 3289 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.875%, 5/21/30 EUR ∞ | 2850000 | 3426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 40.323%, (Turkish Lira Overnight |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Reference Rate plus 39.280%), 9/6/28<br>TRY ∞ | 51100000 | 1146 |
|  Ukraine Government International Bond<br>0.000%, 2/1/30 144A PO | 377887 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 2/1/34 144A PO | 1412114 | 602 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 2/1/35 144A PO | 262560 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/32 144A | 970160 | 699 |

---

---

| | | |
|:---|:---|:---|
| Governments (24.6%) | Shares/Par <sup>+</sup> | Value<br>$(000's) |
|  **Governments continued** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/29 144A | 273201 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/34 144A | 1865284 | 990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/35 144A | 2281007 | 1188 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/36 144A | 2498410 | 1277 |
|  United Mexican States<br>2.125%, 10/25/51 EUR ∞ | 1000000 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.771%, 5/24/61 | 5400000 | 3222 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.490%, 5/25/32 EUR ∞ | 1700000 | 1954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/31/50 | 2300000 | 1688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.125%, 3/19/38 EUR ∞ | 2200000 | 2456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/7/36 | 2600000 | 2582 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.350%, 2/9/35 | 1700000 | 1737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.400%, 5/7/54 | 1150000 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.875%, 5/13/37 | 3700000 | 3876 |
|  US Treasury Bond<br>4.000%, 11/15/42 b | 19800000 | 17917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 8/15/44 | 3300000 | 2994 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 5/15/54 b | 4500000 | 4291 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.625%, 5/15/44 | 15100000 | 14644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.750%, 11/15/43 b | 7100000 | 7015 |
|  Venezuela Government International Bond<br>6.000%, 12/9/49 §,j | 32000 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.000%, 3/31/38 §,j | 3104000 | 1265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.650%, 4/21/25 §,j | 2355000 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.250%, 10/13/24 §,j | 2430000 | 1036 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 5/7/23 §,j | 32000 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 9/15/27 j | 179000 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.250%, 5/7/28 §,j | 1867000 | 849 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.375%, 1/13/34 j | 1400000 | 651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.950%, 8/5/31 §,j | 81000 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **334678** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Governments (Cost: $340,307)** |  | **334678** |
|  Municipal Bonds (0.2%) |  |  |
|  **Municipal Bonds (0.2%)** |  |  |
|  American Municipal Power, Inc.<br>7.834%, 2/15/41 RB | 100000 | 121 |
|  City of Riverside California Electric Revenue<br>7.605%, 10/1/40 RB | 200000 | 238 |
|  Golden State Tobacco Securitization Corp.<br>3.850%, 6/1/50 RB | 1535000 | 1403 |
|  Los Angeles County California Public Works<br>Financing Authority<br>7.618%, 8/1/40 RB | 200000 | 235 |
|  Metropolitan Government of Nashville & |  |  |
|  Davidson County Tennessee<br>6.568%, 7/1/37 RB | 100000 | 109 |
|  Municipal Electric Authority of Georgia<br>6.655%, 4/1/57 RB | 93000 | 100 |
|  New York State Urban Development Corp.<br>5.770%, 3/15/39 RB | 70000 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Municipal Bonds (Cost: $2,214)** |  | **2277** |
|  Structured Products (39.6%) |  |  |
|  **Asset Backed Securities (16.8%)** |  |  |
|  ABFC Trust, Series 2007-WMC1, Class A1A<br>5.043%, (US SOFR 1 Month plus 1.365%),<br>6/25/37 | 6914810 | 4973 |

---

**10** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  ACE Securities Corp. Home Equity Loan<br>Trust, Series 2004-HE4, Class M1<br>4.693%, (US SOFR 1 Month plus 1.015%), 12/25/34 | 1013463 | 933 |
|  ACE Securities Corp. Home Equity Loan<br>Trust, Series 2004-RM2, Class M2<br>4.588%, (US SOFR 1 Month plus 0.910%), 1/25/35 | 26905 | 26 |
|  ACE Securities Corp. Home Equity Loan<br>Trust, Series 2006-FM1, Class A2C<br>4.093%, (US SOFR 1 Month plus 0.415%), 7/25/36 | 6775699 | 1631 |
|  ACHV ABS Trust, Series 2024-2PL, Class A<br>5.070%, 10/27/31 144A | 92859 | 93 |
|  ACHV ABS Trust, Series 2024-2PL, Class B<br>5.430%, 10/27/31 144A | 377575 | 380 |
|  ACHV ABS Trust, Series 2024-3AL, Class A<br>5.010%, 12/26/31 144A | 172274 | 173 |
|  ACHV ABS Trust, Series 2024-3AL, Class B<br>5.450%, 12/26/31 144A | 816125 | 821 |
|  ACHV ABS Trust, Series 2024-3AL, Class C<br>5.680%, 12/26/31 144A | 154093 | 155 |
|  Aegis Asset Backed Securities Trust, Series<br>2004-6, Class M2<br>4.793%, (US SOFR 1 Month plus 1.115%), (AFC), 3/25/35 | 31937 | 31 |
|  Affirm Master Trust, Series 2025-1A,<br>Class A<br>4.990%, 2/15/33 144A | 1300000 | 1308 |
|  Ally Bank Auto Credit-Linked Notes, Series<br>2025-A, Class A2 4.452%,<br>6/15/33 144A | 3101443 | 3106 |
|  Ameriquest Mortgage Securities, Inc., Series 2004-R5, Class M1<br>4.663%, (US SOFR 1 Month plus 0.985%), 7/25/34 | 67 | –π |
|  Anchorage Credit Funding 19, Ltd., Series<br>2025-19A, Class A<br>5.036%,<br>10/25/40 144A | 1000000 | 990 |
|  Anchorage Credit Funding 19, Ltd., Series<br>2025-19A, Class B<br>5.336%,<br>10/25/40 144A | 1000000 | 987 |
|  Ares European CLO X DAC, Series 10A,<br>Class AR<br>2.796%, (EURIBOR 3 Month ACT/360 plus<br>0.780%), 10/15/31 144A EUR ∞ | 168202 | 194 |
|  Ares LXII CLO, Ltd., Series 2021-62A,<br>Class A1R 4.738%, (US SOFR 3 Month plus 1.070%),<br>1/25/34 144A | 700000 | 699 |
|  Ares LXII CLO, Ltd., Series 2021-62A,<br>Class A2R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.068%, (US SOFR 3 Month plus 1.400%),<br>1/25/34 144A | 1300000 | 1299 |
|  Asset Backed Securities Corp. Home Equity Loan Trust, Series 2005-HE5, Class M4<br>4.693%, (US SOFR 1 Month plus 1.015%),<br> 6/25/35 | 34272 | 34 |
|  Atlas Senior Loan Fund XV, Ltd., Series<br>2019-15A, Class A1R<br>4.891%, (US SOFR 3 Month plus 1.220%),<br>10/23/32 144A | 1200124 | 1201 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A<br>5.360%, 6/20/30 144A | 4000000 | 4088 |
|  Bain Capital Euro CLO DAC, Series 2018-2A, Class AR<br>2.766%, (EURIBOR 3 Month ACT/360 plus 0.740%), 1/20/32 144A EUR ∞ | 19609 | 23 |
|  Bear Stearns Asset Backed Securities I<br>Trust, Series 2007-HE6, Class 1A1<br>5.043%, (US SOFR 1 Month plus 1.365%), 8/25/37 | 4245 | 4 |
|  BHG Securitization Trust, Series<br>20252-CON, Class B<br>5.170%, 9/17/36 144A | 3500000 | 3511 |
|  Bluemountain CLO, Ltd., Series<br>2016-3A, Class AR12<br>4.853%, (US SOFR 3 Month plus 1.200%),<br>11/15/30 144A | 349417 | 349 |
|  Capital Street Master Trust, Series 2024-1, Class A 5.022%, (US 30 Day Average SOFR plus 1.350%),<br>10/16/28 144A | 1300000 | 1301 |
|  Carlyle Global Market Strategies Euro CLO,<br>Series 2017-3A, Class A1R<br>2.716%, (EURIBOR 3 Month ACT/360 plus 0.700%), 1/15/31 144A EUR ∞ | 109823 | 127 |
|  CarMax Select Receivables Trust, Series<br>2025-A, Class B 5.<br>010%, 9/16/30 | 2200000 | 2223 |
|  CarMax Select Receivables Trust, Series<br>2025-B, Class B<br>4.350%, 7/15/30 | 2250000 | 2237 |
|  CarMax Select Receivables Trust, Series<br>2026-A, Class A2A<br>4.030%, 12/17/29 | 1000000 | 999 |
|  Carrington Mortgage Loan Trust, Series<br>2005-FRE1, Class M3<br>4.558%, (US SOFR 1 Month plus 0.880%), 12/25/35 | 8016000 | 6804 |
|  Carvana Auto Receivables Trust, Series<br>2026-P1, Class A2 4.100%, 6/11/29 | 2000000 | 1997 |
|  Citigroup Mortgage Loan Trust, Series 2007- |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; AHL1, Class A2C<br>4.213%, (US SOFR 1 Month plus 0.535%), 12/25/36 | 52271 | 52 |
|  Citigroup Mortgage Loan Trust, Series 2007- FS1, Class 2A1A<br>5.750%, (US SOFR 1 Month plus 2.115%), (AFC), 10/25/37 144A | 5838715 | 5426 |
|  Consumer Portfolio Services Auto Trust, Series 2025-D, Class A 4.460%, 7/16/29 144A | 3568370 | 3573 |
|  Countrywide Asset-Backed Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Trust, Series 2004-9, Class MV4<br>5.368%, (US SOFR 1 Month plus 1.690%), 11/25/34 | 40725 | 41 |
|  Countrywide Asset-Backed Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Trust, Series 2005-AB4, Class 2A4<br>4.493%, (US SOFR 1 Month plus 0.815%), 3/25/36 | 56447 | 52 |

---

**11** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2006-1, Class AF5<br>4.354%, (AFC), 7/25/36 Σ | 64660 | 61 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2006-26, Class 1A<br>4.073%, (US SOFR 1 Month plus 0.395%), 6/25/37 | 268334 | 251 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2006-5, Class M1<br>4.318%, (US SOFR 1 Month plus 0.640%), 8/25/36 | 934134 | 922 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2006-BC3, Class M2<br>4.273%, (US SOFR 1 Month plus 0.595%), 2/25/37 | 900000 | 873 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2007-13, Class 1A<br>4.633%, (US SOFR 1 Month plus 0.955%), 10/25/47 | 690296 | 675 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2007-9, Class 1A<br>3.993%, (US SOFR 1 Month plus 0.315%),<br>6/25/47 | 621510 | 560 |
|  Countrywide Asset-Backed Certificates<br>Trust, Series 2007-SEA1, Class 1A1<br>4.893%, (US SOFR 1 Month plus 1.215%),<br>(AFC), 5/25/47 144A | 812017 | 747 |
|  CPS Auto Receivables Trust, Series 2024-A,<br>Class C<br>5.740%, 4/15/30 144A | 1509049 | 1516 |
|  CPS Auto Receivables Trust, Series 2024-D,<br>Class A<br>4.910%, 6/15/28 144A | 43847 | 44 |
|  CPS Auto Receivables Trust, Series 2024-D,<br>Class B<br>4.650%, 3/15/29 144A | 800000 | 801 |
|  CPS Auto Receivables Trust, Series 2024-D,<br>Class C<br>4.760%, 1/15/31 144A | 1000000 | 1001 |
|  CPS Auto Receivables Trust, Series 2025-C,<br>Class B<br>4.710%, 12/17/29 144A | 1000000 | 1003 |
|  CPS Auto Receivables Trust, Series 2025-C,<br>Class C<br>4.910%, 10/15/31 144A | 3500000 | 3506 |
|  CPS Auto Receivables Trust, Series 2026-A,<br>Class A<br>4.190%, 12/17/29 144A | 450073 | 450 |
|  CPS Auto Receivables Trust, Series 2026-A,<br>Class B<br>4.430%, 9/16/30 144A | 1300000 | 1296 |
|  Credit Suisse First Boston Mortgage<br>Securities Corp., Series 2001-HE17, Class A1<br>4.413%, (US SOFR 1 Month plus 0.735%),<br>1/25/32 | 1226 | 1 |
|  Drive Auto Receivables Trust, Series 2024-2,<br>Class C<br>4.670%, 5/17/32 | 3000000 | 3014 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Ellington Financial Mortgage Trust, Series<br>2026-CES1, Class A1A<br>5.914%, (AFC), 12/25/60 144A Σ | 944961 | 936 |
|  Ellington Loan Acquisition Trust, Series<br>2007-2, Class A1<br>4.843%, (US SOFR 1 Month plus 2.215%),<br>5/25/37 144A | 122895 | 122 |
|  Euro-Galaxy III CLO DAC, Series 2013-3A,<br>Class ARRR<br>2.650%, (EURIBOR 3 Month ACT/360 plus<br>0.620%), 4/24/34 144A EUR ∞ | 256674 | 296 |
|  Exeter Automobile Receivables Trust, Series<br>2024-1A, Class B<br>5.290%, 8/15/28 | 137098 | 137 |
|  Exeter Automobile Receivables Trust, Series<br>2024-1A, Class C<br>5.410%, 5/15/30 | 500000 | 504 |
|  Exeter Automobile Receivables Trust, Series<br>2024-5A, Class C<br>4.640%, 1/15/30 | 2100000 | 2105 |
|  Exeter Automobile Receivables Trust, Series<br>2025-2A, Class C<br>5.160%, 7/15/31 | 3500000 | 3524 |
|  Exeter Automobile Receivables Trust, Series<br>2025-4A, Class A3<br>4.390%, 9/17/29 | 5500000 | 5507 |
|  Exeter Automobile Receivables Trust, Series<br>2026-2A, Class A2<br>4.310%, 11/15/28 | 1000000 | 1000 |
|  Exeter Automobile Receivables Trust, Series 2026-2A, Class A3<br>4.450%, 5/15/30 | 1700000 | 1702 |
|  Exeter Automobile Receivables Trust, Series 2026-2A, Class B<br>4.660%, 1/15/31 | 1000000 | 1001 |
|  Foursight Capital Automobile Receivables Trust, Series<br>2024-1, Class A2<br>5.490%, 1/16/29 144A | 134349 | 135 |
|  Foursight Capital Automobile Receivables Trust, Series<br>2024-1, Class B<br>5.550%, 5/15/29 144A | 1000000 | 1006 |
|  Fremont Home Loan Trust, Series 2005-2, Class M4<br>4.723%, (US SOFR 1 Month plus 1.045%),<br>6/25/35 | 296954 | 280 |
|  GLS Auto Receivables Trust, Series 2024-1A, Class B<br>5.490%, 7/17/28 144A | 465464 | 466 |
|  GLS Auto Receivables Trust, Series 2024-2A, Class B<br>5.770%, 11/15/28 144A | 999871 | 1004 |
|  GLS Auto Receivables Trust, Series 2026-1A, Class A<br>2 4.040%, 11/15/28 144A | 4500000 | 4496 |
|  GLS Auto Receivables Trust, Series 2026-1A, Class A<br>3 3.970%, 11/15/29 144A | 1500000 | 1495 |
|  GLS Auto Select Receivables Trust, Series 2023-2A, Class B<br>6.670%, 12/17/29 144A | 2000000 | 2046 |

---

**12** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  GreenSky Home Improvement Trust, Series 2024-1, Class A2<br>5.880%, 7/25/59 144A | 56293 | 56 |
|  GreenSky Home Improvement Trust, Series 2024-1, Class A3<br>5.550%, 7/25/59 144A | 500000 | 509 |
|  GreenSky Home Improvement Trust, Series 2024-1, Class B<br>5.870%, 7/25/59 144A | 1044957 | 1058 |
|  GreenSky Home Improvement Trust, Series 2024-1, Class C<br>6.360%, 7/25/59 144A | 373199 | 380 |
|  GSAA Home Equity Trust, Series 2006-17, Class A1<br>3.913%, (US SOFR 1 Month plus 0.235%),<br>11/25/36 | 43558 | 10 |
|  GSAMP Trust, Series 2004-WF, Class M2<br>5.443%, (US SOFR 1 Month plus 1.765%), 10/25/34 | 12172 | 12 |
|  GSAMP Trust, Series 2007-FM2, Class A2B<br>3.883%, (US SOFR 1 Month plus 0.205%), 1/25/37 | 129249 | 79 |
|  GSAMP Trust, Series 2007-NC1, Class A2A<br>3.893%, (US SOFR 1 Month plus 0.215%), 12/25/46 | 10677 | 5 |
|  Harvest US CLO, Ltd., Series 2023-1A, Class A1R<br>4.822%, (US SOFR 3 Month plus 1.150%),<br>1/15/37 144A | 1200000 | 1198 |
|  Hertz Vehicle Financing III LLC, Series 2023-1A, Class A<br>5.490%, 6/25/27 144A | 1300000 | 1302 |
|  Home Equity Loan Trust, Series 2007-FRE1, Class 2AV4<br>4.133%, (US SOFR 1 Month plus 0.455%),<br>4/25/37 | 500000 | 449 |
|  HSI Asset Securitization Corp. Trust, Series 2005-I1, Class 2A4<br>4.573%, (US SOFR 1 Month plus 0.895%), 11/25/35 | 81342 | 77 |
|  IndyMac Residential Asset Backed Trust, Series 2007-B, Class 2A2<br>4.113%, (US SOFR 1 Month plus 0.435%),<br>7/25/37 | 277247 | 154 |
|  JP Morgan Mortgage Acquisition Trust, Series 2007-CH3, Class M1<br>4.093%, (US SOFR 1 Month plus 0.415%), 3/25/37 | 400000 | 389 |
|  LCM, Ltd., Series 31A, Class AR<br>4.948%, (US SOFR 3 Month plus 1.280%),<br>7/20/34 144A | 1000000 | 1000 |
|  Long Beach Mortgage Loan Trust, Series<br>2006-1, Class 2A4<br>4.393%, (US SOFR 1 Month plus 0.715%), 2/25/36 | 47765 | 43 |
|  Long Beach Mortgage Loan Trust, Series 2006-3, Class 2A4<br>4.333%, (US SOFR 1 Month plus 0.655%),<br>5/25/46 | 256770 | 75 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Long Beach Mortgage Loan Trust, Series 2006-4, Class 1A<br>4.093%, (US SOFR 1 Month plus 0.415%), 5/25/36 | 1263922 | 661 |
|  Madison Park Euro Funding XIV DAC, Series 14A, Class A1R<br>2.816%, (EURIBOR 3 Month ACT/360 plus 0.800%), 7/15/32 144A EUR ∞ | 296994 | 342 |
|  MASTR Asset Backed Securities Trust, Series 2004-OPT1, Class M1<br>4.573%, (US SOFR 1 Month plus 0.895%), 2/25/34 | 530516 | 568 |
|  MASTR Asset Backed Securities Trust, Series 2004-WMC2, Class M1<br>4.693%, (US SOFR 1 Month plus 1.015%), 4/25/34 | 41928 | 43 |
|  MASTR Asset Backed Securities Trust,<br>Series 2006-FRE2, Class A1<br>4.093%, (US SOFR 1 Month plus 0.415%), 3/25/36 | 6508735 | 6137 |
|  MASTR Asset Backed Securities Trust,<br>Series 2006-HE3, Class A2<br>3.993%, (US SOFR 1 Month plus 0.315%), 8/25/36 | 1814031 | 507 |
|  MASTR Asset Backed Securities Trust, Series 2006-HE5, Class A3<br>4.113%, (US SOFR 1 Month plus 0.435%), 11/25/36 | 1882191 | 1098 |
|  MASTR Asset Backed Securities Trust, Series 2006-WMC4, Class A5<br>4.093%, (US SOFR 1 Month plus 0.415%),<br>10/25/36 | 1146427 | 363 |
|  Merrill Lynch Mortgage Investors Trust, Series 2007-SD1, Class A1<br>4.693%, (US SOFR 1 Month plus 1.015%),<br>2/25/47 | 593105 | 341 |
|  Morgan Stanley ABS Capital I, Inc. Trust,<br>Series 2005-HE5, Class M4<br>4.663%, (US SOFR 1 Month plus 0.985%), 9/25/35 | 6271233 | 5285 |
|  Morgan Stanley ABS Capital I, Inc. Trust,<br>Series 2005-NC1, Class M2<br>4.498%, (US SOFR 1 Month plus 0.820%), 1/25/35 | 162120 | 161 |
|  Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-WMC5, Class M5<br>4.783%, (US SOFR 1 Month plus 1.105%), 6/25/35 | 4539 | 5 |
|  Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE7, Class A2C<br>4.113%, (US SOFR 1 Month plus 0.435%), 9/25/36 | 53402 | 22 |
|  Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-HE8, Class A2C<br>3.933%, (US SOFR 1 Month plus 0.255%), 10/25/36 | 48589 | 21 |
|  Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-HE5, Class A2C<br>4.043%, (US SOFR 1 Month plus 0.365%), 3/25/37 | 48784 | 20 |

---

**13** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Morgan Stanley Dean Witter Capital I, Inc., Series 2003-NC2, Class M1<br>5.143%, (US SOFR 1 Month plus 1.465%),<br>2/25/33 | 6922 | 8 |
|  Morgan Stanley Home Equity Loan Trust, Series 2007-2, Class A3<br>4.023%, (US SOFR 1 Month plus 0.345%),<br>4/25/37 | 2528538 | 1285 |
|  Nelnet Student Loan Trust, Series 2025-BA, Class A1A<br>4.840%, 5/17/55 144A | 969197 | 964 |
|  Nelnet Student Loan Trust, Series 2025-BA, Class A1B 5.022%, (US 30 Day Average SOFR plus<br>1.350%), 5/17/55 144A | 1145415 | 1151 |
|  Nelnet Student Loan Trust, Series 2025-CA, Class A1A<br>4.670%, 6/22/65 144A | 2869739 | 2837 |
|  Nelnet Student Loan Trust, Series 2025-DA,<br>Class A1A<br>4.650%, 8/20/54 144A | 2062151 | 2036 |
|  Nelnet Student Loan Trust, Series 2026-A,<br>Class A1A<br>4.610%, 2/21/61 144A | 3452635 | 3406 |
|  Nelnet Student Loan Trust, Series 2026-A, Class A1B 4.973%, (US 30 Day Average SOFR plus<br>1.300%), 2/21/61 144A | 1054972 | 1059 |
|  OneMain Direct Auto Receivables Trust,<br>Series 2023-1A, Class A<br>5.410%, 11/14/29 144A | 1858319 | 1871 |
|  OneMain Financial Issuance Trust, Series 2023-2A, Class A2<br>5.172%, (US 30 Day Average SOFR plus 1.500%), 9/15/36 144A | 2100000 | 2113 |
|  Pagaya AI Debt Grantor Trust, Series 2024-<br>10, Class A<br>5.183%, 6/15/32 144A | 289272 | 290 |
|  Pagaya AI Debt Grantor Trust, Series 2024-<br>10, Class B<br>5.750%, 6/15/32 144A | 270991 | 272 |
|  Pagaya AI Debt Grantor Trust, Series 2024-<br>10, Class C<br>5.992%, 6/15/32 144A | 278445 | 280 |
|  Pagaya AI Debt Grantor Trust, Series 2025-<br>5, Class B<br>5.440%, 3/15/33 144A | 4499826 | 4507 |
|  Pagaya AI Debt Grantor Trust, Series 2025-<br>6, Class B<br>4.883%, 4/15/33 144A | 4499585 | 4466 |
|  Pagaya AI Debt Trust, Series 2024-3, Class A<br>6.258%, 10/15/31 144A | 786327 | 787 |
|  RAAC Series, Series 2007-RP4, Class A<br>4.493%, (US SOFR 1 Month plus 0.465%), (AFC), 11/25/46 144A | 125236 | 117 |
|  RCKT Mortgage Trust, Series 2024-CES4,<br>Class A1A<br>6.147%, (AFC), 6/25/44 144A Σ | 1360603 | 1370 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  RCKT Mortgage Trust, Series 2024-CES5, Class A1A<br>5.846%, (AFC), 8/25/44 144A Σ | 1069061 | 1075 |
|  RCKT Mortgage Trust, Series 2024-CES6, Class A1A<br>5.344%, (AFC), 9/25/44 144A Σ | 633956 | 634 |
|  RCKT Mortgage Trust, Series 2024-CES7, Class A1A<br>6.264%, (AFC), 10/25/44 144A Σ | 734193 | 733 |
|  Reach ABS Trust, Series 2024-2A, Class A<br>5.880%, 7/15/31 144A | 55502 | 56 |
|  Reach ABS Trust, Series 2024-2A, Class B<br>5.840%, 7/15/31 144A | 3500000 | 3531 |
|  Reach ABS Trust, Series 2026-1A, Class B<br>4.370%, 2/15/33 144A | 5000000 | 4981 |
|  Renaissance Home Equity Loan Trust, Series 2006-4, Class AF6<br>5.340%, 1/25/37 Σ | 1514158 | 447 |
|  Residential Asset Securities Corp., Series 2007-KS3, Class AI4 ,<br>4.473%, (US SOFR 1 Month plus 0.795%) (AFC), 4/25/37 | 776926 | 757 |
|  Santander Drive Auto Receivables Trust, Series 2023-5, Class C<br>6.430%, 2/18/31 | 1600000 | 1645 |
|  Santander Drive Auto Receivables Trust, Series 2023-6, Class C<br>6.400%, 3/17/31 | 812500 | 835 |
|  Santander Drive Auto Receivables Trust, Series 2025-2, Class B<br>4.870%, 5/15/31 | 500000 | 503 |
|  Santander Drive Auto Receivables Trust, Series 2025-2, Class C<br>5.060%, 5/15/31 | 3000000 | 3026 |
|  Santander Drive Auto Receivables Trust, Series 2025-3, Class B<br>4.490%, 9/15/31 | 3600000 | 3609 |
|  Santander Drive Auto Receivables Trust, Series 2025-3, Class C<br>4.680%, 9/15/31 | 2600000 | 2604 |
|  Santander Drive Auto Receivables Trust, Series 2026-1, Class A2<br>4.040%, 3/15/29 | 1500000 | 1499 |
|  Santander Drive Auto Receivables Trust, Series 2026-1, Class A3<br>3.930%, 7/15/30 | 3700000 | 3676 |
|  Saxon Asset Securities Trust, Series 2006-1, Class M1 , 4.258%, (US SOFR 1 Month plus 0.580%)<br>, (AFC), 3/25/36 | 87406 | 87 |
|  Sixth Street CLO VIII, Ltd., Series 2017-8A, Class A1R2<br>4.818%, (US SOFR 3 Month plus 1.150%), 10/20/34 144A | 5500000 | 5500 |
|  SMB Private Education Loan Trust, Series 2024-C, Class A1A<br>5.500%, 6/17/52 144A | 1054894 | 1075 |
|  SMB Private Education Loan Trust, Series 2024-C, Class A1B<br>4.772%, (US 30 Day Average SOFR plus<br>1.100%), 6/17/52 144A | 376748 | 376 |

---

**14** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1A<br>5.380%, 7/15/53 144A | 1799095 | 1824 |
|  SMB Private Education Loan Trust, Series 2024-D, Class A1B<br>4.772%, (US 30 Day Average SOFR plus 1.100%), 7/15/53 144A | 2111981 | 2108 |
|  SMB Private Education Loan Trust, Series 2026-B, Class A1A<br>5.030%, 3/15/56 144A | 6400000 | 6384 |
|  Soundview Home Loan Trust, Series 2006- OPT2, Class A4<br>4.353%, (US SOFR 1 Month plus 0.675%), 5/25/36 | 44858 | 44 |
|  Soundview Home Loan Trust, Series 2006- OPT3, Class M1<br>4.258%, (US SOFR 1 Month plus 0.580%), 6/25/36 | 6689510 | 6002 |
|  Stream Innovations Issuer Trust, Series 2024-1A, Class A<br>6.270%, 7/15/44 144A | 303527 | 312 |
|  Structured Asset Investment Loan Trust, Series 2005-7, Class M2<br>4.558%, (US SOFR 1 Month plus 0.880%), 8/25/35 | 148664 | 146 |
|  Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC4, Class A4<br>4.133%, (US SOFR 1 Month plus 0.455%), 12/25/36 | 52499 | 52 |
|  Structured Asset Securities Corp. Mortgage Loan Trust, Series 2007-WF1, Class A6<br>4.213%, (US SOFR 1 Month plus 0.535%), 2/25/37 | 26595 | 26 |
|  Switch ABS Issuer LLC, Series 2025-2A, Class A21<br>5.121%, 10/25/55 144A | 4000000 | 3906 |
|  Sycamore Tree CLO, Ltd., Series 2023-2A, Class A1R2<br>4.819%, (US SOFR 3 Month plus 1.150%), 1/20/37 144A | 2600000 | 2595 |
|  Tesla Lease Electric Vehicle Securitization, Series 2025-A, Class A2<br>4.140%, 6/20/28 144A | 1538391 | 1538 |
|  Toro European CLO DAC, Series 6A, Class AR<br>2.951%, (EURIBOR 3 Month ACT/360 plus 0.920%), 1/12/32 144A EUR ∞ | 318159 | 367 |
|  Toro European CLO DAC, Series 7A, Class ARE<br>2.794%, (EURIBOR 3 Month ACT/360 plus 0.810%), 2/15/34 144A EUR ∞ | 194857 | 224 |
|  Towd Point Mortgage Trust, Series 2024- CES6, Class A1<br>5.725%, (AFC), 11/25/64 144A Σ | 774183 | 777 |
|  Towd Point Mortgage Trust, Series 2026- CES1, Class A1<br>6.125%, (AFC), 1/25/66 144A Σ | 977037 | 971 |
|  UPG HI, Series 2025-2, Class A<br>5.000%, 9/25/47 144A | 2869295 | 2853 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Asset Backed Securities continued** |  |  |
|  Upgrade Auto Receivables Trust, Series 2025-1A, Class A2<br>4.540%, 5/15/29 144A | 750993 | 751 |
|  Upgrade Auto Receivables Trust, Series 2025-1A, Class A3<br>4.600%, 1/15/31 144A | 3400000 | 3392 |
|  Upgrade Auto Receivables Trust, Series 2025-1A, Class A4<br>4.590%, 10/15/31 144A | 1000000 | 991 |
|  VB-S1 Issuer LLC, Series 2026-1A, Class C2<br>4.693%, 3/15/56 144A | 1200000 | 1179 |
|  Venture CDO, Ltd., Series 2018-33A, Class A1LR<br>4.994%, (US SOFR 3 Month plus 1.322%),<br>7/15/31 144A | 105565 | 106 |
|  WaMu Asset-Backed Certificates, Series 2007-HE1, Class 1A<br>4.093%, (US SOFR 1 Month plus 0.415%), 1/25/37 | 84306 | 74 |
|  Westlake Automobiles Receivables Trust, Series 2025-3A, Class A2<br>4.310%, 4/17/28 144A | 3177763 | 3179 |
|  Westlake Automobiles Receivables Trust, Series 2025-3A, Class A3<br>4.220%, 6/15/29 144A | 3200000 | 3200 |
|  Westlake Automobiles Receivables Trust, Series 2026-1A, Class A2A<br>4.020%, 9/15/28 144A | 1200000 | 1199 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **228362** |
|  **Mortgage Securities (22.8%)** |  |  |
|  Angel Oak Mortgage Trust, Series 2024-8, Class A1<br>5.338%, (AFC), 5/27/69 144A Σ | 2606897 | 2608 |
|  ATLX Trust, Series 2024-RPL1, Class A1<br>3.850%, (AFC), 4/25/64 144A Σ | 867219 | 843 |
|  BAMLL Commercial Mortgage Securities Trust, Series 2020-BOC, Class A<br>2.627%, 1/15/32 144A | 2350000 | 2133 |
|  Banc of America Funding Trust, Series 2006- J, Class 4A1<br>4.751%, (CSTR), 1/20/47 | 17913 | 16 |
|  Banc of America Funding Trust, Series 2007-6, Class A1<br>4.373%, (US SOFR 1 Month plus 0.695%), 7/25/37 | 28984 | 28 |
|  BANK5, Series 2025-5YR19, Class A3<br>5.270%, 12/15/58 | 6000000 | 6128 |
|  BCAP LLC Trust, Series 2009-RR14, Class 2A2<br>3.784%, (CSTR), 7/26/36 144A | 13153 | 12 |
|  BCAP LLC Trust, Series 2009-RR5, Class 3A3<br>6.250%, (CSTR), 8/26/36 144A | 1975821 | 674 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-3, Class 4A<br>5.355%, (CSTR), 7/25/34 | 617 | 1 |
|  Bear Stearns Adjustable Rate Mortgage Trust, Series 2007-4, Class 22A1<br>4.242%, (CSTR), 6/25/47 | 45080 | 41 |

---

**15** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Bear Stearns ALT-A Trust, Series 2006-6,<br>Class 2A1<br>4.126%, (CSTR), 11/25/36 | 101343 | 42 |
|  Benchmark Mortgage Trust, Series 2018-B5,<br>Class A2<br>4.076%, 7/15/51 | 1696282 | 1690 |
|  Benchmark Mortgage Trust, Series 2024-<br>V12, Class A3<br>5.738%, 12/15/57 | 2200000 | 2271 |
|  BMO Mortgage Trust, Series 2024-5C5,<br>Class A2<br>5.462%, 2/15/57 | 1500000 | 1526 |
|  BMO Mortgage Trust, Series 2024-5C5,<br>Class A3<br>5.857%, 2/15/57 | 8300000 | 8569 |
|  BMO Mortgage Trust, Series 2024-5C8,<br>Class A2<br>5.152%, 12/15/57 | 2100000 | 2129 |
|  Chase Home Lending Mortgage Trust,<br>Series 2023-RPL3, Class A1<br>3.250%, (AFC), 9/25/63 144A | 5816402 | 5206 |
|  Chase Home Lending Mortgage Trust,<br>Series 2024-RPL1, Class A1A<br>3.250%, (AFC), 3/25/64 144A | 1189640 | 1050 |
|  Chase Home Lending Mortgage Trust,<br>Series 2024-RPL2, Class A1A<br>3.250%, (AFC), 8/25/64 144A | 1206545 | 1071 |
|  Chase Home Lending Mortgage Trust,<br>Series 2024-RPL3, Class A1A<br>3.250%, (AFC), 9/25/64 144A | 1220900 | 1083 |
|  Chase Home Lending Mortgage Trust,<br>Series 2024-RPL4, Class A1A<br>3.375%, (AFC), 12/25/64 144A | 2942420 | 2629 |
|  CIM Trust, Series 2024-R1, Class A1<br>4.750%, (AFC), 6/25/64 144A | 711187 | 699 |
|  Citicorp Mortgage Securities Trust, Series<br>2007-8, Class 1A3<br>6.000%, 9/25/37 | 879 | 1 |
|  Citigroup Mortgage Loan Trust, Series 2007-<br>10, Class 22AA<br>4.451%, (CSTR), 9/25/37 | 4531 | 4 |
|  Citigroup Mortgage Loan Trust, Series 2007-<br>10, Class 2A3A<br>6.625%, (CSTR), 9/25/37 | 3100 | 3 |
|  Citigroup Mortgage Loan Trust, Series 2007-<br>AR4, Class 2A2A<br>4.495%, (CSTR), 3/25/37 | 228190 | 212 |
|  COLT Mortgage Loan Trust, Series 2024-3,<br>Class A1<br>6.393%, (AFC), 6/25/69 144A ∑ | 622179 | 628 |
|  Countrywide Alternative Loan Trust, Series<br>2004-28CB, Class 5A1<br>5.750%, 1/25/35 | 5931 | 6 |
|  Countrywide Alternative Loan Trust, Series<br>2005-1CB, Class 2A1<br>6.000%, 3/25/35 | 256108 | 110 |
|  Countrywide Alternative Loan Trust, Series<br>2005-59, Class 1A1<br>4.450%, (US SOFR 1 Month plus 0.775%),<br>11/20/35 | 2837 | 3 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares /Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Countrywide Alternative Loan Trust, Series<br>2005-76, Class 1A1<br>5.339%, (Federal Reserve US 12 Month<br>Cumulative Avg 1 year CMT plus<br>1.480%), 1/25/36 | 7228 | 7 |
|  Countrywide Alternative Loan Trust, Series<br>2005-79CB, Class A3<br>5.500%, 1/25/36 | 94917 | 50 |
|  Countrywide Alternative Loan Trust, Series<br>2005-J1, Class 1A8<br>5.500%, 2/25/35 | 70982 | 65 |
|  Countrywide Alternative Loan Trust, Series<br>2005-J1, Class 3A1<br>6.500%, 8/25/32 | 467 | –π |
|  Countrywide Alternative Loan Trust, Series<br>2005-J11, Class 1A13<br>5.500%, 11/25/35 | 140323 | 74 |
|  Countrywide Alternative Loan Trust, Series<br>2006-45T1, Class 1A13<br>6.000%, 2/25/37 | 104015 | 34 |
|  Countrywide Alternative Loan Trust, Series<br>2006-5T2, Class A1 4.293%, (US SOFR 1 Month plus 0.615%),<br>4/25/36 | 315959 | 102 |
|  Countrywide Alternative Loan Trust, Series<br>2006-HY10, Class 2A1<br>5.199%, (CSTR), 5/25/36 | 3572 | 3 |
|  Countrywide Alternative Loan Trust, Series<br>2006-OA12, Class A1B<br>4.170%, (US SOFR 1 Month plus 0.495%),<br>9/20/46 | 2385 | 3 |
|  Countrywide Alternative Loan Trust, Series<br>2006-OA17, Class 1A1A<br>3.985%, (US SOFR 1 Month plus 0.310%),<br>12/20/46 | 15930 | 14 |
|  Countrywide Alternative Loan Trust, Series<br>2006-OA2, Class A1<br>4.210%, (US SOFR 1 Month plus 0.535%),<br>5/20/46 | 217623 | 198 |
|  Countrywide Alternative Loan Trust, Series<br>2006-OA9, Class 2A1A<br>4.210%, (US SOFR 1 Month plus 0.535%),<br>7/20/46 | 4336 | 4 |
|  Countrywide Alternative Loan Trust, Series<br>2007-9T1, Class 2A2<br>6.000%, 5/25/37 | 215200 | 85 |
|  Countrywide Alternative Loan Trust, Series<br>2007-AL1, Class A1<br>4.293%, (US SOFR 1 Month plus 0.615%),<br>6/25/37 | 2792697 | 2368 |
|  Countrywide Alternative Loan Trust, Series<br>2007-OA3, Class 1A1<br>4.073%, (US SOFR 1 Month plus 0.395%),<br>4/25/47 | 18970 | 17 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series<br>2005-22, Class 3A1<br>4.025%, (CSTR), 10/25/35 | 5320 | 4 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series<br>2005-HYB8, Class 1A1<br>5.289%, (CSTR), 12/20/35 | 117 | –π |

---

**16** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series 2006-16, Class 2A1<br>6.500%, 11/25/36 | 13153 | 3 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series 2006-9, Class A1<br>6.000%, 5/25/36 | 94341 | 42 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series 2006-OA4, Class A1<br>4.819%, (Federal Reserve US 12 Month Cumulative Avg 1 year CMT plus 0.960%), 4/25/46 | 33967 | 9 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series 2006-OA4, Class A2<br>4.333%, (US SOFR 1 Month plus 0.655%),<br>4/25/46 | 900138 | 249 |
|  Countrywide Home Loan Mortgage Pass- Through Trust, Series 2007-HYB1, Class 3A<br>1 4.147%, (CSTR), 3/25/37 | 4025 | 3 |
|  Credit Suisse First Boston Mortgage Securities Corp., Series 2003-8, Class 5A1<br>6.500%, 4/25/33 | 168 | –π |
|  Credit Suisse Mortgage Trust, Series 2014-6R, Class 3A2<br>5.044%, (CSTR), 9/27/35 144A | 99213 | 88 |
|  Credit Suisse Mortgage Trust, Series 2021- RPL3, Class A1<br>2.000%, 1/25/60 144A | 5134616 | 4540 |
|  Cross Mortgage Trust, Series 2024-H4, Class A1<br>6.147%, (AFC), 7/25/69 144A ∑ | 594947 | 599 |
|  Cross Mortgage Trust, Series 2024-H6, Class A1<br>5.129%, (AFC), 9/25/69 144A | 1659117 | 1659 |
|  Cross Mortgage Trust, Series 2025-H6, Class A1<br>5.181%, (AFC), 7/25/70 144A | 1627664 | 1625 |
|  Deutsche ALT-A Securities, Inc. Mortgage Loan Trust, Series 2005-6, Class 2A3<br>5.500%, 12/25/35 | 219608 | 187 |
|  EMF-NL BV, Series 2008-APRX, Class A2 2.833%, (EURIBOR 3 Month ACT/360<br>plus 0.800%), 4/17/41 EUR §, ∞ | 8721 | 10 |
|  Federal Home Loan Mortgage Corp., Series 5426, Class CF<br>4.581%, (US 30 Day Average SOFR plus<br>0.900%), 12/15/50 | 1626048 | 1618 |
|  Federal National Mortgage Association, Series 2003-W6, Class F<br>4.132%, (US 30 Day Average SOFR plus<br>0.465%), 9/25/42 | 9178 | 9 |
|  Federal National Mortgage Association, Series 2024-54, Class FC<br>4.632%, (US 30 Day Average SOFR plus<br>0.970%), 8/25/54 | 1085913 | 1091 |
|  First Horizon Mortgage Pass-Through Trust, Series 2007-2, Class 1A5<br>5.750%, 5/25/37 | 142024 | 41 |
|  GCAT Trust, Series 2024-NQM2, Class A1<br>6.085%, (AFC), 6/25/59 144A Σ | 492131 | 495 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Government National Mortgage Association, Series 2019-H20, Class FC<br>4.283%, (US SOFR 1 Month plus 0.615%),<br>11/20/69 | 53393 | 53 |
|  Government National Mortgage Association, Series 2020-H08, Class FC<br>4.433%, (US SOFR 1 Month plus 0.765%), 2/20/70 | 23400 | 23 |
|  Greystone CRE Notes LLC, Series 2025- FL4, Class A<br>5.154%, (US SOFR 1 Month plus 1.481%),<br>1/15/43 144A | 2300000 | 2299 |
|  GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1<br>5.021%, (AFC), 2/25/66 144A Σ | 4863842 | 4846 |
|  GSR Mortgage Loan Trust, Series 2005- AR6, Class 1A1<br>5.986%, (CSTR), 9/25/35 | 32 | –π |
|  GSR Mortgage Loan Trust, Series 2006-2F, Class 3A6<br>6.000%, 2/25/36 | 68320 | 27 |
|  GSR Mortgage Loan Trust, Series 2006- AR1, Class 2A1<br>4.478%, (CSTR), 1/25/36 | 641 | 1 |
|  GSR Mortgage Loan Trust, Series 2007- AR1, Class 2A1<br>3.961%, (CSTR), 3/25/47 | 5563 | 3 |
|  HarborView Mortgage Loan Trust, Series 2005-10, Class 2A1A<br>4.411%, (US SOFR 1 Month plus 0.735%),<br>(AFC), 11/19/35 | 2646 | 2 |
|  HarborView Mortgage Loan Trust, Series 2005-3, Class 2A1A<br>4.271%, (US SOFR 1 Month plus 0.595%),<br>(AFC), 6/19/35 | 4214 | 4 |
|  HomeBanc Mortgage Trust, Series 2005-1, Class A1<br>4.293%, (US SOFR 1 Month plus 0.615%),<br>3/25/35 | 1939 | 2 |
|  HSI Asset Securitization Corp. Trust, Series 2006-NC1, Class 2A<br>4.233%, (US SOFR 1 Month plus 0.555%),<br>11/25/35 | 658629 | 617 |
|  IndyMac INDX Mortgage Loan Trust, Series 2004-AR6, Class 5A1<br>4.757%, (CSTR), 10/25/34 | 9791 | 9 |
|  IndyMac INDX Mortgage Loan Trust, Series 2005-AR12, Class 2A1A<br>4.273%, (US SOFR 1 Month plus 0.595%), (AFC), 7/25/35 | 838 | 1 |
|  IndyMac INDX Mortgage Loan Trust, Series<br>2005-AR14, Class 2A1A<br>4.393%, (US SOFR 1 Month plus 0.715%), 7/25/35 | 6401 | 5 |
|  JP Morgan Mortgage Trust, Series 2005-<br>ALT1, Class 2A1<br>5.252%, (CSTR), 10/25/35 | 4236 | 3 |
|  JP Morgan Mortgage Trust, Series 2007-A1,<br>Class 6A1<br>5.320%, (CSTR), 7/25/35 | 2015 | 2 |

---

**17** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares /Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  JP Morgan Mortgage Trust, Series 2007-A4, Class 3A1<br>4.869%, (CSTR), 6/25/37 | 23732 | 18 |
|  JP Morgan Mortgage Trust, Series 2024-5, Class A11<br>4.912%, (US 30 Day Average SOFR plus 1.250%), (AFC), 11/25/54 144A | 753262 | 755 |
|  LoanCore Issuer, Ltd., Series 2022-CRE7, Class A<br>5.222%, (US 30 Day Average SOFR plus 1.550%), 1/17/37 144A | 683868 | 681 |
|  Luminent Mortgage Trust, Series 2006-6, Class A1<br>4.193%, (US SOFR 1 Month plus 0.515%), 10/25/46 | 486392 | 452 |
|  Merrill Lynch Mortgage Investors Trust,<br>Series 2006-A3, Class 6A1<br>5.115%, (CSTR), 5/25/36 | 4875 | 5 |
|  MF1, Series 2022-FL8, Class A<br>5.027%, (US SOFR 1 Month plus 1.350%), 2/19/37 144A | 374895 | 375 |
|  Mill City Mortgage Loan Trust, Series 2018-1,<br>Class A1<br>3.250%, (AFC), 5/25/62 144A | 43709 | 44 |
|  New Residential Mortgage Loan Trust,<br>Series 2021-NQ1R, Class A3<br>1.198%, (AFC), 7/25/55 144A | 411637 | 377 |
|  New Residential Mortgage Loan Trust<br>, Series 2023-NQM1, Class A1A<br>6.864%, (AFC), 10/25/63 144A ∑ | 2167124 | 2183 |
|  OBX Trust, Series 2023-NQM8, Class A1 7.045%, (AFC), 9/25/63 144A ∑ | 1495698 | 1504 |
|  OBX Trust, Series 2023-NQM9, Class A1 7.159%, (AFC), 10/25/63 144A ∑ | 2611722 | 2631 |
|  OBX Trust, Series 2024-HYB2, Class A1 3.703%, (CSTR), 4/25/53 144A | 2192740 | 2183 |
|  OBX Trust, Series 2024-NQM8, Class A1 6.233%, (AFC), 5/25/64 144A ∑ | 553479 | 558 |
|  Pretium Mortgage Credit Partners Trust,<br>Series 2026-NPL3, Class A1<br>8.968%, (AFC), 2/25/56 144A ∑ | 494861 | 491 |
|  Project Cashmere, Class A1<br>4.543%, 12/30/57 144A AUD ∞,Æ | 25200000 | 17387 |
|  PRPM Trust, Series 2023-NQM2, Class A1 6.250%, (AFC), 8/25/68 144A ∑ | 1763478 | 1766 |
|  PRPM Trust, Series 2024-6, Class A1 5.699%, (AFC), 11/25/29 144A ∑ | 844539 | 845 |
|  PRPM Trust, Series 2024-NQM1, Class A1 6.265%, (AFC), 12/25/68 144A ∑ | 592641 | 596 |
|  PRPM Trust, Series 2024-NQM2, Class A1 6.327%, (AFC), 6/25/69 144A ∑ | 663496 | 669 |
|  PRPM Trust, Series 2024-NQM3, Class A1 5.228%, (AFC), 8/25/69 144A ∑ | 1948977 | 1945 |
|  Residential Accredit Loans, Inc., Series 2006-QA7, Class 1A1<br>4.173%, (US SOFR 1 Month plus 0.495%), 8/25/36 | 2677 | 3 |
|  Residential Accredit Loans, Inc., Series 2006-QA8, Class A1 4.173%, (US SOFR 1 Month plus 0.495%),<br>9/25/36 | 8485 | 8 |

---

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Residential Asset Securitization Trust, Series 2007-A2, Class 2A2<br>6.500%, 4/25/37 | 3311462 | 867 |
|  Securitized Asset Backed Receivables LLC Trust, Series 2005-FR4, Class M2<br>4.753%, (US SOFR 1 Month plus 1.075%), 1/25/36 | 20931 | 20 |
|  Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A<br>4.435%, 11/25/63 144A | 1178012 | 1176 |
|  Specialty Underwriting & Residential<br>Finance Trust, Series 2005-BC2, Class M3 4.768%, (US SOFR 1 Month plus 1.090%), 12/25/35 | 19301 | 19 |
|  Starwood Commercial Mortgage Trust,<br>Series 2025-FL4, Class A<br>5.127%, (US SOFR 1 Month plus 1.450%), 11/19/42 144A | 3000000 | 2998 |
|  Structured Adjustable Rate Mortgage Loan Trust, Series 2005-19XS, Class 1A1 4.113%, (US SOFR 1 Month plus 0.435%), 10/25/35 | 22029 | 21 |
|  Structured Asset Mortgage Investments II Trust, Series 2005-AR8, Class A2<br>5.148%, (Federal Reserve US 12 Month Cumulative Avg 1 year CMT plus<br>1.480%), 2/25/36 | 164507 | 142 |
|  Structured Asset Mortgage Investments II Trust, Series 2006-AR6, Class 1A1 4.153%, (US SOFR 1 Month plus 0.475%),<br>(AFC), 7/25/46 | 94376 | 85 |
|  Suntrust Alternative Loan Trust, Series 2005-1F, Class 1A1<br>4.443%, (US SOFR 1 Month plus 0.765%),<br>12/25/35 | 3385 | 3 |
|  Towd Point Mortgage Trust, Series 2015-4, Class B2<br>4.057%, (CSTR, AFC), 4/25/55 144A | 2500000 | 2438 |
|  Towd Point Mortgage Trust, Series 2017-2, Class M1<br>3.750%, (AFC), 4/25/57 144A | 2066355 | 2046 |
|  Towd Point Mortgage Trust, Series 2024-4, Class A1A<br>4.546%, (AFC), 10/27/64 144A | 1721630 | 1723 |
|  Uniform Mortgage Backed Security TBA 4.000%, 6/25/52 | 8900000 | 8391 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/13/56 | 6600000 | 6369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/11/56 | 20400000 | 19653 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/14/55 | 20700000 | 20413 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 5/13/56 | 19300000 | 19010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 5/15/54 | 28500000 | 29016 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/11/56 | 900000 | 916 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.500%, 6/13/47 | 77700000 | 80299 |
|  Verus Securitization Trust, Series 2023-4, Class A1 5.811%, (AFC), 5/25/68 144A ∑ | 470816 | 470 |
|  Verus Securitization Trust, Series 2023-7, Class A1 7.070%, (AFC), 10/25/68 144A ∑ | 1473972 | 1484 |

---

**18** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Structured Products (39.6%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Mortgage Securities continued** |  |  |
|  Verus Securitization Trust, Series 2024-<br>INV1, Class A1<br>6.116%, (AFC), 3/25/69 144A ∑ | 2253332 | 2267 |
|  Verus Securitization Trust, Series 2024-R1, Class A1<br>5.218%, 9/25/69 144A | 763913 | 766 |
|  Verus Securitization Trust, Series 2025-12, Class A1FC<br>4.858%, (AFC), 12/25/70 144A ∑ | 1270442 | 1266 |
|  Verus Securitization Trust, Series 2025-R2, |  |  |
|  Class A1<br>5.086%, 7/25/67 144A | 1927764 | 1922 |
|  WaMu Mortgage Pass-Through Certificates, Series 2002-AR19, Class A6<br>5.180%, (CSTR, AFC), 2/25/33 | 332 | –π |
|  WaMu Mortgage Pass-Through Certificates, Series 2006-AR12, Class 3A3<br>3.707%, (CSTR), 10/25/36 | 8311 | 7 |
|  WaMu Mortgage Pass-Through Certificates, Series 2006-AR2, Class 1A1<br>4.365%, (CSTR), 3/25/36 | 81842 | 75 |
|  WaMu Mortgage Pass-Through Certificates, Series 2006-AR8, Class 2A1<br>4.517%, (CSTR), 8/25/36 | 4806 | 5 |
|  WaMu Mortgage Pass-Through Certificates, Series 2007-HY1, Class 3A1<br>3.996%, (CSTR), 2/25/37 | 1832 | 2 |
|  WaMu Mortgage Pass-Through Certificates, Series 2007-OA3, Class 4A2<br>4.559%, (Federal Reserve US 12 Month Cumulative Avg 1 year CMT plus 0.700%), 4/25/47 | 186780 | 157 |
|  Wells Fargo Alternative Loan Trust, Series 2007-PA4, Class 2A1<br>6.578%, (CSTR), 7/25/37 | 16961 | 16 |
|  Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A2<br>5.439%, 11/15/57 | 3300000 | 3372 |
|  Wells Fargo Commercial Mortgage Trust, Series 2024-5C2, Class A3<br>5.920%, (AFC), 11/15/57 | 2600000 | 2700 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2006-AR5, Class 2A1<br>6.086%, (CSTR), 4/25/36 | 11995 | 12 |
|  Wells Fargo Mortgage Backed Securities Trust, Series 2007-AR8, Class A1<br>5.865%, (CSTR), 11/25/37 | 9888 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **310220** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Structured Products (Cost: $541,337)** |  | **538582** |
| Bank Loan Obligations (4.7%) |  |  |
|  Albion Financing 3 SARL<br>5.029%, (EURIBOR 3 Month ACT/360 plus 3.000%), 5/21/31 EUR ∞ | 1400000 | 1612 |
|  Amentum Holdings, Inc.<br>5.668%, (US SOFR 1 Month plus 2.000%), 9/29/31 | 1033500 | 1033 |

---

---

| | | |
|:---|:---|:---|
| Bank Loan Obligations (4.7%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Bank Loan Obligations Continued** |  |  |
|  AmSurg Corp. First Out<br>11.641%, (US SOFR 3 Month plus 7.875%), 7/20/26 Æ,Þ | 290897 | 291 |
|  AmSurg Corp. Last Out<br>11.641%, (US SOFR 3 Month plus 7.875%), 11/3/28 Þ | 1095478 | 1128 |
|  Avolon TLB Borrower 1 US LLC<br>5.425%, (US SOFR 1 Month plus<br>1.750%), 6/24/30 | 1143769 | 1145 |
|  Bank of Industry, Ltd.<br>3.724%, (EURIBOR 3 Month ACT/360<br>plus 1.700%), 8/23/27 EUR ∞ | 2250000 | 2588 |
|  Charter Communications Operating LLC 5.911%, (US SOFR 3 Month plus<br>2.250%), 12/15/31 | 561099 | 561 |
|  Columbus McKinnon Corp.<br>7.200%, (US SOFR 3 Month plus<br>3.500%), 2/3/33 | 883024 | 879 |
|  Cotiviti, Inc.<br>6.418%, (US SOFR 1 Month plus<br>2.750%), 5/1/31 | 2842218 | 2613 |
|  Finastra USA, Inc.<br>7.671%, (US SOFR 3 Month plus<br>4.000%), 9/15/32 | 2000000 | 1875 |
|  First Student Bidco, Inc.<br>5.950%, (US SOFR 3 Month plus<br>2.250%), 8/15/30 | 994924 | 991 |
|  Fortress Intermediate 3, Inc.<br>6.669%, (US SOFR 1 Month plus<br>3.000%), 6/27/31 | 1382553 | 1370 |
|  GFL Environmental Services, Inc.<br>6.166%, (US SOFR 3 Month plus 2.500%), 3/3/32 | 721375 | 721 |
|  Global Medical Response, Inc.<br>7.170%, (US SOFR 3 Month plus<br>3.500%), 10/1/32 | 399000 | 397 |
|  Goat Holdco LLC<br>6.168%, (US SOFR 1 Month plus<br>2.500%), 1/27/32 | 1176560 | 1174 |
|  INEOS US Finance LLC<br>6.668%, (US SOFR 1 Month plus<br>3.000%), 2/7/31 | 101933 | 87 |
|  6.918%, (US SOFR 1 Month plus<br>3.250%), 2/18/30 | 794960 | 691 |
|  ION Platform Finance US, Inc.<br>7.450%, (US SOFR 3 Month plus<br>3.750%), 10/7/32 | 1400000 | 1119 |
|  Kaseya, Inc.<br>6.918%, (US SOFR 1 Month plus<br>3.250%), 3/22/32 | 992500 | 924 |
|  LifePoint Health, Inc.<br>7.152%, (US SOFR 3 Month plus<br>3.500%), 5/19/31 | 283592 | 283 |
|  7.422%, (US SOFR 3 Month plus<br>3.750%), 5/19/31 | 191530 | 192 |
|  Modena Buyer LLC<br>7.917%, (US SOFR 3 Month plus<br>4.250%), 7/1/31 | 635016 | 568 |
|  Newfold Digital Holdings Group, Inc.<br>7.269%, (US SOFR 1 Month plus<br>7.000%), 4/30/29 | 1971235 | 1280 |

---

**19** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Bank Loan Obligations (4.7%) | Shares /Par <sup>+</sup> | Value<br>$(000's) |
|  **Bank Loan Obligations continued** |  |  |
|  9.419%, (US SOFR 1 Month plus<br>5.750%), 4/30/29 | 109117 | 82 |
|  Numericable US LLC<br>10.547%, (US SOFR 3 Month plus 6.875%), 5/31/31 | 1381029 | 1382 |
|  OCS Group Holdings, Ltd.<br>8.980%, (SONIO plus 5.250%), 11/28/31<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP ∞ | 1000000 | 1313 |
|  Paradigm Parent LLC<br>8.200%, (US SOFR 3 Month plus<br>4.500%), 4/16/32 | 1592000 | 1309 |
|  Petco Health & Wellness Co., Inc.<br>7.950%, (US SOFR 3 Month plus<br>4.250%), 2/3/31 | 1200000 | 1170 |
|  Polaris Newco LLC<br>7.928%, (US SOFR 3 Month plus<br>4.000%), 6/2/28 | 1073980 | 942 |
|  Qnity Electronics, Inc.<br>5.668%, (US SOFR 1 Month plus<br>2.000%), 11/1/32 | 698250 | 696 |
|  QualityTech LP<br>7.173%, (US SOFR plus<br>3.500%), 10/30/31 | 1386000 | 1379 |
|  QuidelOrtho Corp.<br>7.668%, (US SOFR 1 Month plus<br>4.000%), 8/20/32 | 1592499 | 1589 |
|  Quikrete Holdings, Inc.<br>5.918%, (US SOFR 1 Month plus<br>2.250%), 2/10/32 | 1287000 | 1284 |
|  Republic of Panama<br>3.886%, (EURIBOR 6 Month ACT/360<br>plus 1.750%), 3/5/27 EUR ∞,Æ | 1900000 | 2198 |
|  Republic of Turkey<br>8.315%, (EURIBOR 6 Month ACT/360<br>plus 6.210%), 4/27/31 EUR ∞,Æ | 1700000 | 2052 |
|  Restaurant Brands International<br>5.418%, (US SOFR 1 Month plus<br>1.750%), 9/20/30 | 2256947 | 2250 |
|  Rockpoint Gas Storage Partners LP<br>6.200%, (US SOFR 3 Month plus<br>2.500%), 9/18/31 | 1282018 | 1283 |
|  Setanta Aircraft Leasing DAC<br>5.450%, (US SOFR 3 Month plus<br>1.750%), 11/5/28 | 1400000 | 1405 |
|  SOCAR Turkey Enerji AS<br>5.558%, (EURIBOR 6 Month ACT/360<br>plus 3.450%), 8/11/26 EUR ∞ | 5800000 | 6704 |
|  Standard Industries, Inc.<br>5.425%, (US SOFR 1 Month plus<br>1.750%), 9/22/28 | 375725 | 375 |
|  Station Casinos LLC<br>5.668%, (US SOFR 1 Month plus<br>2.000%), 3/14/31 | 1176000 | 1175 |
|  Stepstone Group MidCo 2 GmbH<br>6.599%, (EURIBOR 6 Month ACT/360<br>plus 4.500%), 4/26/32 EUR ∞ | 1650000 | 1661 |
|  Stonepeak Nile Parent LLC<br>5.917%, (US SOFR 3 Month plus<br>2.250%), 4/9/32 | 1197250 | 1194 |
|  TransDigm, Inc.<br>5.918%, (US SOFR 1 Month plus<br>2.250%), 3/22/30 | 698246 | 698 |

---

---

| | | |
|:---|:---|:---|
| Bank Loan Obligations (4.7%) | Shares/ Par <sup>+</sup> | Value<br>$(000's) |
|  **Bank Loan Obligations continued** |  |  |
|  US Renal Care, Inc.<br>8.782%, (US SOFR 1 Month plus<br>5.000%), 6/28/28 | 984810 | 924 |
|  9.668%, (US SOFR 1 Month plus<br>6.000%), 9/25/30 Æ | 5400000 | 5502 |
|  9.675%, (US SOFR 1 Month plus<br>6.000%), 9/25/30 Æ | 675000 | 668 |
|  VEON Amsterdam<br>7.902%, (US SOFR 3 Month plus<br>4.250%), 3/25/27 Æ | 950000 | 945 |
|  Wand NewCo 3, Inc.<br>6.168%, (US SOFR 1 Month plus<br>2.500%), 1/30/31 | 852 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **63703** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Bank Loan Obligations (Cost: $64,721)** |  | **63703** |
| Warrants (0.0%) |  |  |
|  **Consumer, Cyclical (0.0%)** |  |  |
|  Spirit Airlines, Inc. \*,Æ | 7627 | 1 |
|  Spirit Airlines, Inc. 144A\*,Æ | 5499 | –π |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **1** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Warrants (Cost: $162)** |  | **1** |
| Short-Term Investments (7.1%) |  |  |
|  **Energy (0.0%)** |  |  |
|  Petroleos de Venezuela SA 6.000%, 11/15/26§,j | 43000 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **15** |
|  **Financial (0.1%)** |  |  |
|  Samhallsbyggnadsbolaget I Norden Holding |  |  |
|  AB<br>2.375%, 8/4/26 EUR §,∞ | 600000 | 687 |
|  SBA Communications Corp. 3.875%, 2/15/27 | 1500000 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **2172** |
|  **Governments (0.5%)** |  |  |
|  South Africa Treasury Bill<br>0.000%, 5/6/26 ZAR ∞ | 14900000 | 875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/20/26 ZAR ∞ | 13500000 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 8/5/26 ZAR ∞ | 21500000 | 1241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 8/19/26 ZAR ∞ | 15500000 | 892 |
|  US Treasury Bill 0.000%, 4/14/26b | 313000 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 4/21/26 | 3000 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 4/23/26b | 400000 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 4/28/26b | 479000 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 4/30/26b | 300000 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/5/26b | 500000 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/7/26b | 100000 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/26/26 | 68000 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/9/26b | 200000 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/11/26b | 100000 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/30/26b | 300000 | 297 |
|  Venezuela Government International Bond 11.750%, 10/21/26§,j | 25000 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **6564** |

---

**20** 

------

Multi-Sector Bond Portfolio

---

| | | |
|:---|:---|:---|
| Short-Term Investments (7.1%) | Shares/<br> Par <sup>+</sup> | Value $(000's) |
|  **Repurchase Agreements (6.5%)** |  |  |
|  Canadian Imperial Bank of Commerce, 2.230%, 4/9/26 (Purchased on 3/11/26, to be repurchased at CAD 10,016,496, collateralized by a Province of Quebec Government Bond, 3.100%, due 12/1/51, par and fair value of CAD 13,449,000 and CAD 10,126,425, respectively) CAD∞ | 10000000 | 7189 |
|  Citigroup Global Markets, Inc., 3.660%, 4/1/26 (Purchased on 3/31/26, to be repurchased at $7,800,793, collateralized by a US Treasury Bill, 0.000%, due 5/26/26, par and fair value of $8,003,300 and $7,958,722, respectively) | 7800000 | 7800 |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments (7.1%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Repurchase Agreements continued** |  |  |
|  Deutsche Bank Securities, Inc., 3.720%, 4/2/26 (Purchased on 3/30/26, to be repurchased at $72,915,066, collateralized by a US Treasury Bond, 4.500%, due 2/15/44, par and fair value of $77,450,200 and $74,025,779, respectively) | 72900000 | 72900 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **87889** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments (Cost: $96,752)** |  | **96640** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (113.5%) (Cost: $1,583,698)<sup>@</sup>** |  | **1543627** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (-13.5%)** |  | **(183362)** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** |  | **1360265** |

---

**Reverse Repurchase** 

**Agreements** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Counterparty | Interest<br>Rate | Borrowing<br>Date | Maturity<br>Date | Currency | Amount<br>Borrowed<br>(000's) | Payable for<br>Reverse<br>Repurchase<br>Agreements<br>(000s) |
|  Allwyn Entertainment Financing UK PLC | Morgan Stanley And Co. LLC | 1.000% | 3/24/26 | Open | EUR | (195) | $(225) |
|  Charter Communications Operating LLC / Charter Communications Operating Capital Corp. | Morgan Stanley And Co. LLC | 3.550% | 3/19/26 | 5/1/26 | USD | (1231) | (1231) |
|  Cogent Communications Group, Inc. / Cogent Communications Finance, Inc. | Barclays Bank PLC | 3.000% | 3/19/26 | 5/1/26 | USD | (921) | (921) |
|  Colombia Government International Bond | Morgan Stanley And Co. LLC | 3.490% | 3/26/26 | 4/10/26 | USD | (174) | (174) |
|  Discovery Global Holdings, Inc. | Morgan Stanley And Co. LLC | 3.490% | 3/27/26 | 4/10/26 | USD | (283) | (283) |
|  Federal Republic of Nigeria | Morgan Stanley And Co. LLC | 3.490% | 3/27/26 | 4/10/26 | USD | (524) | (524) |
|  Intralot Capital Luxembourg SA | BNP Paribas SA | 1.600% | 3/27/26 | Open | EUR | (396) | (457) |
|  ION Platform Finance US, Inc. | Morgan Stanley And Co. LLC | 3.490% | 3/27/26 | 4/10/26 | USD | (131) | (131) |
|  IPD 3 BV | Barclays Bank PLC | 1.650% | 2/9/26 | Open | EUR | (1577) | (1823) |
|  Panama Government International Morgan Stanley And Co. Bond LLC |  | 3.150% | 12/11/25 | Open | USD | (1364) | (1364) |
|  Serbia International Bond | Barclays Bank PLC | 3.450% | 12/11/25 | Open | USD | (870) | (870) |
|  TeamSystem SpA | Morgan Stanley And Co. LLC | 1.550% | 3/24/26 | Open | EUR | (946) | (1093) |
|  Tesco Property Finance 6 PLC | JP Morgan Securities PLC | 3.500% | 3/30/26 | Open | GBP | (396) | (524) |
|  Turkiye Government International Bond | Morgan Stanley And Co. LLC | 3.490% | 3/26/26 | 4/10/26 | USD | (374) | (374) |
|  |  |  |  |  |  |  | $(9994) |

---

**21** 

------

Multi-Sector Bond Portfolio

**Exchange Traded or Centrally Cleared Derivatives** 

**Futures** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Issuer | Long/<br> Short | Currency | Notional Par<br> (000's) | Number<br> of<br> Contracts | Expiration<br> Date | Notional Value<br> (000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Variation Margin<br> (000's) |
|  Euro-Bobl Future | Long | EUR | 58100 | 581 | 6/26 | $77517 | $(923) | $46 |
|  Euro-Bund Future | Long | EUR | 4100 | 41 | 6/26 | 5942 | (149) | 9 |
|  Euro-Buxl Future | Long | EUR | 2400 | 24 | 6/26 | 3059 | (37) | 19 |
|  Euro-Oat Future | Short | EUR | 6100 | 61 | 6/26 | 8368 | 266 | (19) |
|  Euro-Schatz Future | Long | EUR | 41100 | 411 | 6/26 | 50237 | (410) | (6) |
|  Five-Year US Treasury Note Future | Long | USD | 66300 | 663 | 6/26 | 71723 | (482) | 93 |
|  Long Gilt Future | Long | GBP | 18600 | 186 | 6/26 | 21613 | (1242) | 25 |
|  Ten-Year Canada Government Bond Future | Long | CAD | 4300 | 43 | 6/26 | 3710 | (74) | 15 |
|  Ten-Year US Treasury Note Future | Long | USD | 28900 | 289 | 6/26 | 32093 | (657) | 68 |
|  Two-Year US Treasury Note Future | Long | USD | 59000 | 295 | 6/26 | 61196 | (455) | 23 |
|  Ultra Long-Term US Treasury Bond Future | Long | USD | 17200 | 172 | 6/26 | 20049 | (579) | 38 |
|  Ultra Ten-Year US Treasury Note Future | Long | USD | 80000 | 800 | 6/26 | 90813 | (1695) | 238 |
|  US Treasury Long Bond Future | Short | USD | 600 | 6 | 6/26 | 683 | 22 | (2) |
|  |  |  |  |  |  |  | $(6415) | $547 |

---

**Centrally Cleared Interest Rate Swaps - Receive Floating Rate** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Floating Rate Index | Fixed<br>Rate | Expiration<br>Date | Notional<br>Amount<br>(000's) | Currency | Upfront<br>Premium Paid/<br>(Received)<br>(000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Market Value<br>(000's) | Variation<br>Margin(000's) |
|  1-Day USD-SOFR | 3.000% | 3/27 | 4800 | USD | $31 | $1 | $32 | $(1) |
|  Compounded-OIS 1-Day USD-SOFR | 3.250% | 6/30 | 34300 | USD | 263 | 195 | 458 | (33) |
|  Compounded-OIS 1-Day USD-SOFR | 3.750% | 12/30 | 23600 | USD | (520) | 379 | (141) | (24) |
|  Compounded-OIS 1-Day USD-SOFR | 3.908% | 3/35 | 500 | USD |  | (3) | (3) | –π |
|  Compounded-OIS 1-Day USD-SOFR | 3.874% | 3/35 | 800 | USD |  | (4) | (4) | (1) |
|  Compounded-OIS 1-Day USD-SOFR | 3.899% | 3/35 | 800 | USD |  | (5) | (5) | (1) |
|  Compounded-OIS 1-Day USD-SOFR | 3.905% | 3/35 | 800 | USD |  | (5) | (5) | (1) |
|  Compounded-OIS 1-Day USD-SOFR | 3.250% | 3/35 | 35600 | USD | 2142 | (606) | 1536 | (25) |
|  Compounded-OIS 1-Day USD-SOFR | 3.930% | 3/35 | 1600 | USD |  | (14) | (14) | (1) |
|  Compounded-OIS 1-Day USD-SOFR | 3.250% | 6/35 | 14400 | USD | 603 | 47 | 650 | (9) |
|  Compounded-OIS 1-Day USD-SOFR | 3.640% | 8/35 | 6000 | USD | 12 | 80 | 92 | (3) |
|  Compounded-OIS 1-Day USD-SOFR | 3.700% | 8/35 | 6100 | USD | (5) | 70 | 65 | (4) |
|  Compounded-OIS 1-Day USD-SOFR | 3.715% | 8/35 | 10272 | USD | 25 | 72 | 97 | (6) |
|  Compounded-OIS 1-Day USD-SOFR | 3.736% | 8/35 | 35200 | USD |  | 275 | 275 | (23) |
|  Compounded-OIS 1-Day USD-SOFR | 3.750% | 12/35 | 9000 | USD | (25) | 102 | 77 | (5) |
|  Compounded-OIS 1-Day USD-SOFR | 3.500% | 12/54 | 3100 | USD | 21 | 317 | 338 | 16 |
|  Compounded-OIS 1-Day USD-SOFR | 3.250% | 6/55 | 7600 | USD | 994 | 169 | 1163 | 41 |
|  Compounded-OIS 6-Month CZK-PRIBOR | 3.575% | 7/30 | 70795 | CZK | 47 | 52 | 99 | (9) |
|  6-Month EURIBOR | 3.000% | 9/56 | 7450 | EUR | 135 | 43 | 178 | (46) |
|  |  |  |  |  | $3723 | $1165 | $4888 | $(135) |

---

**22** 

------

Multi-Sector Bond Portfolio

**Centrally Cleared Interest Rate Swaps - Pay Floating Rate** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Floating Rate Index | Fixed<br>Rate | Expiration<br>Date | Notional<br>Amount<br>(000's) | Currency | Upfront<br> Premium Paid/<br>(Received)<br>(000's) | Unrealized<br>Appreciation/<br> (Depreciation)<br>(000's) | Market Value<br>(000's) | Variation<br>Margin(000's) |
|  1-Year BRL-CDI | 13.926% | 1/27 | 6400 | BRL | $– | $(9) | $(9) | $1 |
|  1-Year BRL-CDI | 13.927% | 1/27 | 50900 | BRL | $– | $(74) | $(74) | $11 |
|  1-Year BRL-CDI | 12.820% | 1/29 | 15600 | BRL |  | (50) | (50) | 17 |
|  1-Year BRL-CDI | 12.905% | 1/29 | 3400 | BRL |  | (11) | (11) | 4 |
|  1-Year BRL-CDI | 13.258% | 1/29 | 28900 | BRL |  | (53) | (53) | 31 |
|  1-Year BRL-CDI | 13.291% | 1/29 | 33700 | BRL |  | (98) | (98) | 36 |
|  1-Year BRL-CDI | 13.320% | 1/29 | 3600 | BRL |  | (10) | (10) | 4 |
|  1-Year BRL-CDI | 13.320% | 1/29 | 30800 | BRL | 2 | (64) | (62) | 33 |
|  1-Year BRL-CDI | 12.867% | 1/31 | 25000 | BRL |  | (106) | (106) | 31 |
|  1-Year BRL-CDI | 13.015% | 1/31 | 13200 | BRL |  | (43) | (43) | 17 |
|  1-Year BRL-CDI | 13.245% | 1/31 | 2300 | BRL |  | (4) | (4) | 3 |
|  1-Year BRL-CDI | 13.255% | 1/31 | 18400 | BRL | (4) | (30) | (34) | 24 |
|  1-Year BRL-CDI | 13.435% | 1/31 | 1000 | BRL |  | (1) | (1) | 1 |
|  1-Year BRL-CDI | 13.440% | 1/31 | 1000 | BRL |  | (1) | (1) | 1 |
|  1-Year BRL-CDI | 13.560% | 1/31 | 2300 | BRL |  | (1) | (1) | 3 |
|  1-Year BRL-CDI | 13.681% | 1/31 | 12700 | BRL | (3) | 6 | 3 | 17 |
|  1-Year BRL-CDI | 13.725% | 1/31 | 600 | BRL |  |  | –π | 1 |
|  3-Month ZAR-JIBAR | 6.770% | 3/28 | 14800 | ZAR |  | (9) | (9) | 1 |
|  6-Month | 4.750% | 12/33 | 45700 | AUD | 248 | (572) | (324) | 111 |
|  AUD-BBR-BBSW 6-Month | 4.250% | 3/36 | 10200 | AUD | 25 | (463) | (438) | 43 |
|  AUD-BBR-BBSW 6-Month CZK-PRIBOR | 3.365% | 11/29 | 78900 | CZK | (25) | (95) | (120) | 8 |
|  6-Month EURIBOR | 2.250% | 9/28 | 18925 | EUR | (180) | (98) | (278) | 5 |
|  6-Month EURIBOR | 2.750% | 9/36 | 11940 | EUR | (29) | (394) | (423) | 39 |
|  CAONREPO | 2.500% | 6/29 | 8000 | CAD | (171) | 116 | (55) | 10 |
|  CAONREPO | 2.500% | 12/30 | 3900 | CAD | (1) | (46) | (47) | 6 |
|  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138) | $(2110) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2248) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |

---

**Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br>Credit<br>Spread | Notional<br> Amount<br>(000's) | Currency | Upfront<br>Premium Paid/<br>(Received)<br>(000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br>(000's) | Market<br>Value(000's) | Variation<br>Margin(000's) |
|  Markit CDX Emerging Markets Index, Series 36 | 1.000% | 12/26 | 0.676% | 16491 | USD | $(151) | $189 | $38 | $2 |
|  Markit CDX Emerging Markets Index, Series 37 | 1.000% | 6/27 | 0.563% | 490 | USD | (10) | 13 | 3 | 3 |
|  Markit CDX Emerging Markets Index, Series 38 | 1.000% | 12/27 | 0.652% | 4200 | USD | (116) | 140 | 24 | 33 |
|  Markit CDX Emerging Markets Index, Series 39 | 1.000% | 6/28 | 1.296% | 600 | USD | (17) | 13 | (4) | (1) |
|  Markit CDX Emerging Markets Index, Series 40 | 1.000% | 12/28 | 1.010% | 10200 | USD | (251) | 248 | (3) | 64 |
|  Markit CDX Emerging Markets Index, Series 41 | 1.000% | 6/29 | 1.115% | 3200 | USD | (76) | 65 | (11) | 20 |
|  Markit CDX Emerging Markets Index, Series 42 | 1.000% | 12/29 | 1.203% | 4500 | USD | (93) | 62 | (31) | 30 |
|  Markit CDX Emerging Markets Index, Series 43 | 1.000% | 6/30 | 1.346% | 400 | USD | (12) | 7 | (5) | 2 |

---

**23** 

------

Multi-Sector Bond Portfolio

**Centrally Cleared Credit Default Swaps on Credit Indices - Sell Protection (continued)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br>Credit<br>Spread | Notional<br>Amount<br>(000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Upfront<br>Premium Paid/<br>(Received)<br>(000's) | Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) | Market<br>Value(000's) | Variation<br>Margin(000's) |
|  Markit CDX Emerging Markets Index, Series 44 | 1.000% | 12/30 | 1.471% | 6500 | USD | $(132) | $3 | $(129) | $31 |
|  Markit CDX Emerging Markets Index, Series 45 | 1.000% | 6/31 | 1.936% | 6200 | USD | (266) | 5 | (261) | 34 |
|  Markit CDX North America High Yield Index, Series 43 | 5.000% | 12/29 | 3.214% | 8341 | USD | 437 | 45 | 482 | 58 |
|  Markit CDX North America High Yield Index, Series 44 | 5.000% | 6/30 | 3.374% | 594 | USD | 40 | (5) | 35 | 5 |
|  Markit CDX North America High Yield Index, Series 45 | 5.000% | 12/30 | 3.649% | 64548 | USD | 4259 | (860) | 3399 | 551 |
|  Markit CDX North America High Yield Index, Series 46 | 5.000% | 6/31 | 3.857% | 18100 | USD | 709 | 158 | 867 | 160 |
|  Markit CDX North America Investment Grade Index, Series 44 | 1.000% | 6/30 | 0.539% | 600 | USD | 11 |  | 11 | 1 |
|  Markit CDX North America Investment Grade Index, Series 45 | 1.000% | 12/30 | 0.587% | 53775 | USD | 1111 | (158) | 953 | 109 |
|  Markit CDX North America Investment Grade Index, Series 46 | 1.000% | 6/31 | 0.631% | 77300 | USD | 1337 | (3) | 1334 | 160 |
|  |  |  |  |  |  | $6780 | $(78) | $6702 | $1262 |

---

**Centrally Cleared Credit Default Swaps on Corporate or Sovereign Issues - Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br>Credit<br>Spread | Notional<br>Amount<br>(000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Upfront<br>Premium Paid/<br>(Received)<br>(000's) | Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) | Market<br>Value(000's) | Variation<br>Margin(000's) |
|  AT&T, Inc. | 1.000% | 6/26 | 0.234% | 100 | USD | $–π | $– | $–π | $–π |
|  Carnival Corp. | 1.000% | 12/28 | 0.837% | 600 | USD | (71) | 74 | 3 | 1 |
|  Ford Motor Co. | 5.000% | 6/26 | 0.354% | 1000 | USD | 2 | 8 | 10 | –π |
|  Ford Motor Co. | 5.000% | 6/27 | 0.747% | 300 | USD | 7 | 8 | 15 | –π |
|  Ford Motor Co. | 5.000% | 6/27 | 0.653% | 900 | USD | 16 | 31 | 47 | –π |
|  General Electric Co. | 1.000% | 6/26 | 0.051% | 3800 | USD | 2 | 6 | 8 | –π |
|  General Electric Co. | 1.000% | 12/26 | 0.054% | 400 | USD | 1 | 2 | 3 | –π |
|  Glencore Finance Europe, Ltd. | 5.000% | 6/31 | 1.059% | 1000 | EUR | 168 | 51 | 219 | 3 |
|  Glencore Finance Europe, Ltd. | 5.000% | 12/31 | 1.163% | 500 | EUR | 91 | 24 | 115 | 2 |
|  Marks & Spencer PLC | 1.000% | 6/27 | 0.200% | 100 | EUR | (2) | 3 | 1 | –π |
|  Marks & Spencer PLC | 1.000% | 12/28 | 0.444% | 500 | EUR | (16) | 24 | 8 | –π |
|  Volkswagen International Finance NV | 1.000% | 6/29 | 0.618% | 3100 | EUR | 24 | 18 | 42 | 2 |
|  |  |  |  |  |  | $222 | $249 | $471 | $8 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | |
|  | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Market Value<br> (000's)<br> Options |
|  | Swaps | Futures | Total | Swaps | Futures | Total | Market Value<br> (000's)<br> Options |
|  Total Exchange-Traded or Centrally Cleared Derivatives | $1786 | $574 | $2360 | $(193) | $(27) | $(220) | $– |

---

**24** 

------

Multi-Sector Bond Portfolio

**Over the Counter Derivatives** 

**Forward Foreign Currency Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Buy | BNP Paribas SA | AUD | 2046 | 1412 | 4/2/26 | $— | $(6) | $(6) |
|  Sell | Barclays Bank PLC | AUD | 473 | 326 | 4/2/26 | 10 |  | 10 |
|  Sell | HSBC Bank PLC | AUD | 9344 | 6447 | 4/2/26 | 191 |  | 191 |
|  Sell | Bank of America NA | AUD | 426 | 294 | 5/4/26 |  | (2) | (2) |
|  Sell | Royal Bank of Canada | AUD | 7771 | 5359 | 5/4/26 |  | (17) | (17) |
|  Buy | Bank of America NA | BRL | 10554 | 2037 | 4/2/26 | 14 |  | 14 |
|  Buy | BNP Paribas SA | BRL | 3982 | 769 | 4/2/26 | 14 |  | 14 |
|  Buy | Goldman Sachs Bank USA | BRL | 72719 | 14038 | 4/2/26 | 1060 |  | 1060 |
|  Buy | BNP Paribas SA | BRL | 2622 | 503 | 5/5/26 | 3 |  | 3 |
|  Buy | Goldman Sachs Bank USA | BRL | 73902 | 13979 | 7/2/26 | 328 |  | 328 |
|  Sell | BNP Paribas SA | BRL | 3982 | 768 | 4/2/26 |  | (8) | (8) |
|  Sell | Goldman Sachs Bank USA | BRL | 72719 | 14039 | 4/2/26 |  | (328) | (328) |
|  Sell | Bank of America NA | BRL | 6 | 1 | 6/2/26 |  | —π | —π |
|  Sell | Goldman Sachs Bank USA | BRL | 17 | 3 | 6/2/26 |  | —π | —π |
|  Sell | Goldman Sachs Bank USA | BRL | 16 | 3 | 7/2/26 |  | —π | —π |
|  Buy | Barclays Bank PLC | CAD | 8736 | 6280 | 4/2/26 |  | (19) | (19) |
|  Sell | Bank of America NA | CAD | 8725 | 6273 | 4/2/26 | 110 |  | 110 |
|  Sell | BNP Paribas SA | CAD | 10017 | 7203 | 4/9/26 | 177 |  | 177 |
|  Sell | Barclays Bank PLC | CAD | 8723 | 6280 | 5/4/26 | 19 |  | 19 |
|  Buy | JP Morgan Chase Bank NA | CHF | 563 | 704 | 4/2/26 |  | (12) | (12) |
|  Sell | Barclays Bank PLC | CHF | 1324 | 1656 | 4/2/26 | 65 |  | 65 |
|  Sell | JP Morgan Chase Bank NA | CHF | 118 | 148 | 4/2/26 | 2 |  | 2 |
|  Sell | Barclays Bank PLC | CHF | 876 | 1099 | 5/4/26 |  | —π | —π |
|  Buy | Bank of America NA | CNH | 552 | 80 | 4/2/26 | —π |  | —π |
|  Buy | Goldman Sachs Bank USA | CNH | 1513 | 220 | 4/2/26 |  | (1) | (1) |
|  Buy | HSBC Bank PLC | CNH | 1703 | 247 | 4/2/26 | —π |  | —π |
|  Buy | JP Morgan Chase Bank NA | CNH | 61 | 9 | 4/2/26 | —π |  | —π |
|  Sell | Bank of America NA | CNH | 1574 | 229 | 4/2/26 |  | —π | —π |
|  Sell | BNP Paribas SA | CNH | 1103 | 160 | 4/2/26 | —π | —π | —π |
|  Sell | Goldman Sachs Bank USA | CNH | 175 | 25 | 4/2/26 | —π |  | —π |
|  Sell | JP Morgan Chase Bank NA | CNH | 1035 | 150 | 4/2/26 |  | —π | —π |
|  Sell | JP Morgan Chase Bank NA | CNH | 61 | 9 | 5/7/26 |  | —π | —π |
|  Buy | BNP Paribas SA | COP | 8927423 | 2421 | 4/20/26 | 12 |  | 12 |
|  Sell | Goldman Sachs Bank USA | COP | 4124634 | 1118 | 4/20/26 |  | (23) | (23) |
|  Sell | UBS AG | COP | 4802789 | 1302 | 4/20/26 |  | (22) | (22) |
|  Sell | BNP Paribas SA | COP | 8927423 | 2391 | 6/17/26 |  | (13) | (13) |
|  Sell | UBS AG | COP | 32223821 | 8629 | 6/17/26 |  | (61) | (61) |
|  Sell | Barclays Bank PLC | COP | 17377521 | 4611 | 7/27/26 |  | (34) | (34) |
|  Sell | JP Morgan Chase Bank NA | CZK | 1956 | 92 | 4/15/26 |  | —π | —π |
|  Sell | UBS AG | CZK | 1491 | 70 | 4/15/26 | 1 |  | 1 |
|  Buy | HSBC Bank PLC | EGP | 33170 | 583 | 5/20/26 |  | (68) | (68) |
|  Buy | Goldman Sachs Bank USA | EGP | 65848 | 1118 | 8/10/26 |  | (195) | (195) |
|  Buy | Bank of America NA | EUR | 120724 | 139539 | 4/2/26 | 791 |  | 791 |
|  Buy | BNP Paribas SA | EUR | 2680 | 3098 | 4/2/26 | 11 |  | 11 |
|  Buy | HSBC Bank PLC | EUR | 1092 | 1262 | 4/2/26 |  | (5) | (5) |
|  Buy | Bank of America NA | EUR | 1873 | 2168 | 5/4/26 | 17 |  | 17 |
|  Sell | Barclays Bank PLC | EUR | 1684 | 1946 | 4/2/26 | 9 |  | 9 |
|  Sell | BNP Paribas SA | EUR | 112855 | 130444 | 4/2/26 | 2974 |  | 2974 |
|  Sell | JP Morgan Chase Bank NA | EUR | 9957 | 11509 | 4/2/26 | 19 |  | 19 |
|  Sell | Bank of America NA | EUR | 120724 | 139752 | 5/4/26 |  | (789) | (789) |
|  Buy | HSBC Bank PLC | GBP | 3301 | 4369 | 4/2/26 |  | (11) | (11) |
|  Sell | Barclays Bank PLC | GBP | 14213 | 18812 | 4/2/26 | 410 |  | 410 |
|  Sell | NatWest Markets PLC | GBP | 1026 | 1358 | 4/2/26 | 1 |  | 1 |

---

**25** 

------

Multi-Sector Bond Portfolio

**Forward Foreign Currency Contracts** 

**(continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Sell | HSBC Bank PLC | GBP | 442 | 585 | 5/5/26 | $— | $(2) | $(2) |
|  Sell | JP Morgan Chase Bank NA | GBP | 11938 | 15800 | 5/5/26 | 9 |  | 9 |
|  Buy | BNP Paribas SA | IDR | 7361373 | 433 | 4/13/26 |  | (3) | (3) |
|  Buy | BNP Paribas SA | IDR | 8245507 | 485 | 4/16/26 |  | (2) | (2) |
|  Buy | BNP Paribas SA | IDR | 2712320 | 160 | 4/17/26 |  | —π | —π |
|  Buy | BNP Paribas SA | IDR | 30366507 | 1788 | 4/27/26 | —π | (6) | (6) |
|  Buy | BNP Paribas SA | IDR | 11096777 | 654 | 5/4/26 |  | —π | —π |
|  Buy | BNP Paribas SA | IDR | 7316337 | 430 | 6/10/26 |  | (4) | (4) |
|  Buy | Goldman Sachs Bank USA | IDR | 17595031 | 1035 | 6/10/26 |  | (7) | (7) |
|  Buy | JP Morgan Chase Bank NA | IDR | 1180676 | 69 | 6/10/26 |  | —π | —π |
|  Sell | Goldman Sachs Bank USA | IDR | 4030389 | 237 | 6/10/26 | 2 |  | 2 |
|  Buy | BNP Paribas SA | ILS | 766 | 244 | 4/6/26 | 2 |  | 2 |
|  Buy | JP Morgan Chase Bank NA | ILS | 989 | 315 | 4/6/26 |  | (6) | (6) |
|  Buy | Bank of America NA | ILS | 94 | 30 | 6/10/26 |  | —π | —π |
|  Sell | BNP Paribas SA | ILS | 3027 | 963 | 4/6/26 | 17 |  | 17 |
|  Sell | Goldman Sachs Bank USA | ILS | 3276 | 1043 | 4/13/26 | 11 |  | 11 |
|  Sell | BNP Paribas SA | ILS | 765 | 244 | 5/5/26 |  | (2) | (2) |
|  Sell | Bank of America NA | ILS | 1562 | 498 | 6/10/26 | 9 |  | 9 |
|  Sell | Barclays Bank PLC | ILS | 1989 | 634 | 6/10/26 | 12 |  | 12 |
|  Sell | BNP Paribas SA | ILS | 1241 | 396 | 6/10/26 | 2 |  | 2 |
|  Sell | UBS AG | ILS | 2953 | 941 | 6/10/26 | 15 |  | 15 |
|  Sell | Bank of America NA | ILS | 2679 | 854 | 6/17/26 | 13 |  | 13 |
|  Sell | UBS AG | ILS | 1592 | 507 | 6/17/26 | 11 |  | 11 |
|  Buy | Barclays Bank PLC | INR | 710675 | 7505 | 4/7/26 |  | (199) | (199) |
|  Buy | JP Morgan Chase Bank NA | INR | 61714 | 652 | 4/7/26 |  | (16) | (16) |
|  Buy | Bank of America NA | INR | 87652 | 933 | 4/24/26 | 1 |  | 1 |
|  Buy | JP Morgan Chase Bank NA | INR | 669040 | 7119 | 4/24/26 | 74 |  | 74 |
|  Buy | BNP Paribas SA | INR | 135368 | 1438 | 5/6/26 | 7 |  | 7 |
|  Sell | Bank of America NA | INR | 87496 | 924 | 4/7/26 | 8 |  | 8 |
|  Sell | Goldman Sachs Bank USA | INR | 6361 | 67 | 4/7/26 | 3 |  | 3 |
|  Sell | JP Morgan Chase Bank NA | INR | 679459 | 7175 | 4/7/26 | 18 | (6) | 12 |
|  Sell | BNP Paribas SA | INR | 115628 | 1230 | 4/24/26 |  | (3) | (3) |
|  Sell | BNP Paribas SA | INR | 68960 | 731 | 5/6/26 |  | (2) | (2) |
|  Sell | Goldman Sachs Bank USA | INR | 52483 | 557 | 5/6/26 |  | (1) | (1) |
|  Buy | Bank of America NA | JPY | 83373 | 525 | 4/2/26 |  | (11) | (11) |
|  Buy | HSBC Bank PLC | JPY | 501933 | 3162 | 4/2/26 |  | (63) | (63) |
|  Buy | Bank of America NA | JPY | 338946 | 2142 | 5/7/26 | 11 |  | 11 |
|  Buy | HSBC Bank PLC | JPY | 244340 | 1544 | 5/7/26 | 12 |  | 12 |
|  Sell | Bank of America NA | JPY | 339970 | 2142 | 4/2/26 |  | (11) | (11) |
|  Sell | HSBC Bank PLC | JPY | 245081 | 1544 | 4/2/26 |  | (12) | (12) |
|  Buy | BNP Paribas SA | KRW | 100393 | 67 | 4/13/26 |  | (1) | (1) |
|  Buy | BNP Paribas SA | KRW | 100830 | 67 | 4/15/26 | 1 |  | 1 |
|  Buy | BNP Paribas SA | KRW | 111752 | 74 | 4/16/26 |  | (1) | (1) |
|  Buy | BNP Paribas SA | KRW | 29864 | 20 | 4/17/26 |  | —π | —π |
|  Buy | BNP Paribas SA | KRW | 67731 | 45 | 4/20/26 | —π |  | —π |
|  Buy | Bank of America NA | KRW | 74644 | 50 | 4/23/26 |  | —π | —π |
|  Sell | BNP Paribas SA | KRW | 100835 | 67 | 4/13/26 |  | (1) | (1) |
|  Sell | Bank of America NA | KRW | 174569 | 116 | 4/15/26 | 3 |  | 3 |
|  Sell | HSBC Bank PLC | KRW | 1189112 | 791 | 4/15/26 | 22 |  | 22 |
|  Sell | BNP Paribas SA | KRW | 198391 | 132 | 4/27/26 | —π |  | —π |
|  Sell | JP Morgan Chase Bank NA | KRW | 135093 | 90 | 4/27/26 | —π |  | —π |
|  Buy | BNP Paribas SA | KWD | 9 | 28 | 6/17/26 |  | —π | —π |
|  Buy | BNP Paribas SA | KWD | 9 | 29 | 6/30/26 |  | —π | —π |
|  Buy | BNP Paribas SA | KWD | 26 | 85 | 7/7/26 |  | (1) | (1) |
|  Buy | BNP Paribas SA | KWD | 35 | 114 | 7/13/26 |  | (1) | (1) |
|  Sell | BNP Paribas SA | KWD | 595 | 1962 | 5/9/30 | 88 |  | 88 |
|  Sell | BNP Paribas SA | KWD | 65 | 215 | 5/13/30 | 10 |  | 10 |

---

**26** 

------

Multi-Sector Bond Portfolio

**Forward Foreign Currency Contracts** 

**(continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Buy | Goldman Sachs Bank USA | KZT | 396265 | 798 | 7/16/26 | $62 | $— | $62 |
|  Buy | JP Morgan Chase Bank NA | KZT | 412492 | 820 | 8/24/26 | 42 |  | 42 |
|  Buy | JP Morgan Chase Bank NA | MXN | 149554 | 8337 | 4/17/26 | 134 |  | 134 |
|  Buy | JP Morgan Chase Bank NA | MXN | 80497 | 4474 | 5/21/26 |  | (17) | (17) |
|  Sell | Bank of America NA | MXN | 8242 | 457 | 6/17/26 | 3 |  | 3 |
|  Sell | BNP Paribas SA | MXN | 36356 | 2016 | 6/17/26 | 64 |  | 64 |
|  Sell | Goldman Sachs Bank USA | MXN | 1500 | 83 | 6/17/26 | 1 |  | 1 |
|  Sell | JP Morgan Chase Bank NA | MXN | 6561 | 363 | 6/17/26 | 2 |  | 2 |
|  Buy | HSBC Bank PLC | NOK | 3969 | 410 | 4/7/26 | 4 |  | 4 |
|  Sell | Barclays Bank PLC | NOK | 622 | 64 | 4/7/26 | 1 |  | 1 |
|  Sell | HSBC Bank PLC | NOK | 3351 | 346 | 4/7/26 | 3 |  | 3 |
|  Sell | HSBC Bank PLC | NOK | 3970 | 410 | 5/4/26 |  | (4) | (4) |
|  Sell | UBS AG | NZD | 9803 | 5633 | 4/2/26 | 238 |  | 238 |
|  Sell | UBS AG | NZD | 9803 | 5639 | 5/4/26 |  | (37) | (37) |
|  Sell | Goldman Sachs Bank USA | PEN | 25410 | 7274 | 6/17/26 | 269 |  | 269 |
|  Buy | Barclays Bank PLC | PLN | 4950 | 1334 | 4/15/26 |  | (41) | (41) |
|  Buy | BNP Paribas SA | PLN | 5263 | 1418 | 4/15/26 |  | (43) | (43) |
|  Buy | HSBC Bank PLC | PLN | 756 | 204 | 4/15/26 |  | (6) | (6) |
|  Buy | JP Morgan Chase Bank NA | PLN | 1044 | 281 | 4/15/26 |  | (7) | (7) |
|  Buy | UBS AG | PLN | 8191 | 2207 | 4/15/26 |  | (55) | (55) |
|  Buy | UBS AG | PLN | 958 | 258 | 4/22/26 |  | (7) | (7) |
|  Sell | Bank of America NA | PLN | 3339 | 900 | 4/15/26 | 5 | (1) | 4 |
|  Sell | BNP Paribas SA | PLN | 1651 | 445 | 4/15/26 | 13 | —π | 13 |
|  Sell | JP Morgan Chase Bank NA | PLN | 1002 | 270 | 4/15/26 | —π | —π | —π |
|  Buy | BNP Paribas SA | SEK | 7495 | 792 | 4/2/26 |  | (33) | (33) |
|  Sell | JP Morgan Chase Bank NA | SEK | 5540 | 585 | 4/2/26 | 7 |  | 7 |
|  Buy | BNP Paribas SA | SGD | 4998 | 3888 | 4/2/26 | 2 | (10) | (8) |
|  Buy | HSBC Bank PLC | SGD | 2395 | 1863 | 4/2/26 |  | (1) | (1) |
|  Buy | JP Morgan Chase Bank NA | SGD | 3157 | 2456 | 4/2/26 | 8 |  | 8 |
|  Sell | JP Morgan Chase Bank NA | SGD | 10549 | 8205 | 4/2/26 | 166 |  | 166 |
|  Sell | BNP Paribas SA | SGD | 4987 | 3888 | 5/4/26 | 10 | (2) | 8 |
|  Sell | HSBC Bank PLC | SGD | 2390 | 1863 | 5/4/26 | —π |  | —π |
|  Sell | JP Morgan Chase Bank NA | SGD | 3150 | 2456 | 5/4/26 |  | (8) | (8) |
|  Buy | Goldman Sachs Bank USA | THB | 18818 | 571 | 4/16/26 |  | (2) | (2) |
|  Buy | Barclays Bank PLC | THB | 32 | 1 | 4/20/26 |  | —π | —π |
|  Buy | BNP Paribas SA | THB | 33 | 1 | 4/20/26 |  | —π | —π |
|  Buy | BNP Paribas SA | THB | 4126 | 125 | 5/5/26 |  | (1) | (1) |
|  Sell | BNP Paribas SA | THB | 30103 | 914 | 4/16/26 | 25 |  | 25 |
|  Sell | BNP Paribas SA | THB | 5184 | 157 | 4/17/26 | 3 |  | 3 |
|  Sell | BNP Paribas SA | THB | 16213 | 492 | 4/20/26 | 5 |  | 5 |
|  Sell | Goldman Sachs Bank USA | THB | 34 | 1 | 4/20/26 | —π |  | —π |
|  Sell | HSBC Bank PLC | THB | 22889 | 695 | 4/20/26 | 26 |  | 26 |
|  Sell | BNP Paribas SA | THB | 6583 | 200 | 4/23/26 | —π |  | —π |
|  Sell | Goldman Sachs Bank USA | THB | 18785 | 573 | 6/17/26 | —π | —π | —π |
|  Buy | Barclays Bank PLC | TRY | 7537 | 170 | 4/1/26 | —π |  | —π |
|  Buy | Barclays Bank PLC | TRY | 11014 | 248 | 4/2/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 12024 | 270 | 4/3/26 | 3 |  | 3 |
|  Buy | Barclays Bank PLC | TRY | 17823 | 398 | 4/9/26 | 6 |  | 6 |
|  Buy | Barclays Bank PLC | TRY | 4557 | 101 | 4/13/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 4226 | 94 | 4/14/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 4235 | 94 | 4/16/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 8898 | 197 | 4/17/26 | 2 |  | 2 |
|  Buy | Barclays Bank PLC | TRY | 51323 | 1130 | 4/20/26 | 10 |  | 10 |
|  Buy | Barclays Bank PLC | TRY | 29223 | 642 | 4/21/26 | 4 |  | 4 |
|  Buy | Barclays Bank PLC | TRY | 8952 | 196 | 4/22/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 5967 | 131 | 4/24/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 4308 | 94 | 4/28/26 | 1 |  | 1 |

---

**27** 

------

Multi-Sector Bond Portfolio

**Forward Foreign Currency Contracts** 

**(continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Type | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Currency | Foreign Principal<br>Amount<br> Covered by<br>Contract (000s) | USD Principal<br>Amount<br>Covered by<br>Contract (000's) | Settlement<br>Date | Unrealized<br>Appreciation<br>(000's) | Unrealized<br>(Depreciation)<br>(000's) | Net<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) |
|  Buy | Barclays Bank PLC | TRY | 62297 | 1355 | 4/29/26 | $3 | $— | $3 |
|  Buy | Barclays Bank PLC | TRY | 8919 | 194 | 4/30/26 | 2 |  | 2 |
|  Buy | Barclays Bank PLC | TRY | 5195 | 112 | 5/4/26 | 1 |  | 1 |
|  Buy | Barclays Bank PLC | TRY | 102351 | 2210 | 5/5/26 | —π | (5) | (5) |
|  Buy | Barclays Bank PLC | TRY | 12596 | 272 | 5/6/26 | —π |  | —π |
|  Sell | Barclays Bank PLC | TRY | 710 | 16 | 4/1/26 |  | —π | —π |
|  Sell | Barclays Bank PLC | TRY | 4144 | 93 | 4/2/26 |  | (1) | (1) |
|  Sell | Barclays Bank PLC | TRY | 12104 | 272 | 4/3/26 |  | (5) | (5) |
|  Sell | Barclays Bank PLC | TRY | 11896 | 266 | 4/9/26 |  | (5) | (5) |
|  Sell | Barclays Bank PLC | TRY | 11960 | 266 | 4/13/26 |  | (5) | (5) |
|  Sell | Barclays Bank PLC | TRY | 4184 | 93 | 4/16/26 |  | (1) | (1) |
|  Sell | Barclays Bank PLC | TRY | 9010 | 199 | 4/17/26 |  | (4) | (4) |
|  Sell | Barclays Bank PLC | TRY | 43720 | 963 | 4/20/26 |  | (13) | (13) |
|  Sell | Barclays Bank PLC | TRY | 71 | 2 | 4/21/26 |  | —π | —π |
|  Sell | Barclays Bank PLC | TRY | 9085 | 199 | 4/22/26 |  | (4) | (4) |
|  Sell | Barclays Bank PLC | TRY | 6060 | 133 | 4/24/26 |  | (3) | (3) |
|  Sell | Barclays Bank PLC | TRY | 4282 | 93 | 4/28/26 |  | (1) | (1) |
|  Sell | Barclays Bank PLC | TRY | 6106 | 133 | 4/29/26 |  | (3) | (3) |
|  Sell | Barclays Bank PLC | TRY | 9168 | 199 | 4/30/26 |  | (4) | (4) |
|  Buy | BNP Paribas SA | TWD | 4566 | 143 | 4/13/26 | —π | —π | —π |
|  Buy | JP Morgan Chase Bank NA | TWD | 2507 | 78 | 4/13/26 |  | —π | —π |
|  Buy | BNP Paribas SA | TWD | 2156 | 67 | 4/16/26 |  | —π | —π |
|  Buy | BNP Paribas SA | TWD | 642 | 20 | 4/17/26 | —π |  | —π |
|  Buy | BNP Paribas SA | TWD | 10253 | 320 | 4/20/26 | —π |  | —π |
|  Buy | Bank of America NA | TWD | 10209 | 319 | 4/23/26 |  | (1) | (1) |
|  Buy | BNP Paribas SA | TWD | 20967 | 654 | 4/27/26 |  | (2) | (2) |
|  Sell | JP Morgan Chase Bank NA | TWD | 2494 | 78 | 4/13/26 | —π |  | —π |
|  Sell | BNP Paribas SA | TWD | 28008 | 873 | 5/4/26 |  | (3) | (3) |
|  Sell | Bank of America NA | ZAR | 14912 | 880 | 4/20/26 | —π | (1) | (1) |
|  Sell | Barclays Bank PLC | ZAR | 61723 | 3643 | 4/20/26 | 60 | (1) | 59 |
|  Sell | JP Morgan Chase Bank NA | ZAR | 79325 | 4682 | 4/20/26 | 69 |  | 69 |
|  Sell | BNP Paribas SA | ZAR | 15089 | 889 | 5/6/26 |  | (37) | (37) |
|  Sell | Bank of America NA | ZAR | 13198 | 777 | 5/20/26 |  | (14) | (14) |
|  Sell | Goldman Sachs Bank USA | ZAR | 21940 | 1284 | 8/5/26 |  | (53) | (53) |
|  Sell | Bank of America NA | ZAR | 15002 | 877 | 8/19/26 |  | (16) | (16) |
|  |  |  |  |  |  | $7859 | $(2432) | $5427 |

---

**Credit Default Swaps on Corporate or Sovereign Issues - Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Counterparty | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br> Credit<br>Spread | Currency | Notional<br> Amount<br> (000's) | Upfront<br> Premium Paid/<br> (Received)<br> (000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Market<br>Value<br>(000's) |
|  Ecuador Government International Bond | JP Morgan Chase Bank NA | 5.000% | 6/27 | 2.178% | USD | 900 | $27 | $3 $| 30 |
|  Republic of Argentina | Barclays Bank PLC | 5.000% | 12/26 | 2.754% | USD | 550 | 10 | (1) | 9 |
|  Republic of Argentina | Morgan Stanley Capital Services LLC | 5.000% | 12/26 | 2.754% | USD | 475 | 9 | (1) | 8 |
|  Republic of Argentina | Morgan Stanley Capital Services LLC | 5.000% | 6/27 | 3.980% | USD | 650 | (60) | 67 | 7 |
|  Republic of Indonesia | Barclays Bank PLC | 1.000% | 6/31 | 1.025% | USD | 5700 | (125) | 118 | (7) |
|  Republic of Poland | JP Morgan Chase Bank NA | 1.000% | 6/29 | 0.446% | USD | 2000 | 17 | 17 | 34 |

---

**28** 

------

Multi-Sector Bond Portfolio

**Credit Default Swaps on Corporate or Sovereign Issues - Sell Protection (continued)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Counterparty | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br> Credit<br>Spread | Currency | Notional<br> Amount<br> (000's) | Upfront<br> Premium<br>Paid/<br> (Received)<br> (000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Market<br>Value<br>(000's) |
|  Republic of Turkey | Morgan Stanley Capital Services LLC | 1.000% | 12/28 | 2.228% | USD | 3000 | $(126) | $33 | $(93) |
|  Softbank Group Corp. | Goldman Sachs International | 1.000% | 6/26 | 1.662% | USD | 3600 | (4) | (1) | (5) |
|  United Mexican States | Morgan Stanley Capital Services LLC | 1.000% | 12/26 | 0.369% | USD | 300 | –π | 1 | 1 |
|  United Mexican States | Morgan Stanley Capital Services LLC | 1.000% | 6/27 | 0.445% | USD | 100 | –π | 1 | 1 |
|  United Mexican States | Morgan Stanley Capital Services LLC | 1.000% | 6/28 | 0.581% | USD | 100 | (1) | 2 | 1 |
|  United Mexican States | Morgan Stanley Capital Services LLC | 1.000% | 12/28 | 0.669% | USD | 300 | (2) | 4 | 2 |
|  |  |  |  |  |  |  | $(255) | $243 | $(12) |

---

**Credit Default Swaps on Credit Indices - Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Reference Entity | Counterparty | Receive<br>Fixed<br>Rate | Expiration<br>Date | Implied<br> Credit<br>Spread | Currency | Notional<br> Amount<br> (000's) | Upfront<br> Premium<br>Paid/<br> (Received)<br> (000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Market<br>Value<br>(000's) |
|  Markit CDX iTraxx Europe Crossover Index | BNP Paribas SA | 5.000% | 12/30 | 0.916% | EUR | 900 | $190 | $(12) | $178 |
|  Markit CDX iTraxx Europe Crossover Index | Goldman Sachs International | 5.000% | 12/30 | 0.916% | EUR | 800 | 159 | –π | 159 |
|  Markit CDX iTraxx Europe Crossover Index | JP Morgan Chase Bank NA | 5.000% | 12/30 | 0.916% | EUR | 3300 | 694 | (40) | 654 |
|  |  |  |  |  |  |  | $1043 | $(52) | $991 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Financial Derivative Assets (000's) | Financial Derivative Liabilities (000's) | Financial Derivative Liabilities (000's) | Financial Derivative Liabilities (000's) | Financial Derivative Liabilities (000's) |
|  | Forward<br> Foreign<br> Currency<br> Contracts | Swaps | Total | Forward<br> Foreign<br> Currency<br> Contracts | Options | Swaps | Total |
|  Total Over the Counter Derivatives | $7859 | $1084 | $8943 | $(2432) |  | $(105) | $(2537) |

---

**Restricted Securities** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Coupon | Maturity Date | Acquisition<br> Date | Cost (000's) | Value (000's) | Value as a <br> Percentage of Net<br> Assets  |
|  AmSurg Corp. |  |  | 11/2/23 | $396 | $417 | 0.03% |
|  Corestate Capital Holding SA |  |  | 8/22/23 | –π | –π | –% |
|  DrillCo Holding Lux SA - Class B |  |  | 6/8/23 | 54 | 62 | 0.01% |
|  DrillCo Holding Lux SA - Class C |  |  | 6/8/23 | 484 | 556 | 0.04% |
|  Turkiye Is Bankasi AS, Series 2024-H | 6.55% | 11/15/34 | 9/18/24 | 1250 | 1219 | 0.09% |
|  VakifBank DPR, Series 2025-E, Class 4A2 | 6.83% | 3/15/35 | 1/31/25 | 2000 | 2022 | 0.15% |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

\* Non income producing

**29** 

------

Multi-Sector Bond Portfolio

Æ Security valued using significant unobservable inputs.

d Restricted security – see accompanying table for additional details

---

| | |
|:---|:---|
| π | Amount is less than one thousand.  |

---

---

| | |
|:---|:---|
| 144A | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2026 the value of these securities (in thousands) was $570,710 representing 42.0% of the net assets.  |

---

f Defaulted Security - not accruing income as of the date of this report.

b Part or all of the security has been pledged as collateral.

∞ Foreign Bond - par value is foreign denominated.

---

| | |
|:---|:---|
| § | Security was purchased pursuant to Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. At March 31, 2026, the aggregate value of these securities was $167,110 (in thousands), representing 12.3% of net assets.  |

---

α Rate shown is the rate as of the period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future.

---

| | |
|:---|:---|
| Þ | PIK - Payment In Kind. PIK rate of AmSurg Corp. First Out is 8.875%, AmSurg Corp. Last Out is 8.875%, Corestate Capital Holding SA is 10.000%, Kaisa Group Holdings, Ltd. due 12/28/27, 12/28/28, 12/28/29, 12/28/30, 12/28/31, 12/28/32 is 6.000%, 6.250%, 6.500%, 6.750%, 7.000%, and 7.250%, respectively.  |

---

y Contingent convertible security

µ Perpetual maturity, date shown, if applicable, represents next contractual call date.

Σ Stepped coupon bond for which the coupon rate of interest adjusts on specified date(s); rate shown is effective rate at period-end.

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $1,585,023 and the net unrealized depreciation of investments based on that cost was $41,586 which is comprised of $44,598 aggregate gross unrealized appreciation and $86,184 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

**30** 

------

Multi-Sector Bond Portfolio

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
|  | | Valuation Inputs | |
| **Description** | **Level 1 - Quoted** <br> **Prices** | **Level 2 - Other**<br> **Significant**<br> **Observable Inputs** | **Level 3**<br> **- Significant** <br> **Unobservable** <br> **Inputs** |
|  |  | *(Amounts in thousands)* |  |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loan Obligations | $— | $52047 | $11656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer, Cyclical | 3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 41 | —π |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Others |  |  | 1176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Corporate Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Basic Materials |  | 11853 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financial |  | 144846 | 4629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Others |  | 344678 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Governments |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Governments |  | 334048 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 2277 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Structured Products |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 228362 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Securities |  | 292833 | 17387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Investments |  | 96640 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 288 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts |  | 7859 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swaps |  | 5063 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Default Swaps |  | 8701 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants |  |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $291 | $1529248 | $35999 |
|  Liabilities: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (6703) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts |  | (2432) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swaps |  | (2423) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Default Swaps |  | (549) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reverse Repurchase Agreements |  | (9994) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities: | $(6703) | $(15398) | $— |

---

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the reconciliation of Level 3 securities and assumptions is not shown for the period ended March 31, 2026.

**31** 

------

Multi-Sector Bond Portfolio

The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the period ended March 31, 2026:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<u>Category</u>** | **Value at<br><u>12/31/2025</u>** | **<u>Purchases</u>** | **<u>Sales</u>** | **Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation/**<br> **<u>Depreciation</u>** | **Transfers<br>into Level<br><u>3</u>** | **Transfers<br>out of<br><u>Level 3</u>** | **Value at<br><u>3/31/2026</u>** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation<br>on investments<br>held at<br><u>3/31/2026</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Loan Obligations | $10995 | $673 | $- | $- | $(12) | $– $|  | $11656 | $(13) |
| &nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 1419 |  | 219 | (21) | (3) | – |  | 1176 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; Corporate Bond | 5326 |  |  |  | (177) | – |  | 5149 | (176) |
| &nbsp;&nbsp;&nbsp;&nbsp; Governments |  | 622 |  |  | 8 | – |  | 630 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; Structured Products | 16817 |  |  |  | 570 | – |  | 17387 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Warrants | 1 |  |  |  |  | – |  | 1 |  |
|  | $34558 | $1295 | $219 | $(21) | $386 | $– $|  | $35999 | $387 |

---

The following is a summary of significant unobservable inputs used in the fair valuations of assets categorized within Level 3 of the fair value hierarchy:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Category** | **Value at 3/31/2026** | **Valuation Techniques** | **Unobservable Inputs** | **Input values** | **Weighted Average** |
|  Bank Loan Obligations | $291 | Comparable Multiple | EBITDA Multiple | 16.360x |  |
|  | 11365 | Discounted Cash Flow | Discount Rate | 4.740% -9.620% | 8.192% |
|  Common Stocks | 417 | Comparable Multiple | EBITDA Multiple | 16.360x |  |
|  |  | Expected Recovery | Price |  |  |
|  |  | Expected Recovery Indicative Market | Recovery Rate |  |  |
|  | 759 | Quotation | Broker Quote | $15.000-23.000 | $21.514 |
|  Corporate Bonds | 4404 | Discounted Cash Flow | Discount Rate | 6.270% -6.920% | 6.593% |
|  | 745 | Third Party Vendor | Expected Recovery | $5.000 |  |
|  Governments | 630 | Proxy Pricing | Base Price | $100.000 |  |
|  Structured Products | 17387 | Recent Transaction Indicative Market | Purchase Price | $100.000 |  |
|  Warrants | 1 | Quotation | Broker Quote | $0.080 |  |
|  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35999 |  |  |  |  |

---

**32** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
|  ADR | American Depositary Receipt |
|  AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the |
|  | underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
|  CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
|  IO | Interest Only Security |
|  PO | Principal Only Security |
|  GDR | Global Depositary Receipt |
|  RB | Revenue Bond |
|  CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
|  IBOR | Interbank Offered Rate |
|  LIBOR | London Interbank Offered Rate |
|  SOFR | Secured Overnight Financing Rate |
|  CME | Chicago Mercantile Exchange |
|  ICE | Intercontinental Exchange |
|  FTSE | Financial Times Stock Exchange |
|  SONIO | Sterling Overnight Interbank Average Rate |
|  DAC | Designated Activity Company |
|  TBA | To Be Announced |
|  CMT | Constant Maturity Treasury |
|  OIS | Overnight Index Swaps |
|  BBR | Bank Bill Rate |
|  BBSW | Bank Bill Swap Reference Rate |
|  DIFC | Dubai International Financial Centre |
|  BRL-CDI | Brazil Interbank Deposit Rate |
|  CAONREPO | Canadian Overnight Repo Rate Average |
|  JIBAR | Johannesburg Interbank Agreed Rate |
|  EURIBOR | Euro Interbank Offered Rate |
|  PRIBOR | Prague Interbank Offered Rate |
|  ETF | Exchange Traded Fund |

---

**Currency Abbreviations** 

---

| | |
|:---|:---|
|  AED | United Arab Emirates Dirham |
|  AUD | Australian Dollar |
|  BRL | Brazilian Real |
|  CAD | Canadian Dollar |
|  CHF | Swiss Franc |
|  CNH | Chinese Yuan Renminbi - Offshore |
|  CNY | Chinese Yuan Renminbi |
|  COP | Colombian Peso |
|  CZK | Czech Koruna |
|  DKK | Danish Krone |
|  EGP | Egyptian Pound |
|  EUR | Euro |
|  GBP | British Pound |
|  HKD | Hong Kong Dollar |
|  IDR | Indonesian Rupiah |
|  ILS | Israeli Shekel |
|  INR | Indian Rupee |
|  JPY | Japanese Yen |
|  KRW | South Korean Won |
|  KWD | Kuwaiti Dinar |
|  KZT | Kazakhstani Tenge |
|  MXN | Mexican New Peso |
|  NOK | Norwegian Krone |
|  NZD | New Zealand Dollar |
|  PEN | Peruvian Sol |
|  PLN | Polish Zloty |
|  PYG | Paraguayan Guarani |
|  RUB | Russian Ruble |
|  SAR | Saudi Riyal |
|  SEK | Swedish Krona |
|  SGD | Singapore Dollar |
|  THB | Thai Baht |
|  TRY | Turkish Lira |
|  TWD | Taiwan Dollar |
|  USD | United States Dollar |
|  ZAR | South African Rand |

---

**1**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1884245476.71

**Total Liabilities:** $524312599.52

**Net Assets:** $1359932877.19

**Delayed Delivery Securities:** $473000223.76

**Cash Not Reported:** $10944717.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1893.36000000 | **1-Year:** -40569.60000000 | **5-Year:** -103357.87000000 | **10-Year:** -109980.09000000 | **30-Year:** -47519.86000000

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

- **3-Month:** -2435.79000000 | **1-Year:** -44656.42000000 | **5-Year:** -201778.84000000 | **10-Year:** -67866.51000000 | **30-Year:** -37894.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050283 | 0.68%                | 0.87%                | -2.40%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $738807.48               | $4166854.27                                |
| Month 2  | $1047210.21              | $4710226.49                                |
| Month 3  | $-4313617.99             | $-36085771.31                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92859 | PA      | $93175.48     | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377575 | PA      | $379916.57    | 0.03%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172274 | PA      | $173265.00    | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      816125 | PA      | $821437.78    | 0.06%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      154093 | PA      | $155155.07    | 0.01%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                              | Ares LXII CLO Ltd                                                                                                                | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699354.61    | 0.05%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                              | Ares LXII CLO Ltd                                                                                                                | CUSIP: 00192WAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1298970.30   | 0.10%             | 2034-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      237000 | PA      | $155409.52    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4663000 | PA      | $3021528.73   | 0.22%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      115000 | PA      | $77656.14     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                  | Abu Dhabi Developmental Holding Co PJSC                                                                                          | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1900000 | PA      | $1930090.02   | 0.14%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                                                                       | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6775699 | PA      | $1631270.63   | 0.12%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-HE4                                                                       | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1013463 | PA      | $933245.16    | 0.07%             | 2034-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-RM2                                                                       | CUSIP: 004421JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26905 | PA      | $26177.04     | 0.00%             | 2035-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                        | Advance Auto Parts Inc                                                                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1620874.93   | 0.12%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                             | Aegis Asset Backed Securities Trust 2004-6                                                                                       | CUSIP: 00764MDY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31937 | PA      | $30722.48     | 0.00%             | 2035-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $494657.03    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $500603.84    | 0.04%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                       | Affirm Master Trust                                                                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1307874.10   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                    | Air Canada 2020-2 Class A Pass Through Trust                                                                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      421746 | PA      | $427202.72    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113773 | PA      | $113788.08    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                   | Albion Financing 3 SARL 2025 EUR Term Loan                                                                                       | CUSIP: 01330EAC2<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |     1400000 | PA      | $1612283.91   | 0.12%             | 2031-05-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1210214.48   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8900000 | PA      | $8390754.91   | 0.62%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6600000 | PA      | $6369037.42   | 0.47%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20400000 | PA      | $19652646.82  | 1.45%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20700000 | PA      | $20412821.45  | 1.50%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19300000 | PA      | $19010380.92  | 1.40%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28500000 | PA      | $29016336.21  | 2.13%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      900000 | PA      | $915883.48    | 0.07%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77700000 | PA      | $80298994.29  | 5.90%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                        | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                                 | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3101443 | PA      | $3106198.65   | 0.23%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      809000 | PA      | $826908.76    | 0.06%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1067074 | PA      | $1078215.32   | 0.08%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALROSA Finance SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAD4<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $25000.00     | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALROSA FINANCE SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |     8500000 | PA      | $425000.00    | 0.03%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA9                                                                                                  | CUSIP: 02146YAC0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        4336 | PA      | $3775.91      | 0.00%             | 2046-07-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-45T1                                                                                                 | CUSIP: 02149JAN6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      104015 | PA      | $34390.78     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-9T1                                                                                                  | CUSIP: 02150JAU6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      215200 | PA      | $85330.50     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-AL1                                                                                                  | CUSIP: 02150NAA1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     2792697 | PA      | $2367518.04   | 0.17%             | 2037-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-OA3                                                                                                  | CUSIP: 02150TAA8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       18970 | PA      | $17411.03     | 0.00%             | 2047-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     1033500 | PA      | $1032641.85   | 0.08%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                  | American Airlines 2017-2 Class AA Pass Through Trust                                                                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      653492 | PA      | $631637.63    | 0.05%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                  | American Airlines 2016-1 Class AA Pass Through Trust                                                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      603020 | PA      | $594575.77    | 0.04%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                     | American Airlines 2015-1 Class A Pass Through Trust                                                                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      237043 | PA      | $234045.16    | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                     | American Airlines 2014-1 Class A Pass Through Trust                                                                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131739 | PA      | $131271.83    | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OHR                            | American Municipal Power Inc                                                                                                     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      100000 | PA      | $120750.06    | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1200000 | PA      | $1256812.44   | 0.09%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                       | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R5                                                    | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          67 | PA      | $67.19        | 0.00%             | 2034-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $968542.15    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                              | ams-OSRAM AG                                                                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      225000 | PA      | $238942.35    | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                             | Anchorage Credit Funding 19 Ltd                                                                                                  | CUSIP: 03331VAA3<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $990025.86    | 0.07%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                             | Anchorage Credit Funding 19 Ltd                                                                                                  | CUSIP: 03331VAC9<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $987198.82    | 0.07%             | 2040-10-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2024-8                                                                                                  | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     2606897 | PA      | $2608118.24   | 0.19%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                        | Angolan Government International Bond                                                                                            | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $988030.09    | 0.07%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                          | Antares Holdings LP                                                                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244775.34    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1141335.92   | 0.08%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $1156256.54   | 0.09%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1133053.68   | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3422164 | PA      | $2474224.57   | 0.18%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    16193196 | PA      | $10833248.12  | 0.80%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                       | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1372151.75   | 0.10%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1019491.03   | 0.07%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst          | Asset Backed Securities Corp Home Equity Loan Trust Series WMC 2005-HE5                                                          | CUSIP: 04541GSL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34272 | PA      | $33897.74     | 0.00%             | 2035-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                         | ABFC 2007-WMC1 Trust                                                                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6914810 | PA      | $4972842.62   | 0.37%             | 2037-06-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1509094.77   | 0.11%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                | Atlas Senior Loan Fund XV Ltd                                                                                                    | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200124 | PA      | $1200940.42   | 0.09%             | 2032-10-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                | ATLX 2024-RPL1 Trust                                                                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867219 | PA      | $843316.33    | 0.06%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                      | Avilease Capital Ltd                                                                                                             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1167768.06   | 0.09%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4087872.40   | 0.30%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                            | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |     1143769 | PA      | $1144936.04   | 0.08%             | 2030-06-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      471000 | PA      | $455038.43    | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $681783.84    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1436947.88   | 0.11%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      950000 | PA      | $969708.70    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust             | BHG Securitization Trust 2025-2CON                                                                                               | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3510862.25   | 0.26%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bank5                                                     | BANK5 2025-5YR19                                                                                                                 | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $6127968.60   | 0.45%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                  | Azule Energy Finance Plc                                                                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1309262.60   | 0.10%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR5 Trust                                                                                                          | CUSIP: 05531UAV2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |     1975821 | PA      | $673784.20    | 0.05%             | 2036-08-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR14 Trust                                                                                                         | CUSIP: 05532LAD1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |       13153 | PA      | $11843.74     | 0.00%             | 2036-07-26      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2020-BOC                                                                              | CUSIP: 05551JAA8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2133071.50   | 0.16%             | 2032-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                          | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1577828.46   | 0.12%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1525573.20   | 0.11%             | 2057-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8300000 | PA      | $8569276.90   | 0.63%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $920383.30    | 0.07%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2006 J Trust                                                                                             | CUSIP: 05951EAM9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       17913 | PA      | $15617.89     | 0.00%             | 2047-01-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2007-6 Trust                                                                                             | CUSIP: 059526AB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       28984 | PA      | $27808.36     | 0.00%             | 2037-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                   | Banco Internacional del Peru SAA Interbank                                                                                       | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     1200000 | PA      | $1179720.00   | 0.09%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                  | Banco BTG Pactual SA/Cayman Islands                                                                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     1500000 | PA      | $1513455.00   | 0.11%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1939517.47   | 0.14%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1835605.17   | 0.13%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     2200000 | PA      | $2270589.68   | 0.17%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                               | Bacardi Ltd                                                                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     1300000 | PA      | $1298692.90   | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2350000 | PA      | $2376877.02   | 0.17%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $558985.28    | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                        | Bausch + Lomb Corp                                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $722750.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2119102.97   | 0.16%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      175000 | PA      | $184030.81    | 0.01%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2004-3                                                                                                    | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         617 | PA      | $601.50       | 0.00%             | 2034-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                  | Bear Stearns ALT-A Trust 2006-6                                                                                                  | CUSIP: 073868AM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |      101343 | PA      | $42442.57     | 0.00%             | 2036-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                | Bear Stearns Asset Backed Securities I Trust 2007-HE6                                                                            | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4245 | PA      | $4229.21      | 0.00%             | 2037-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2007-4                                                                                                    | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45080 | PA      | $40765.18     | 0.00%             | 2047-06-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                      | Beignet Investor LLC                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3567701.84   | 0.26%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                     | Belron UK Finance PLC                                                                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $503157.50    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2018-B5 Mortgage Trust                                                                                                 | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1696282 | PA      | $1690380.83   | 0.12%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2024-V12 Mortgage Trust                                                                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2270637.60   | 0.17%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     2000000 | PA      | $1962110.40   | 0.14%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1153658.08   | 0.08%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                      | BlueMountain CLO 2016-3 Ltd                                                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      349417 | PA      | $349437.17    | 0.03%             | 2030-11-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C8 Mortgage Trust                                                                                                      | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2129338.47   | 0.16%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1379940.66   | 0.10%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2440176.00   | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                   | Booz Allen Hamilton Inc                                                                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1168767.66   | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       25000 | PA      | $25380.03     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                                                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      550000 | PA      | $539379.50    | 0.04%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                    | Brazilian Government International Bond                                                                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2500000 | PA      | $2448250.00   | 0.18%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                    | British Airways 2021-1 Class A Pass Through Trust                                                                                | CUSIP: 11042CAA8<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      312849 | PA      | $286933.78    | 0.02%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2633716.17   | 0.19%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      700000 | PA      | $635732.77    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1381106.10   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $899137.62    | 0.07%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                  | Burford Capital Global Finance LLC                                                                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1248750.00   | 0.09%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $248611.20    | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                                                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1314136.30   | 0.10%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2278636.50   | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $696498.80    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1604406.88   | 0.12%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1277535.49   | 0.09%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      700000 | PA      | $692125.00    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      260500 | PA      | $279480.29    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                         | CI Financial Corp                                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1154244.40   | 0.08%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2025-C                                                                                                | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002477.30   | 0.07%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2025-C                                                                                                | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3505827.50   | 0.26%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Series 2014-6R                                                                                                              | CUSIP: 12648PAQ0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       99213 | PA      | $88070.37     | 0.01%             | 2035-09-27      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                  | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $975242.60    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-RPL3 Trust                                                                                                             | CUSIP: 12661GAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     5134616 | PA      | $4540298.80   | 0.33%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       42047 | PA      | $44398.70     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      458060 | PA      | $466787.39    | 0.03%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust Series 2013                                                                                               | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      287076 | PA      | $270904.38    | 0.02%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2005-AB4                                                                                   | CUSIP: 126670KN7<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       56447 | PA      | $51575.81     | 0.00%             | 2036-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-1                                                                                     | CUSIP: 126670TG3<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       64660 | PA      | $61432.94     | 0.00%             | 2036-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-5                                                                                     | CUSIP: 126670YJ1<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      934134 | PA      | $922451.04    | 0.07%             | 2036-08-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2004-9                                                                                     | CUSIP: 126673GS5<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       40725 | PA      | $41045.33     | 0.00%             | 2034-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-1CB                                                                                                  | CUSIP: 12667F2Q7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      256108 | PA      | $109704.69    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667F3U7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       70982 | PA      | $64924.19     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667FU29<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |         467 | PA      | $472.13       | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2004-28CB                                                                                                 | CUSIP: 12667FYU3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        5931 | PA      | $5901.44      | 0.00%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-59                                                                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        2837 | PA      | $2728.09      | 0.00%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J11                                                                                                  | CUSIP: 12668AJM8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      140323 | PA      | $73812.57     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-79CB                                                                                                 | CUSIP: 12668BAC7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       94917 | PA      | $49856.53     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-76                                                                                                   | CUSIP: 12668BDC4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        7228 | PA      | $6983.69      | 0.00%             | 2036-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-5T2                                                                                                  | CUSIP: 12668BMU4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      315959 | PA      | $102282.26    | 0.01%             | 2036-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-HY10                                                                                                 | CUSIP: 12668BUH4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        3572 | PA      | $3450.83      | 0.00%             | 2036-05-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-25                                                                                    | CUSIP: 12668HAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      268334 | PA      | $251119.76    | 0.02%             | 2037-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA17                                                                                                 | CUSIP: 12668PAA0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       15930 | PA      | $14363.14     | 0.00%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33967 | PA      | $8880.39      | 0.00%             | 2046-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694F29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900138 | PA      | $248734.23    | 0.02%             | 2046-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-22                                                                                          | CUSIP: 126694LW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5320 | PA      | $4379.26      | 0.00%             | 2035-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                                                                                        | CUSIP: 126694QE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         117 | PA      | $117.23       | 0.00%             | 2035-12-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA2                                                                                                  | CUSIP: 126694R75<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      217623 | PA      | $197945.01    | 0.01%             | 2046-05-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-9                                                                                           | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94341 | PA      | $41551.35     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-13                                                                                    | CUSIP: 126698AA7<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      690296 | PA      | $674505.07    | 0.05%             | 2047-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-8                                                                                     | CUSIP: 12670FAA8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      621510 | PA      | $559944.38    | 0.04%             | 2047-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1335646.00   | 0.10%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                      | Cantor Fitzgerald LP                                                                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1246658.86   | 0.09%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1300709.93   | 0.10%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | CarMax Select Receivables Trust 2026-A                                                                                           | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $999361.40    | 0.07%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | CarMax Select Receivables Trust 2025-A                                                                                           | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2222958.10   | 0.16%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | Carmax Select Receivables Trust 2025-B                                                                                           | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2237228.55   | 0.16%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3300000 | PA      | $3222376.67   | 0.24%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                      | Carpenter Technology Corp                                                                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1288025.65   | 0.09%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                            | Carrington Mortgage Loan Trust Series 2005-FRE1                                                                                  | CUSIP: 144531EH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8016000 | PA      | $6803931.10   | 0.50%             | 2035-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1274309.93   | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2026-P1                                                                                           | CUSIP: 14689FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1997453.60   | 0.15%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      500000 | PA      | $521877.00    | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      109000 | PA      | $107072.30    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1989000 | PA      | $1888122.69   | 0.14%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $839153.22    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                        | Cerdia Finanz GmbH                                                                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1287689.00   | 0.09%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1685153.15   | 0.12%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $185674.45    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1051221.56   | 0.08%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating LLC 2024 Term Loan B5                                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      561099 | PA      | $560784.79    | 0.04%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL1                                                                               | CUSIP: 16159MAA4<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     1189640 | PA      | $1050370.93   | 0.08%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2024-RPL4                                                                                      | CUSIP: 16160NAB7<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     2942420 | PA      | $2629183.50   | 0.19%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL3                                                                               | CUSIP: 161917AB5<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     1220900 | PA      | $1083459.33   | 0.08%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2023-RPL3                                                                                      | CUSIP: 161927AC2<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     5816402 | PA      | $5205646.94   | 0.38%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL2                                                                               | CUSIP: 161930AB8<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     1206545 | PA      | $1070803.11   | 0.08%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      946000 | PA      | $976139.56    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1067958 | PA      | $1078377.34   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-16                                                                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13153 | PA      | $3208.53      | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2024-R1                                                                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711187 | PA      | $699249.05    | 0.05%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                | Citadel LP                                                                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1243728.58   | 0.09%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                  | Citadel Securities Global Holdings LLC                                                                                           | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $986766.67    | 0.07%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AHL1                                                                                          | CUSIP: 17311VAF6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |       52271 | PA      | $51965.80     | 0.00%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                           | CUSIP: 17311WAF4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      228190 | PA      | $211659.61    | 0.02%             | 2037-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                             | Citicorp Mortgage Securities Trust Series 2007-8                                                                                 | CUSIP: 17312DAC2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |         879 | PA      | $897.92       | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-FS1                                                                                           | CUSIP: 17313EAB1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     5838715 | PA      | $5426315.18   | 0.40%             | 2037-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAL2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |        4531 | PA      | $4299.25      | 0.00%             | 2037-09-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |        3100 | PA      | $2909.44      | 0.00%             | 2037-09-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                              | SM Energy Co                                                                                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      700000 | PA      | $773304.70    | 0.06%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1232965.38   | 0.09%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1608444.14   | 0.12%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                                                                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1046147.28   | 0.08%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1200000 | PA      | $860532.00    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      780000 | PA      | $816301.20    | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                           | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2600000 | PA      | $2554500.00   | 0.19%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                           | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3900000 | PA      | $3818100.00   | 0.28%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-3 Mortgage Loan Trust                                                                                                  | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |      622179 | PA      | $628003.21    | 0.05%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                    | Columbus McKinnon Corp/NY                                                                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599724.00    | 0.04%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                             | Columbus McKinnon Corporation 2026 Term Loan B                                                                                   | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      883024 | PA      | $878609.21    | 0.06%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1000000 | PA      | $1025000.00   | 0.08%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                       | CommonSpirit Health                                                                                                              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1073344.00   | 0.08%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                  | Constellation Brands Inc                                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199126.66    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1061265.77   | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                  | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $707868.00    | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                             | CoreWeave Inc                                                                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2283645.36   | 0.17%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      800000 | PA      | $863128.00    | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                          | CoStar Group Inc                                                                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1356433.70   | 0.10%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                      | Cotiviti Corporation 2024 Term Loan                                                                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     2842218 | PA      | $2613077.93   | 0.19%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HYB1                                                                                        | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4025 | PA      | $3489.43      | 0.00%             | 2037-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | Consumer Portfolio Services Auto Trust 2025-D                                                                                    | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3568370 | PA      | $3573247.52   | 0.26%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2026-A                                                                                                | CUSIP: 22410MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450073 | PA      | $449770.69    | 0.03%             | 2029-12-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2026-A                                                                                                | CUSIP: 22410MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1296382.10   | 0.10%             | 2030-09-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-A                                                                                                | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1509049 | PA      | $1516365.27   | 0.11%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       43847 | PA      | $43857.15     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $800999.84    | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001034.80   | 0.07%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                       | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    13000000 | PA      | $4025259.35   | 0.30%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                       | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1700000 | PA      | $516121.15    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      850000 | PA      | $861276.80    | 0.06%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22540A7A0<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |        1226 | PA      | $1210.96      | 0.00%             | 2032-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22541NX20<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |         168 | PA      | $173.88       | 0.00%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H4 Mortgage Trust                                                                                                     | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      594947 | PA      | $599438.92    | 0.04%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2025-H6 Mortgage Trust                                                                                                     | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1627664 | PA      | $1624742.05   | 0.12%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                  | Crowdstrike Holdings Inc                                                                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1212814.30   | 0.09%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H6 Mortgage Trust                                                                                                     | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1659117 | PA      | $1659270.07   | 0.12%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-BC2                                                                                   | CUSIP: 23242HAF9<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $873231.75    | 0.06%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA12                                                                                                 | CUSIP: 23243AAB2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        2385 | PA      | $2503.63      | 0.00%             | 2046-09-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | Countrywide Asset-Backed Certificates                                                                                            | CUSIP: 23248AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      812017 | PA      | $746985.41    | 0.05%             | 2047-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                  | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1400000 | PA      | $1380144.43   | 0.10%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                            | Dcli Bidco LLC                                                                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      550000 | PA      | $556149.00    | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1437376.92   | 0.11%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $672784.74    | 0.05%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1836966.13   | 0.14%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                             | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                                                                  | CUSIP: 251510KH5<br>LEI: 5299003GGM6YEXXXJ012 | Long             | ABS-MBS          | CORP              | US        |      219608 | PA      | $187220.29    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1440470.32   | 0.11%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $305592.31    | 0.02%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPA                                  | Dhafrah Pv2 Energy Co LLC                                                                                                        | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |     1000000 | PA      | $969720.23    | 0.07%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2800000 | PA      | $2623040.00   | 0.19%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      550000 | PA      | $506220.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      900000 | PA      | $854595.00    | 0.06%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1100000 | PA      | $1047200.00   | 0.08%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $88370.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $9688.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-313.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-285.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-1068.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |           1 | NC      | $-1389.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-36509.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-53266.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-13690.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-15728.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |           1 | NC      | $-67920.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $133972.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $989852.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3013616.10   | 0.22%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1237662.87   | 0.09%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                        | Ellington Financial Mortgage Trust 2017-1                                                                                        | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |      944961 | PA      | $935942.80    | 0.07%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                          | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1331646.02   | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      531000 | PA      | $529758.07    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2100000 | PA      | $2111025.00   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-28083.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $-1189.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-27564.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-1129.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-54893.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-14179.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PL        |           1 | NC      | $-7209.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $-7449.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-22470.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | KZ        |           1 | NC      | $62069.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-23324.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-16500.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $-4580.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $51778.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |           1 | NC      | $-13270.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-198963.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-33583.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-11968.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |           1 | NC      | $-7244.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED ILS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $-5647.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $17442.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $9059.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | EG        |           1 | NC      | $-194888.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $11324.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-289.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1894.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2060.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $2083.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $11205.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $9202.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3728.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $11373.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $13142.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $9593.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $5917.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $12455.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $3480.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-61428.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-55.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $165758.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5532.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $248.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED KZT / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |           1 | NC      | $42197.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-2356.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $13687.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $269237.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $62790.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $2575.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-28609.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3313.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $109528.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2035.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $410499.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-34864.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $730.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $2561.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-1957.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $191231.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-5194.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-10840.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $157.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $238459.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2972856.65   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $64643.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED SEK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |           1 | NC      | $-32513.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $15503.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $21809.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3200.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $8871.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $30.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $-39.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |           1 | NC      | $-15.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1326.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1101.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1144.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1207.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1413.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $496.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1102.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $243.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1103.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1226.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $9868.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-4287.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3890.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10227.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4131.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2742.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5415.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5417.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-5103.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-3962.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-2618.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $851.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-715.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-798.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $757.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $50.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1159.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1141.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $10250.06     | 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      | $4225.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $2155.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $985.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-453.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $763.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $58860.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-1728.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-525.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $9004.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $5521.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-1242.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-249.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-301.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $177121.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1391.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-926.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $1225.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $705.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1329.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-638.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $575.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $619.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3470.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CN        |           1 | NC      | $-686.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $68848.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-589.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-1104.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-683.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $5447.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-158.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4089.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1806.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $3472.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $65.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $-139.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-199.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1392.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2639.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $222.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $139.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-4566.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-402.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1497.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-324.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-100.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-10.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED ILS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IL        |           1 | NC      | $-140.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $13809.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $1368.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $91.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $869.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $1000.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2697.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-115.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $46.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $132.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $401.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $598.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $-1370.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-352.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-663.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $68.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $272.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED COP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |           1 | NC      | $12377.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD COP                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-13321.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-157.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1074.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1262.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $961.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-327187.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $327808.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $110.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $475.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1383.54     | -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      | $12239.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SEK                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2218.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-11511.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $777.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $914.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $7779.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $188.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $11.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-11.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $26.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-26.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-17.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-48.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $47.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |           1 | NC      | $17.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-1647.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1776.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $31.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-1062.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1106.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $11949.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $3685.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3397.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $168.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1780.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2871.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-508.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |           1 | NC      | $-3426.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $136.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-803.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-376.39      | -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      | $3485.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $-10098.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $9988.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-4576.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1937.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1382.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |           1 | NC      | $-6283.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |           1 | NC      | $-2009.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $381.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-579.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $479.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $953.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-421.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $686.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-19189.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $19076.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |           1 | NC      | $-249.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |           1 | NC      | $-21.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $11224.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-6013.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-11636.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $11568.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $41.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-41.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $2368.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-2470.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5793.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $69975.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $280.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1826.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED ILS / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IL        |           1 | NC      | $1822.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4268.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED NOK / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $4277.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-680.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |           1 | NC      | $680.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $790770.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $8185.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8309.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1841.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-788718.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $11272.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-11345.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $756175.54    | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $266618.94    | 0.02%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      500000 | PA      | $506935.82    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      600000 | PA      | $604548.61    | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                   | Efesto Bidco SpA Efesto US LLC                                                                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     1400000 | PA      | $1392903.51   | 0.10%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                       | El Paso Natural Gas Co LLC                                                                                                       | CUSIP: 283695BK9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234058.50    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1325000 | PA      | $1374939.25   | 0.10%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1000000 | PA      | $1058200.00   | 0.08%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1737016.50   | 0.13%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Trust                          | Ellington Loan Acquisition Trust 2007-2                                                                                          | CUSIP: 288547AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122895 | PA      | $121835.71    | 0.01%             | 2037-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                                                                          | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3700000 | PA      | $1916812.94   | 0.14%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      625000 | PA      | $630330.34    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      900000 | PA      | $932297.80    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1255500.00   | 0.09%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      700000 | PA      | $740119.80    | 0.05%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1194000.00   | 0.09%             | 2031-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $540324.07    | 0.04%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                                  | Energy Transfer LP                                                                                                               | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1947471.58   | 0.14%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100063.61    | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $312686.57    | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101850.01    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193331.50    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $165975.30    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                  | Equinix Europe 2 Financing Corp LLC                                                                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     2900000 | PA      | $2872956.75   | 0.21%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-5                                                                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2104888.59   | 0.15%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2026-2                                                                                       | CUSIP: 30166WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000332.70   | 0.07%             | 2028-11-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2026-2                                                                                       | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1701921.68   | 0.13%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2026-2                                                                                       | CUSIP: 30166WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001366.10   | 0.07%             | 2031-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-4                                                                                       | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5500000 | PA      | $5507351.30   | 0.40%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      137098 | PA      | $137297.96    | 0.01%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $503602.25    | 0.04%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-2                                                                                       | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3524245.55   | 0.26%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      900000 | PA      | $821895.89    | 0.06%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                       | FS KKR Capital Corp                                                                                                              | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1501149.22   | 0.11%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1085913 | PA      | $1091285.13   | 0.08%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                               | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1626048 | PA      | $1617725.77   | 0.12%             | 2050-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W6                                                                                                         | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9178 | PA      | $9139.58      | 0.00%             | 2042-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                   | Fidelity National Financial Inc                                                                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188054.07    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                          | Finastra USA Inc 2025 USD Term Loan                                                                                              | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     2000000 | PA      | $1875000.00   | 0.14%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                 | First Horizon Mortgage Pass-Through Trust 2007-2                                                                                 | CUSIP: 320520AE9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | ABS-MBS          | CORP              | US        |      142024 | PA      | $40814.18     | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                   | First Student Bidco Inc 2026 Term Loan B                                                                                         | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      994924 | PA      | $991193.00    | 0.07%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $265195.86    | 0.02%             | 2030-09-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                  | Flex Intermediate Holdco LLC                                                                                                     | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1274746.40   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1200000 | PA      | $1221642.00   | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1100000 | PA      | $1089759.00   | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                          | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2162624.78   | 0.16%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51602.37     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26373.28     | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26333.21     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $293982.86    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399858.68    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                   | FTAI Aviation Investors LLC                                                                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2562825.00   | 0.19%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                              | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                     | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     1382552 | PA      | $1370455.17   | 0.10%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      134349 | PA      | $134642.90    | 0.01%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1006285.30   | 0.07%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499326.95    | 0.04%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      350000 | PA      | $344293.01    | 0.03%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1028398.91   | 0.08%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                   | Fremont Home Loan Trust 2005-2                                                                                                   | CUSIP: 35729PLP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      296954 | PA      | $280148.06    | 0.02%             | 2035-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AK5<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406091.20    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |     1700000 | PA      | $1645376.28   | 0.12%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1500000 | PA      | $1458897.30   | 0.11%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3271000 | PA      | $3626972.82   | 0.27%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                    | GSAA Home Equity Trust 2006-17                                                                                                   | CUSIP: 362257AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43558 | PA      | $9960.75      | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2007-AR1                                                                                                 | CUSIP: 362290AC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |        5563 | PA      | $2905.44      | 0.00%             | 2047-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-NC1                                                                                                             | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10677 | PA      | $5261.34      | 0.00%             | 2046-12-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-FM2                                                                                                             | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129249 | PA      | $79180.99     | 0.01%             | 2037-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-2F                                                                                                  | CUSIP: 362334BP8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |       68320 | PA      | $27117.66     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-AR1                                                                                                 | CUSIP: 3623414A4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |         641 | PA      | $607.17       | 0.00%             | 2036-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341RT8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |          32 | PA      | $31.75        | 0.00%             | 2035-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2004-WF                                                                                                              | CUSIP: 36242DKL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12172 | PA      | $12435.28     | 0.00%             | 2034-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                     | GFL Environmental Inc 2025 Term Loan B                                                                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      721375 | PA      | $720927.75    | 0.05%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                         | GLS Auto Select Receivables Trust 2023-2                                                                                         | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2045573.00   | 0.15%             | 2029-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-1                                                                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      465464 | PA      | $466248.00    | 0.03%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2026-1                                                                                         | CUSIP: 36274AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4495793.85   | 0.33%             | 2028-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2026-1                                                                                         | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1494587.70   | 0.11%             | 2029-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                       | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                                                                               | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |     4863842 | PA      | $4845869.70   | 0.36%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1273003.40   | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                      | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $975510.90    | 0.07%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2024-NQM2 Trust                                                                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492131 | PA      | $495484.30    | 0.04%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $852469.20    | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                                                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1293858.28   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       46400 | PA      | $45499.91     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1228150 | PA      | $1169445.44   | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      248879 | PA      | $209526.87    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2018400 | PA      | $1719024.84   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                               | Global Medical Response Inc 2025 Term Loan B                                                                                     | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      399000 | PA      | $397288.29    | 0.03%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                   | Global Medical Response Inc                                                                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      900000 | PA      | $934596.00    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-2                                                                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      999871 | PA      | $1004120.89   | 0.07%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                          | Barnes Group Inc 2025 Term Loan B                                                                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     1176560 | PA      | $1173866.17   | 0.09%             | 2032-01-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $209274.74    | 0.02%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $372915.66    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $20112.62     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1535000 | PA      | $1402642.94   | 0.10%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209228.93    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200677.31    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1177804.45   | 0.09%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2285807.85   | 0.17%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380L7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23400 | PA      | $23452.45     | 0.00%             | 2070-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380LQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53393 | PA      | $53384.73     | 0.00%             | 2069-11-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                            | Gray Media Inc                                                                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1199923.80   | 0.09%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     2900000 | PA      | $2906446.70   | 0.21%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56293 | PA      | $56416.99     | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $508532.05    | 0.04%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1044957 | PA      | $1058461.69   | 0.08%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373199 | PA      | $379772.68    | 0.03%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                    | Greystone CRE Notes 2025-FL4 LLC                                                                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2299494.58   | 0.17%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1700000 | PA      | $1784150.00   | 0.13%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1200000 | PA      | $1222800.00   | 0.09%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $239487.90    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1776328.77   | 0.13%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1224569.75   | 0.09%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1063490.93   | 0.08%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1419666.20   | 0.10%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2005-I1                                                                                      | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81342 | PA      | $76937.86     | 0.01%             | 2035-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2006-NC1                                                                                     | CUSIP: 40430HER5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      658629 | PA      | $616887.43    | 0.05%             | 2035-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                  | HPS Corporate Lending Fund                                                                                                       | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $974193.41    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-3                                                                                            | CUSIP: 41161PMG5<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |        4214 | PA      | $4172.21      | 0.00%             | 2035-06-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-10                                                                                           | CUSIP: 41161PTN3<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |        2646 | PA      | $1665.99      | 0.00%             | 2035-11-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                        | Harvest US CLO 2023-1 Ltd                                                                                                        | CUSIP: 417923AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1200000 | PA      | $1197608.59   | 0.09%             | 2037-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $393287.68    | 0.03%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      800000 | PA      | $821789.85    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1302440.63   | 0.10%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2089941.23   | 0.15%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Backed Trust                    | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B                                                                 | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      277247 | PA      | $153879.67    | 0.01%             | 2037-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                                    | Home Equity Loan Trust                                                                                                           | CUSIP: 43710XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $448882.10    | 0.03%             | 2037-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                   | HomeBanc Mortgage Trust 2005-1                                                                                                   | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1939 | PA      | $1594.54      | 0.00%             | 2035-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                   | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1254752.50   | 0.09%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1200000 | PA      | $1227799.01   | 0.09%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1364843.69   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                      | IHO Verwaltungs GmbH                                                                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1799348.22   | 0.13%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR12                                                                                       | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         838 | PA      | $790.31       | 0.00%             | 2035-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR14                                                                                       | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6401 | PA      | $5144.15      | 0.00%             | 2035-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2004-AR6                                                                                        | CUSIP: 45660NX83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9791 | PA      | $9384.46      | 0.00%             | 2034-10-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1800000 | PA      | $1797611.58   | 0.13%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                             | Ingevity Corp                                                                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      675000 | PA      | $647965.64    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $195527.24    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                   | ION Platform Finance US Inc                                                                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $774025.76    | 0.06%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                      | ION Platform Finance US Inc / ION Platform Finance SARL                                                                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1022950.80   | 0.08%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                               | ION Platform Finance US Inc USD Term Loan                                                                                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     1400000 | PA      | $1119216.00   | 0.08%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1732912.00   | 0.13%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2005-ALT1                                                                                               | CUSIP: 466247XG3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |        4236 | PA      | $2735.84      | 0.00%             | 2035-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAX3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |        2015 | PA      | $1955.03      | 0.00%             | 2035-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                       | JP Morgan Mortgage Acquisition Trust 2007-CH3                                                                                    | CUSIP: 46630XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $389439.72    | 0.03%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A4                                                                                                 | CUSIP: 46631JAL2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       23732 | PA      | $17907.25     | 0.00%             | 2037-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1319952.40   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1236799.20   | 0.09%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2024765.22   | 0.15%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2024-5                                                                                           | CUSIP: 46658RAP3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      753262 | PA      | $754612.67    | 0.06%             | 2054-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1953116.40   | 0.14%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1582221.92   | 0.12%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1318938.40   | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      600000 | PA      | $567035.00    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                      | JetBlue 2020-1 Class A Pass Through Trust                                                                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605534 | PA      | $573655.16    | 0.04%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                  | Development Bank of Kazakhstan JSC                                                                                               | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   370000000 | PA      | $797142.81    | 0.06%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      992500 | PA      | $924265.63    | 0.07%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1400000 | PA      | $1436489.66   | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1800000 | PA      | $1759304.66   | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1000000 | PA      | $905083.85    | 0.07%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                          | Kilroy Realty LP                                                                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |      850000 | PA      | $819469.16    | 0.06%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                                                                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1800044.26   | 0.13%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | Kraft Heinz Foods Co                                                                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1172763.03   | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                       | LCM 31 Ltd                                                                                                                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000302.15   | 0.07%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96352.72     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                          | Lazard Group LLC                                                                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1246519.73   | 0.09%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1125944.48   | 0.08%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc                                                                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $537735.00    | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      223678 | PA      | $227982.28    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                         | Lithia Motors Inc                                                                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1077923.39   | 0.08%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199141.93    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                            | LoanCore 2022-CRE7 Issuer Ltd                                                                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      683868 | PA      | $681112.85    | 0.05%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-1                                                                                            | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47765 | PA      | $42843.31     | 0.00%             | 2036-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-3                                                                                            | CUSIP: 542514UL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256770 | PA      | $75097.69     | 0.01%             | 2046-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-4                                                                                            | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1263922 | PA      | $661254.27    | 0.05%             | 2036-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                            | Los Angeles County Public Works Financing Authority                                                                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      200000 | PA      | $234935.40    | 0.02%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                   | Luminent Mortgage Trust 2006-6                                                                                                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      486392 | PA      | $451548.02    | 0.03%             | 2046-10-25      | Floating      | 4.19%                 | 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        |      374895 | PA      | $374809.62    | 0.03%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MMK INTL CAPITAL DAC                                      | MMK International Capital DAC                                                                                                    | CUSIP: 553142AA8<br>LEI: 635400CNBLB2PNXXQI80 | Long             | DBT              | CORP              | IE        |     1400000 | PA      | $70000.00     | 0.01%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      800000 | PA      | $797656.38    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                    | Discovery Global Holdings Inc                                                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      800000 | PA      | $708000.00    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                    | Discovery Global Holdings Inc                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1054089.15   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      800000 | PA      | $809499.26    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114819.18    | 0.01%             | 2026-09-21      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1393872.30   | 0.10%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                                                                           | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1342222.90   | 0.10%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-FRE2                                                                                    | CUSIP: 57643GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6508735 | PA      | $6136937.64   | 0.45%             | 2036-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2004-OPT1                                                                                    | CUSIP: 57643LCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530516 | PA      | $567515.75    | 0.04%             | 2034-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2004-WMC2                                                                                    | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41928 | PA      | $42641.10     | 0.00%             | 2034-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2006-HE5                                                                                     | CUSIP: 576455AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1882191 | PA      | $1097669.39   | 0.08%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-HE3                                                                                     | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1814031 | PA      | $506522.40    | 0.04%             | 2036-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-WMC4                                                                                    | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1146427 | PA      | $363184.21    | 0.03%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001880.00   | 0.15%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2007-SD1                                                                           | CUSIP: 590232AA2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |      593105 | PA      | $340499.37    | 0.03%             | 2047-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2006-A3                                                                            | CUSIP: 59023CAK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |        4875 | PA      | $4630.17      | 0.00%             | 2036-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                             | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue                                                  | CUSIP: 592098G50<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |      100000 | PA      | $108805.81    | 0.01%             | 2037-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                      | Michaels Cos Inc/The                                                                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      500000 | PA      | $486747.00    | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                  | Mill City Mortgage Loan Trust 2018-1                                                                                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43709 | PA      | $43541.49     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1022983.47   | 0.08%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                          | Modena Buyer LLC Term Loan                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      635016 | PA      | $568161.95    | 0.04%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-NC1                                                                                  | CUSIP: 61744CML7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |      162120 | PA      | $160695.21    | 0.01%             | 2035-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-WMC5                                                                                 | CUSIP: 61744CRV0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |        4539 | PA      | $4532.16      | 0.00%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-HE5                                                                                  | CUSIP: 61744CUV6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     6271233 | PA      | $5285224.64   | 0.39%             | 2035-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Capital I Trust                | Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC2                                                                          | CUSIP: 61746WA75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6922 | PA      | $7539.41      | 0.00%             | 2033-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2033049.56   | 0.15%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1799257.68   | 0.13%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE7                                                                                  | CUSIP: 61750MAE5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       53402 | PA      | $22255.60     | 0.00%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                                                                  | CUSIP: 61750SAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       48589 | PA      | $21039.91     | 0.00%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                     | Morgan Stanley Home Equity Loan Trust 2007-2                                                                                     | CUSIP: 61752UAC9<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |     2528538 | PA      | $1285359.12   | 0.09%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                                                                  | CUSIP: 61753KAD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |       48784 | PA      | $19574.12     | 0.00%             | 2037-03-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      500000 | PA      | $342489.67    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                 | Municipal Electric Authority of Georgia                                                                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       93000 | PA      | $100341.98    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                           | NGPL PipeCo LLC                                                                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1157952.39   | 0.09%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                            | NRG Energy Inc                                                                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1275202.21   | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT Finance Corp                                                                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1204561.96   | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                               | Nakilat Inc                                                                                                                      | CUSIP: 62983PAB1<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      355992 | PA      | $355102.02    | 0.03%             | 2033-12-31      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                  | National Health Investors Inc                                                                                                    | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     1400000 | PA      | $1375696.98   | 0.10%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                  | National Mentor Holdings Inc                                                                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1548265.50   | 0.11%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                            | NCR Atleos Corp                                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      375000 | PA      | $401415.89    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-D                                                                                                 | CUSIP: 639931AA2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     2062151 | PA      | $2035516.17   | 0.15%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                                                                 | CUSIP: 64032BAA1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      969197 | PA      | $964279.06    | 0.07%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-B                                                                                                 | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1145415 | PA      | $1151112.49   | 0.08%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2026-A                                                                                                 | CUSIP: 64032UAA9<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |     3452635 | PA      | $3406019.68   | 0.25%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2026-A                                                                                                 | CUSIP: 64032UAB7<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |     1054972 | PA      | $1059044.55   | 0.08%             | 2061-02-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                 | Nelnet Student Loan Trust 2025-C                                                                                                 | CUSIP: 64035UAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     2869739 | PA      | $2837108.35   | 0.21%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                      | Neptune Bidco US Inc                                                                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      900000 | PA      | $873215.10    | 0.06%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-NQM1R                                                                                   | CUSIP: 64828BAC5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      411637 | PA      | $377093.51    | 0.03%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2023-NQM1                                                                                    | CUSIP: 64831HAM5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     2167124 | PA      | $2183151.31   | 0.16%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                            | New York State Urban Development Corp                                                                                            | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       70000 | PA      | $71607.94     | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | Newfold Digital Holdings Group Inc 2025 New Money Tranche A Term Loan                                                            | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      109117 | PA      | $81838.01     | 0.01%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | Newfold Digital Holdings Group Inc 2025 Tranche A Term Loan                                                                      | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     1598557 | PA      | $1164085.35   | 0.09%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                       | Newfold Digital Holdings Group Inc 2025 Tranche B Term Loan                                                                      | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      372678 | PA      | $116461.73    | 0.01%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1257924.00   | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1500000 | PA      | $1495598.07   | 0.11%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                         | Nexstar Media Inc                                                                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501488.34    | 0.04%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                         | Nexstar Media Inc                                                                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1032809.48   | 0.08%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $876063.34    | 0.06%             | 2031-06-09      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $416752.74    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $417390.06    | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     3500000 | PA      | $3403095.61   | 0.25%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                      | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1647338.74   | 0.12%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                                                                              | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1012216.93   | 0.07%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                       | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1402574.60   | 0.10%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1325000 | PA      | $1358323.96   | 0.10%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM8 Trust                                                                                                              | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |     1495698 | PA      | $1503972.65   | 0.11%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-HYB2 Trust                                                                                                              | CUSIP: 67118RAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     2192740 | PA      | $2182518.80   | 0.16%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-NQM8 Trust                                                                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |      553479 | PA      | $558104.66    | 0.04%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                   | OAK-Eagle Acquireco Inc                                                                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523445.84    | 0.04%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM9 Trust                                                                                                              | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |     2611722 | PA      | $2630952.96   | 0.19%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1342174.83   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      800000 | PA      | $810616.00    | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1146164.76   | 0.08%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2300000 | PA      | $2398448.10   | 0.18%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1503267.00   | 0.11%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      975000 | PA      | $948378.24    | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                     | OneMain Direct Auto Receivables Trust 2023-1                                                                                     | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1858319 | PA      | $1871439.49   | 0.14%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      700000 | PA      | $632158.10    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1079225.95   | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001942.00   | 0.15%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2023-2                                                                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2113118.07   | 0.16%             | 2036-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                            | 1261229 BC Ltd                                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      575000 | PA      | $588710.30    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | Oracle Corp                                                                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $706168.88    | 0.05%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      600000 | PA      | $610179.02    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                             | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     4300000 | PA      | $4339593.93   | 0.32%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM3                                                                                                                   | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1948977 | PA      | $1945116.93   | 0.14%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2026-NPL3 LLC                                                                                                               | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |      494861 | PA      | $490803.74    | 0.04%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM1 Trust                                                                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      592641 | PA      | $595924.37    | 0.04%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $247100.34    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75957.58     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197631.95    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $783427.57    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96916.48     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89620.51     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2019228.18   | 0.15%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98257.00     | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493223.01    | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80582.88     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1520480.30   | 0.11%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2086349.24   | 0.15%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2191774.95   | 0.16%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                       | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1322549.90   | 0.10%             | 2056-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      289272 | PA      | $290137.85    | 0.02%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270991 | PA      | $272097.75    | 0.02%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      278445 | PA      | $279547.22    | 0.02%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2024-3                                                                                                      | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      786327 | PA      | $786731.31    | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2025-5                                                                                              | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4499826 | PA      | $4506898.96   | 0.33%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya Ai Debt Grantor Trust 2025-6                                                                                              | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4499585 | PA      | $4466356.75   | 0.33%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE                                     | Panama Infrastructure Receivable Purchaser PLC                                                                                   | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2268032.00   | 0.17%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                             | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       30000 | PA      | $34169.31     | 0.00%             | 2034-04-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1900000 | PA      | $2001479.00   | 0.15%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1300000 | PA      | $986115.00    | 0.07%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2800000 | PA      | $2871456.00   | 0.21%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                             | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1200000 | PA      | $1156800.00   | 0.09%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Panama Government International Bond                                                                                             | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      800000 | PA      | $767480.00    | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                     | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1806046.20   | 0.13%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                       | Paradigm Parent LLC 1st Lien Term Loan                                                                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     1592000 | PA      | $1308624.00   | 0.10%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  8913000000 | PA      | $1351991.56   | 0.10%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1796800.00   | 0.13%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      925000 | PA      | $957832.88    | 0.07%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                                                                           | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5500000 | PA      | $1565637.39   | 0.12%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2700000 | PA      | $2034180.00   | 0.15%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1366426.05   | 0.10%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1700000 | PA      | $1625222.49   | 0.12%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3300000 | PA      | $3144628.74   | 0.23%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.                   | Petco Health and Wellness Company Inc 2026 Term Loan B                                                                           | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1200000 | PA      | $1170408.00   | 0.09%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      536000 | PA      | $524572.63    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      378000 | PA      | $276102.09    | 0.02%             | 2046-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6000000 | PA      | $4787491.50   | 0.35%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1700000 | PA      | $1300846.63   | 0.10%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2580000 | PA      | $2234248.27   | 0.16%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2400000 | PA      | $2294575.25   | 0.17%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2900000 | PA      | $2914250.31   | 0.21%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $923771.77    | 0.07%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                         | Polaris Newco LLC USD Term Loan B                                                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     1073980 | PA      | $942417.66    | 0.07%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2644166.43   | 0.19%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1313901.27   | 0.10%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                  | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1602593.60   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                         | PRIO Luxembourg Holding Sarl                                                                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1361850.00   | 0.10%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2023-NQM2 Trust                                                                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1763478 | PA      | $1766034.03   | 0.13%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-6 LLC                                                                                                                  | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      844539 | PA      | $845158.76    | 0.06%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                     | PRPM 2024-NQM2 Trust                                                                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663496 | PA      | $669333.50    | 0.05%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc Term Loan B                                                                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      698250 | PA      | $696504.38    | 0.05%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300357.30    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                     | Qnity Electronics Inc                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404454.80    | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                     | QXO Building Products Inc                                                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1325988.30   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                     | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     1287000 | PA      | $1283782.50   | 0.09%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                          | QuidelOrtho Corp Term Loan                                                                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     1592499 | PA      | $1589011.18   | 0.12%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                               | RAAC Series 2007-RP4 Trust                                                                                                       | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125236 | PA      | $116945.89    | 0.01%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA8 Trust                                                                                                       | CUSIP: 74922QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8485 | PA      | $7987.34      | 0.00%             | 2036-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                  | RASC Series 2007-KS3 Trust                                                                                                       | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      776926 | PA      | $756532.84    | 0.06%             | 2037-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES5                                                                                                    | CUSIP: 74938KAA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1069061 | PA      | $1074470.74   | 0.08%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES4                                                                                                    | CUSIP: 74939FAA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1360603 | PA      | $1369941.06   | 0.10%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES6                                                                                                    | CUSIP: 749410AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      633956 | PA      | $634364.49    | 0.05%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES7                                                                                                    | CUSIP: 749414AA6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      734193 | PA      | $733278.76    | 0.05%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                      | RLJ Lodging Trust LP                                                                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      200000 | PA      | $199024.48    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA7 Trust                                                                                                       | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2677 | PA      | $2769.55      | 0.00%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                          | Qatarenergy LNG S3                                                                                                               | CUSIP: 75405UAA4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | CORP              | QA        |      682640 | PA      | $681514.87    | 0.05%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55502 | PA      | $55615.18     | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3530982.35   | 0.26%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach Abs Trust 2026-1                                                                                                           | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4980836.50   | 0.37%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                      | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      191530 | PA      | $191482.34    | 0.01%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                      | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      283592 | PA      | $283135.61    | 0.02%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2006-4                                                                                        | CUSIP: 75970HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1514158 | PA      | $446741.02    | 0.03%             | 2037-01-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                    | Residential Asset Securitization Trust 2007-A2                                                                                   | CUSIP: 761120AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3311462 | PA      | $866976.77    | 0.06%             | 2037-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA ELEC REVENUE                                 | City of Riverside CA Electric Revenue                                                                                            | CUSIP: 768874SG5<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |      200000 | PA      | $238206.06    | 0.02%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $908304.30    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1339952.90   | 0.10%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                           | Rolls-Royce PLC                                                                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1421945.91   | 0.10%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                   | SBA Communications Corp                                                                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     1500000 | PA      | $1484737.95   | 0.11%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $190297.70    | 0.01%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2026-B                                                                                          | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6400000 | PA      | $6383722.24   | 0.47%             | 2056-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                   | SV RNO Property Owner 1 LLC                                                                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1383889.58   | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      700000 | PA      | $694917.75    | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1588148.25   | 0.12%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                            | CITIGROUP REPO                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |     7800000 | PA      | $7800000.00   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $390410.88    | 0.03%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $994633.53    | 0.07%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     3475000 | PA      | $3430274.80   | 0.25%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $725668.10    | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-5                                                                                    | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1644584.16   | 0.12%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-6                                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      812500 | PA      | $834762.09    | 0.06%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $503247.85    | 0.04%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3025929.00   | 0.22%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2026-1                                                                                    | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1499287.20   | 0.11%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2026-1                                                                                    | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3700000 | PA      | $3675571.49   | 0.27%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-3                                                                                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3608945.28   | 0.27%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-3                                                                                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2603706.82   | 0.19%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      700000 | PA      | $655014.92    | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                   | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2019080.00   | 0.15%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    10000000 | PA      | $9948069.40   | 0.73%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      700000 | PA      | $661001.06    | 0.05%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4800000 | PA      | $4726638.00   | 0.35%             | 2029-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                              | Saxon Asset Securities Trust 2006-1                                                                                              | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       87406 | PA      | $87209.96     | 0.01%             | 2036-03-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                      | Seadrill Finance Ltd                                                                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     1500000 | PA      | $1551244.74   | 0.11%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STOR                                                                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      650000 | PA      | $607553.69    | 0.04%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                   | SEAGATE DATA STORAGE TECH                                                                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      920000 | PA      | $1022495.36   | 0.08%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust            | Securitized Asset Backed Receivables LLC Trust 2005-FR4                                                                          | CUSIP: 81375WFJ0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |       20931 | PA      | $19666.18     | 0.00%             | 2036-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2024-HYB1                                                                                                 | CUSIP: 81749EAA3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     1178012 | PA      | $1176221.60   | 0.09%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      400000 | PA      | $386104.36    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1181993.18   | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                | Sixth Street CLO VIII Ltd                                                                                                        | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5499833.74   | 0.40%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAA5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     1054894 | PA      | $1075227.01   | 0.08%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      376748 | PA      | $376119.68    | 0.03%             | 2052-06-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAA7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     1799095 | PA      | $1824315.08   | 0.13%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAB5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     2111981 | PA      | $2107654.06   | 0.15%             | 2053-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                  | Snap Inc                                                                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2351422.00   | 0.17%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT2                                                                                              | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44858 | PA      | $44103.72     | 0.00%             | 2036-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT3                                                                                              | CUSIP: 83611MPK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6689510 | PA      | $6002446.80   | 0.44%             | 2036-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      600000 | PA      | $599825.82    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $359886.95    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1200000 | PA      | $1174140.59   | 0.09%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2100000 | PA      | $1623698.71   | 0.12%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1100000 | PA      | $1088158.63   | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1280482.28   | 0.09%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1091818.40   | 0.08%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1405651.62   | 0.10%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1656426.04   | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance              | Specialty Underwriting & Residential Finance Trust Series 2005-BC2                                                               | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19301 | PA      | $19258.64     | 0.00%             | 2035-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                   | Spirit Airlines Pass Through Trust 2015-1A                                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1259988 | PA      | $1236727.43   | 0.09%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                              | Spirit Aviation Holdings Inc                                                                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11548 | NS      | $2887.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V119<br>LEI: N/A                  | N/A              | DE               |  | US        |        7627 | NS      | $610.16       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V135<br>LEI: N/A                  | N/A              | DE               |  | US        |        5499 | NS      | $439.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1308890.70   | 0.10%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                  | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |      520000 | PA      | $522567.56    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2724653.70   | 0.20%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      900000 | PA      | $895026.69    | 0.07%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                   | Standard Industries Inc 2021 Term Loan B                                                                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      375725 | PA      | $374838.29    | 0.03%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1346801.30   | 0.10%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1100000 | PA      | $1086250.99   | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                       | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     1176000 | PA      | $1174682.88   | 0.09%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                 | Stonepeak Nile Parent LLC 2025 Term Loan B                                                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     1197250 | PA      | $1194041.37   | 0.09%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                           | Stream Innovations 2024-1 Issuer Trust                                                                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      303527 | PA      | $312443.73    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust            | Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS                                                                  | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22029 | PA      | $21283.72     | 0.00%             | 2035-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1                                                                    | CUSIP: 86358BAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26595 | PA      | $26202.82     | 0.00%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                    | Structured Asset Investment Loan Trust 2005-7                                                                                    | CUSIP: 86358EWD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148664 | PA      | $146057.97    | 0.01%             | 2035-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2005-AR8                                                                          | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164507 | PA      | $142042.15    | 0.01%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                                                                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52499 | PA      | $51526.16     | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2006-AR6                                                                          | CUSIP: 86360UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94376 | PA      | $85493.47     | 0.01%             | 2046-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                        | STWD 2025-FL4 LLC                                                                                                                | CUSIP: 863922AA8<br>LEI: 2549003WQA28FWJYLM96 | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2998323.90   | 0.22%             | 2042-11-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                 | Sunoco LP                                                                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1493119.95   | 0.11%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                           | Suntrust Alternative Loan Trust Series 2005-1F                                                                                   | CUSIP: 86789MAA5<br>LEI: 7E1PDLW1JL6TS0BS1G03 | Long             | ABS-MBS          | CORP              | US        |        3385 | PA      | $2943.13      | 0.00%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                    | Switch ABS Issuer LLC                                                                                                            | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3906358.00   | 0.29%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                     | Sycamore Tree CLO 2023-2 Ltd                                                                                                     | CUSIP: 87122CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2594977.74   | 0.19%             | 2037-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      475000 | PA      | $474606.68    | 0.03%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                   | TGS ASA                                                                                                                          | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |     1000000 | PA      | $1044617.17   | 0.08%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $945729.03    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      750000 | PA      | $755194.25    | 0.06%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1934375.04   | 0.14%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                    | Takeoff Merger Sub Inc                                                                                                           | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1390989.94   | 0.10%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      775000 | PA      | $768443.97    | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC           | Tesla Lease Electric Vehicle Securitization 2025-A LLC                                                                           | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1538390 | PA      | $1538158.97   | 0.11%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                             | TopBuild Corp                                                                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1618885.01   | 0.12%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1200000 | PA      | $1059755.04   | 0.08%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2015-4                                                                                                 | CUSIP: 89171UAL3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2437982.00   | 0.18%             | 2055-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-2                                                                                                 | CUSIP: 89173HAC0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2066355 | PA      | $2045979.57   | 0.15%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-4                                                                                                 | CUSIP: 89183GAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1721630 | PA      | $1723062.05   | 0.13%             | 2064-10-27      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2026-CES1                                                                                              | CUSIP: 89190LAA4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |      977037 | PA      | $970926.36    | 0.07%             | 2066-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES6                                                                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |      774183 | PA      | $776935.62    | 0.06%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1651449.60   | 0.12%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1699045.62   | 0.12%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                             | TransDigm Inc 2025 Term Loan K                                                                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      698246 | PA      | $698057.08    | 0.05%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                     | Transocean Aquila Ltd                                                                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      676923 | PA      | $692804.37    | 0.05%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |      100000 | PA      | $89988.02     | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |      346000 | PA      | $365860.40    | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                | Trust 2401                                                                                                                       | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              |  | MX        |      854000 | PA      | $903438.06    | 0.07%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6200000 | PA      | $4356764.61   | 0.32%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4400000 | PA      | $3289437.80   | 0.24%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1300000 | PA      | $1332652.37   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1200000 | PA      | $1225896.48   | 0.09%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2736483.20   | 0.20%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                         | US Renal Care Inc 2023 Superpriority Term Loan                                                                                   | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      984810 | PA      | $923879.90    | 0.07%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CORESTATE NEW SHARES                                      | CORESTATE NEW SHARES                                                                                                             | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | EC               | CORP              | LU        |      421967 | NS      | $0.49         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMSURG EQUITY                                             | AMSURG EQUITY                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9484 | NS      | $417058.21    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $690229.00    | 0.05%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                       | UPG HI 2025-2 Issuer Trust                                                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2869295 | PA      | $2852540.84   | 0.21%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1076909.13   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      273201 | PA      | $191240.70    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1865284 | PA      | $990465.80    | 0.07%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2281007 | PA      | $1188404.65   | 0.09%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2498410 | PA      | $1276687.51   | 0.09%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      377887 | PA      | $220686.01    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1412114 | PA      | $601560.56    | 0.04%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      262560 | PA      | $120252.48    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      970160 | PA      | $698515.20    | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UniCredit SpA                                                                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3700000 | PA      | $3893622.07   | 0.29%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      944258 | PA      | $960032.34    | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                   | United Airlines 2023-1 Class A Pass Through Trust                                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3369324 | PA      | $3467975.45   | 0.26%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                   | United Airlines 2019-2 Class A Pass Through Trust                                                                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72528 | PA      | $69484.84     | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                   | United Airlines 2014-1 Class A Pass Through Trust                                                                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428907 | PA      | $428517.45    | 0.03%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2300000 | PA      | $1687970.00   | 0.12%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5400000 | PA      | $3222450.00   | 0.24%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1700000 | PA      | $1736635.00   | 0.13%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2600000 | PA      | $2582190.00   | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1150000 | PA      | $1075652.50   | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3700000 | PA      | $3875750.00   | 0.28%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      100000 | PA      | $99290.53     | 0.01%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      400000 | PA      | $399112.75    | 0.03%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      300000 | PA      | $299122.83    | 0.02%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      100000 | PA      | $99635.75     | 0.01%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      313000 | PA      | $312589.71    | 0.02%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |        3000 | PA      | $2993.95      | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      479000 | PA      | $477695.74    | 0.04%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $498288.52    | 0.04%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |       68000 | PA      | $67621.33     | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      200000 | PA      | $198622.07    | 0.01%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      300000 | PA      | $297302.63    | 0.02%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19800000 | PA      | $17916679.64  | 1.32%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7100000 | PA      | $7014578.13   | 0.52%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4290644.52   | 0.32%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15100000 | PA      | $14644050.82  | 1.08%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3300000 | PA      | $2993976.55   | 0.22%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | REVERSE REPO BARCLAYS                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -870060 | PA      | $-870059.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | REVERSE REPO BARCLAYS                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -921343 | PA      | $-921342.85   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | US        |    -1363813 | PA      | $-1363812.74  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | US        |    -1484875 | PA      | $-1484875.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | US        |    -1230611 | PA      | $-1230610.80  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                  | Univision Communications Inc                                                                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1236738.19   | 0.09%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAB0<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |      750993 | PA      | $751377.66    | 0.06%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAC8<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |     3400000 | PA      | $3392225.90   | 0.25%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upgrade Auto Receivables Trust                            | Upgrade Auto Receivables Trust 2025-1                                                                                            | CUSIP: 91531AAD6<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $990838.60    | 0.07%             | 2031-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                     | VFH Parent LLC / Valor Co-Issuer Inc                                                                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $924757.20    | 0.07%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                          | VB-S1 Issuer LLC                                                                                                                 | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1179053.88   | 0.09%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                   | VZ Secured Financing BV                                                                                                          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4335977.94   | 0.32%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                               | Valaris Ltd                                                                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $621714.60    | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                         | Vedanta Resources Finance II PLC                                                                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1207095.73   | 0.09%             | 2032-10-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      179000 | PA      | $85025.00     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1400000 | PA      | $651000.00    | 0.05%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3335821.70   | 0.25%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $529576.00    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                     | Venture Global Plaquemines LNG LLC                                                                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1028426.00   | 0.08%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2566455.03   | 0.19%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1417754.08   | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                           | Venture 33 CLO Ltd                                                                                                               | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |      105565 | PA      | $105567.71    | 0.01%             | 2031-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1975953.15   | 0.15%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2486977.12   | 0.18%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2246316.60   | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2378523.44   | 0.17%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-12                                                                                               | CUSIP: 92490FAC4<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |     1270442 | PA      | $1265955.77   | 0.09%             | 2070-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-R1                                                                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      763913 | PA      | $765804.47    | 0.06%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-4                                                                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      470816 | PA      | $469685.43    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-7                                                                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |     1473972 | PA      | $1484032.18   | 0.11%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-INV1                                                                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |     2253332 | PA      | $2266522.53   | 0.17%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2025-R2                                                                                               | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |     1927764 | PA      | $1921570.97   | 0.14%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     2600000 | PA      | $2623903.39   | 0.19%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      425000 | PA      | $448351.63    | 0.03%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $709478.88    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398684.90    | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100612.98    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1748546.12   | 0.13%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $946402.91    | 0.07%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust                                                                   | CUSIP: 929227ZS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         332 | PA      | $327.57       | 0.00%             | 2033-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust                                                                    | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81842 | PA      | $74803.60     | 0.01%             | 2036-03-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                                                                    | CUSIP: 92925VAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1832 | PA      | $1592.50      | 0.00%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                      | WR Grace Holdings LLC                                                                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $776940.00    | 0.06%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                    | Lebanon Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $414522.50    | 0.03%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                                                                    | CUSIP: 93362FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4806 | PA      | $4498.30      | 0.00%             | 2036-08-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                            | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                                                                        | CUSIP: 933631AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84306 | PA      | $74160.92     | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                                                                   | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8311 | PA      | $7385.22      | 0.00%             | 2036-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                          | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |         852 | PA      | $843.83       | 0.00%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust                                                 | CUSIP: 939355BR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186780 | PA      | $156803.01    | 0.01%             | 2047-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS                                    | SOCAR Turkey Enerji AS EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |     5800000 | PA      | $6703931.28   | 0.49%             | 2026-08-11      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                  | Weatherford International Ltd                                                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     1600000 | PA      | $1634830.40   | 0.12%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                                                                            | CUSIP: 94983RAD6<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       11995 | PA      | $11841.80     | 0.00%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                        | Wells Fargo Alternative Loan 2007-PA4 Trust                                                                                      | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16961 | PA      | $16019.68     | 0.00%             | 2037-07-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR8 Trust                                                                            | CUSIP: 94985YAA5<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |        9888 | PA      | $9136.67      | 0.00%             | 2037-11-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 First Out Term Loan                                                                         | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      290897 | PA      | $290897.22    | 0.02%             | 2026-07-20      | Floating      | 11.64%                | No            |                  3 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 Last Out Term Loan                                                                          | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     1095478 | PA      | $1128342.72   | 0.08%             | 2028-11-03      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      700000 | PA      | $702905.55    | 0.05%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1534458.83   | 0.11%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1519349.15   | 0.11%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAC4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3372490.11   | 0.25%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAD2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2700224.54   | 0.20%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS                            | TIB DIVERSIFIED PAYMENT RIGHTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1219262.70   | 0.09%             | 2034-11-15      | Fixed         | 7.11%                 | Yes           |                  3 | On Loan: No      |
| Cashmere Valley Bank                                      | Cashmere Valley Bank                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    25200000 | PA      | $17386744.68  | 1.28%             | 2057-12-30      | Variable      | 4.54%                 | No            |                  3 | On Loan: No      |
| VB DPR FINANCE COMPANY                                    | VB DPR FINANCE COMPANY                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2021700.24   | 0.15%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2026-1                                                                                     | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1198589.40   | 0.09%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2025-3                                                                                     | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3177763 | PA      | $3179137.80   | 0.23%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                     | Westlake Automobile Receivables Trust 2025-3                                                                                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3200000 | PA      | $3199680.64   | 0.24%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                           | Weyerhaeuser Co                                                                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |      424000 | PA      | $472638.66    | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | RVPO CIBC WORLD MKTS INC                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | CA        |    10000000 | PA      | $7188555.82   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PARIBAS REVERSE REPO EUR                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | LU        |     -396076 | PA      | $-457804.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                   | JPM CHASE REVERSE REPO GBP                                                                                                       | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Short            | RA               | CORP              | GB        |     -396222 | PA      | $-524439.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                  | Windstream Services LLC / Windstream Escrow Finance Corp                                                                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1045157.00   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | LU        |     -945750 | PA      | $-1093145.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | LU        |     -194878 | PA      | $-225249.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     2100000 | PA      | $2066955.83   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1682318.98   | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                   | XPO Inc                                                                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1214841.60   | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     2355790 | PA      | $2550237.45   | 0.19%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | BARCLAYS REV REPO EUR                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | GB        |    -1576832 | PA      | $-1822581.61  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                             | ZF North America Capital Inc                                                                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1596262.20   | 0.12%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |       85022 | PA      | $110363.62    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                            | DEUTSCHE BANK REPO                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    72900000 | PA      | $72900000.00  | 5.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0JYY5 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0JYY5 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3800000 | OU      | $8038.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K0C7 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0K0C7 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $170.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K1S1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0K1S1 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      100000 | OU      | $1120.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: SWPC0K1X0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K1X0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     5700000 | OU      | $-6647.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0K9N4 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K9N4 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      300000 | OU      | $1360.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KBE1 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0KBE1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      400000 | OU      | $2722.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KC00 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KC00 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    16491000 | OU      | $38354.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KJ52 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0KJ52 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $8487.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0KQT2 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0KQT2 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      100000 | OU      | $666.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSL7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KSL7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      490000 | OU      | $2570.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KWL2 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KWL2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      300000 | OU      | $15283.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KTA0 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KTA0 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      900000 | OU      | $46913.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSX1 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KSX1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $10346.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LBB5 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LBB5 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4200000 | OU      | $24409.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0LOM7 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0LOM7 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      100000 | OU      | $897.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LPL8 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LPL8 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      600000 | OU      | $-3755.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU01XLH4 IRS AUD R F  4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    45700000 | OU      | $-324261.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M363 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0M363 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    10200000 | OU      | $-2693.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0M3V8 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0M3V8 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |      300000 | OU      | $2572.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M5X2 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0M5X2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      600000 | OU      | $2523.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0MAX6 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MAX6 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |     3000000 | OU      | $-93302.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU021DJ8 IRS CAD R F  2.50000 SWU021DJ8 CCPOIS / Short: SWU021DJ8 IRS CAD P V 06MCORRA SWUV21DJ0 CCPOIS                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8000000 | OU      | $-55377.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MJA7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MJA7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3200000 | OU      | $-11002.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MND6 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0MND6 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1000000 | OU      | $218879.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC0MNK0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MNK0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     2000000 | OU      | $33764.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU025U43 IRS USD R V 12MSOFR SWUV25U45 CCPOIS / Short: BWU025U43 IRS USD P F  3.50000 SWU025U43 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3100000 | OU      | $337613.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MQV3 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0MQV3 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3100000 | OU      | $42424.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MWW4 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MWW4 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4500000 | OU      | $-31289.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MZ84 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0MZ84 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8340750 | OU      | $482441.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02D1W6 IRS CZK R F  3.36500 SWU02D1W6 CCPVANILLA / Short: SWU02D1W6 IRS CZK P V 06MPRIBO SWUV2D1W8 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    78900000 | OU      | $-120421.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02DC46 IRS USD R V 12MSOFR SWUV2DC48 CCPOIS / Short: BWU02DC46 IRS USD P F  3.00000 SWU02DC46 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4800000 | OU      | $32090.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02D619 IRS USD R V 12MSOFR SWUV2D611 CCPOIS / Short: BWU02D619 IRS USD P F  3.25000 SWU02D619 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35600000 | OU      | $1535912.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0N8J8 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0N8J8 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      500000 | OU      | $115264.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FNN7 IRS USD R V 12MSOFR SWUV2FNN9 CCPOIS / Short: BWU02FNN7 IRS USD P F  3.90750 SWU02FNN7 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-3456.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FPX3 IRS USD R V 12MSOFR SWUV2FPX5 CCPOIS / Short: BWU02FPX3 IRS USD P F  3.87400 SWU02FPX3 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-3503.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FYZ8 IRS USD R V 12MSOFR SWUV2FYZ0 CCPOIS / Short: BWU02FYZ8 IRS USD P F  3.89900 SWU02FYZ8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-4978.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0N0 IRS USD R V 12MSOFR SWUV2G0N2 CCPOIS / Short: BWU02G0N0 IRS USD P F  3.25000 SWU02G0N0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14400000 | OU      | $650034.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0K6 IRS USD R V 12MSOFR SWUV2G0K8 CCPOIS / Short: BWU02G0K6 IRS USD P F  3.25000 SWU02G0K6 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34300000 | OU      | $457730.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FZ79 IRS USD R V 12MSOFR SWUV2FZ71 CCPOIS / Short: BWU02FZ79 IRS USD P F  3.90500 SWU02FZ79 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      800000 | OU      | $-5345.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BWU02G125 IRS USD R V 12MSOFR SWUV2G127 CCPOIS / Short: BWU02G125 IRS USD P F  3.25000 SWU02G125 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7600000 | OU      | $1162971.76   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: SWPC0NE77 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0NE77 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     3600000 | OU      | $-5299.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GCR8 IRS USD R V 12MSOFR SWUV2GCR0 CCPOIS / Short: BWU02GCR8 IRS USD P F  3.93000 SWU02GCR8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1600000 | OU      | $-13581.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NF35 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NF35 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      400000 | OU      | $-5275.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NEX0 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NEX0 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      600000 | OU      | $10743.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NHL3 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NHL3 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      594000 | OU      | $34621.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXN2 IRS BRL R F 13.92710 SWU02HXN2 CCPNDFPREDISWAP / Short: SWU02HXN2 IRS BRL P V 00MBRCDI SWUV2HXN4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    50900000 | OU      | $-73769.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXE2 IRS BRL R F 13.92550 SWU02HXE2 CCPNDFPREDISWAP / Short: SWU02HXE2 IRS BRL P V 00MBRCDI SWUV2HXE4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6400000 | OU      | $-9330.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXM4 IRS BRL R F 13.29140 SWU02HXM4 CCPNDFPREDISWAP / Short: SWU02HXM4 IRS BRL P V 00MBRCDI SWUV2HXM6 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33700000 | OU      | $-98012.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HWT0 IRS BRL R F 13.32000 SWU02HWT0 CCPNDFPREDISWAP / Short: SWU02HWT0 IRS BRL P V 00MBRCDI SWUV2HWT2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3600000 | OU      | $-10020.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02K0G6 IRS AUD R F  4.25000 SWU02K0G6 CCPVANILLA / Short: SWU02K0G6 IRS AUD P V 06MBBSW SWUV2K0G8 CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10200000 | OU      | $-437624.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02L1F5 IRS CAD R F  2.50000 SWU02L1F5 CCPOIS / Short: SWU02L1F5 IRS CAD P V 06MCORRA SWUV2L1F7 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3900000 | OU      | $-47483.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02L1O6 IRS USD R V 12MSOFR SWUV2L1O8 CCPOIS / Short: BWU02L1O6 IRS USD P F  3.75000 SWU02L1O6 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23600000 | OU      | $-141104.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02L1T5 IRS USD R V 12MSOFR SWUV2L1T7 CCPOIS / Short: BWU02L1T5 IRS USD P F  3.75000 SWU02L1T5 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9000000 | OU      | $76539.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NUS3 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUS3 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6500000 | OU      | $-128438.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NUQ7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NUQ7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    53775000 | OU      | $953013.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BWU02J4V2 IRS CZK R V 06MPRIBO SWUV2J4V4 CCPVANILLA / Short: BWU02J4V2 IRS CZK P F  3.57500 SWU02J4V2 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    70795000 | OU      | $99453.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NWZ5 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NWZ5 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    64548000 | OU      | $3399198.37   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC44TD6 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44TD6 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |     3300000 | OU      | $654050.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02LJV1 IRS BRL R F 13.32000 SWU02LJV1 CCPNDFPREDISWAP / Short: SWU02LJV1 IRS BRL P V 00MBRCDI SWUV2LJV3 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30800000 | OU      | $-61612.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: SWPC0NY42 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0NY42 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      650000 | OU      | $7790.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | Long: SWPC44DR2 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44DR2 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |      900000 | OU      | $178377.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | Long: SWPC0NZT6 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0NZT6 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |      475000 | OU      | $7586.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MJN7 IRS USD R V 12MSOFR SWUV2MJN9 CCPOIS / Short: BWU02MJN7 IRS USD P F  3.64000 SWU02MJN7 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $92189.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MS31 IRS USD R V 12MSOFR SWUV2MS33 CCPOIS / Short: BWU02MS31 IRS USD P F  3.70000 SWU02MS31 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6100000 | OU      | $64849.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MSQ0 IRS BRL R F 12.86690 SWU02MSQ0 CCPNDFPREDISWAP / Short: SWU02MSQ0 IRS BRL P V 00MBRCDI SWUV2MSQ2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25000000 | OU      | $-106465.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MSS6 IRS BRL R F 12.90500 SWU02MSS6 CCPNDFPREDISWAP / Short: SWU02MSS6 IRS BRL P V 00MBRCDI SWUV2MSS8 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3400000 | OU      | $-11031.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MSZ0 IRS USD R V 12MSOFR SWUV2MSZ2 CCPOIS / Short: BWU02MSZ0 IRS USD P F  3.71500 SWU02MSZ0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10272000 | OU      | $97044.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02MXQ4 IRS USD R V 12MSOFR SWUV2MXQ6 CCPOIS / Short: BWU02MXQ4 IRS USD P F  3.73569 SWU02MXQ4 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35200000 | OU      | $275091.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02MZX7 IRS BRL R F 13.25750 SWU02MZX7 CCPNDFPREDISWAP / Short: SWU02MZX7 IRS BRL P V 00MBRCDI SWUV2MZX9 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28900000 | OU      | $-52630.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: SWPC0O526 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0O526 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      550000 | OU      | $8784.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02NMM3 IRS BRL R F 12.82000 SWU02NMM3 CCPNDFPREDISWAP / Short: SWU02NMM3 IRS BRL P V 00MBRCDI SWUV2NMM5 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15600000 | OU      | $-50048.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02NML5 IRS BRL R F 13.01500 SWU02NML5 CCPNDFPREDISWAP / Short: SWU02NML5 IRS BRL P V 00MBRCDI SWUV2NML7 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13200000 | OU      | $-42626.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC0O7V0 CDS USD R F  5.00000 FIX SOVEREIGN / Short: SWPC0O7V0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      900000 | OU      | $30110.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02NZ07 IRS EUR R F  2.25000 SWU02NZ07 CCPVANILLA / Short: SWU02NZ07 IRS EUR P V 06MEURIB SWUV2NZ09 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18925000 | OU      | $-278234.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02NYT5 IRS EUR R V 06MEURIB SWUV2NYT7 CCPVANILLA / Short: BWU02NYT5 IRS EUR P F  3.00000 SWU02NYT5 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7450000 | OU      | $178016.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU02NYS7 IRS EUR R F  2.75000 SWU02NYS7 CCPVANILLA / Short: SWU02NYS7 IRS EUR P V 06MEURIB SWUV2NYS9 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11940000 | OU      | $-423309.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: SWPC4F919 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC4F919 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      800000 | OU      | $158557.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OH47 IRS ZAR R F  6.77000 SWU02OH47 CCPVANILLA / Short: SWU02OH47 IRS ZAR P V 03MJIBAR SWUV2OH49 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14800000 | OU      | $-9069.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OHA3 IRS BRL R F 13.24500 SWU02OHA3 CCPNDFPREDISWAP / Short: SWU02OHA3 IRS BRL P V 00MBRCDI SWUV2OHA5 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2300000 | OU      | $-4382.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OHB1 IRS BRL R F 13.25500 SWU02OHB1 CCPNDFPREDISWAP / Short: SWU02OHB1 IRS BRL P V 00MBRCDI SWUV2OHB3 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    18400000 | OU      | $-34057.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OJY9 IRS BRL R F 13.56000 SWU02OJY9 CCPNDFPREDISWAP / Short: SWU02OJY9 IRS BRL P V 00MBRCDI SWUV2OJY1 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2300000 | OU      | $-904.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OO64 IRS BRL R F 13.44000 SWU02OO64 CCPNDFPREDISWAP / Short: SWU02OO64 IRS BRL P V 00MBRCDI SWUV2OO66 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $-944.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OO72 IRS BRL R F 13.43500 SWU02OO72 CCPNDFPREDISWAP / Short: SWU02OO72 IRS BRL P V 00MBRCDI SWUV2OO74 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1000000 | OU      | $-967.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OQ62 IRS BRL R F 13.72500 SWU02OQ62 CCPNDFPREDISWAP / Short: SWU02OQ62 IRS BRL P V 00MBRCDI SWUV2OQ64 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      600000 | OU      | $240.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02OQ47 IRS BRL R F 13.68100 SWU02OQ47 CCPNDFPREDISWAP / Short: SWU02OQ47 IRS BRL P V 00MBRCDI SWUV2OQ49 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12700000 | OU      | $2528.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0OBA1 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0OBA1 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6200000 | OU      | $-261417.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0OB94 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0OB94 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    77300000 | OU      | $1334269.12   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0ODZ4 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0ODZ4 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    18100000 | OU      | $867184.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK (SB CAP SA)                                      | Sberbank of Russia Via SB Capital SA                                                                                             | CUSIP: 000000000<br>LEI: 222100YFG9QVABDS2B03 | Long             | DBT              | CORP              | LU        |     4500000 | PA      | $225000.00    | 0.02%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   113200000 | PA      | $6247783.17   | 0.46%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17700000 | PA      | $1034532.14   | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   891595760 | PA      | $187927.65    | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2400000 | PA      | $1655888.23   | 0.12%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                            | John Lewis PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800JSUFNZLZLCVJ25 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1315502.09   | 0.10%             | 2034-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      466000 | PA      | $530932.72    | 0.04%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5300000 | PA      | $294140.80    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      700000 | PA      | $639548.08    | 0.05%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     3800000 | PA      | $4662787.86   | 0.34%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      466667 | PA      | $337329.33    | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      900000 | PA      | $897923.79    | 0.07%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $798154.49    | 0.06%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      600000 | PA      | $606016.25    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $3444086.30   | 0.25%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                    | Logicor Financing Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $688303.87    | 0.05%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $786108.89    | 0.06%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5750000 | PA      | $6241634.89   | 0.46%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      200000 | PA      | $225667.79    | 0.02%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     4400000 | PA      | $4642645.07   | 0.34%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      900000 | PA      | $924830.13    | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3742672.67   | 0.28%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      400000 | PA      | $433940.09    | 0.03%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $108485.02    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      300000 | PA      | $338586.23    | 0.02%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                     | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2300000 | PA      | $2002611.84   | 0.15%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     8500000 | PA      | $6369208.10   | 0.47%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1375976.25   | 0.10%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1465459213 | PA      | $346027.33    | 0.03%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |     4200000 | PA      | $420.00       | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1133046.98   | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      776971 | PA      | $681403.57    | 0.05%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2158426 | PA      | $1892939.60   | 0.14%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1225800 | PA      | $954898.20    | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      291562 | PA      | $243746.00    | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1025000 | PA      | $1185680.06   | 0.09%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $525271.51    | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      900000 | PA      | $466251.80    | 0.03%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2238052.65   | 0.16%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3838604.71   | 0.28%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE LTD                                          | CIMA Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      759834 | PA      | $707171.22    | 0.05%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                | Renault SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1383895.67   | 0.10%             | 2026-05-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                  | Ubisoft Entertainment SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $279337.80    | 0.02%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192224.21    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $600025.86    | 0.04%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                                                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      500000 | PA      | $482509.17    | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      400000 | PA      | $304356.24    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      700000 | PA      | $657325.02    | 0.05%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                                       | Euro-Galaxy III CLO DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |      256674 | PA      | $295654.18    | 0.02%             | 2034-04-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                                     | Bain Capital Euro Clo 2018-2 DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |       19609 | PA      | $22660.29     | 0.00%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2400000 | PA      | $2396999.74   | 0.18%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      700000 | PA      | $647575.77    | 0.05%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1400000 | PA      | $1272526.38   | 0.09%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |      600000 | PA      | $60.00        | 0.00%             | 2024-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ares European CLO                                         | Ares European CLO X DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-CBDO         | CORP              | IE        |      168202 | PA      | $194263.89    | 0.01%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      600000 | PA      | $348946.90    | 0.03%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro                     | Carlyle Euro CLO 2021-2 DAC                                                                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |      109823 | PA      | $126938.34    | 0.01%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $443710.38    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5677000000 | PA      | $1189903.77   | 0.09%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1000000 | PA      | $993697.22    | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                         | Toro European CLO 6 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |      318159 | PA      | $367385.87    | 0.03%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                             | NPC Ukrenergo                                                                                                                    | CUSIP: 000000000<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |      200000 | PA      | $183500.00    | 0.01%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                         | Toro European CLO 7 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |      194857 | PA      | $223878.12    | 0.02%             | 2034-02-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                                 | Madison Park Euro Funding XIV DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400XLHN7OVUSEV112 | Long             | ABS-CBDO         | CORP              | IE        |      296994 | PA      | $341547.93    | 0.03%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5387000000 | PA      | $1449290.92   | 0.11%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1500000 | PA      | $1565208.68   | 0.12%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1314954.81   | 0.10%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                  | Cheplapharm Arzneimittel GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $698924.67    | 0.05%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2300000 | PA      | $723234.52    | 0.05%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLD                                    | Corestate Capital Holding SA                                                                                                     | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |      148405 | PA      | $154379.15    | 0.01%             | 2026-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDO                                  | Banco do Brasil SA/London                                                                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    22000000 | PA      | $1237689.34   | 0.09%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4400000 | PA      | $5333401.04   | 0.39%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1893159.71   | 0.14%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1377223.42   | 0.10%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2500000 | PA      | $2968484.16   | 0.22%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1700000 | PA      | $1954348.31   | 0.14%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      550000 | PA      | $610301.43    | 0.04%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    13100000 | PA      | $14806402.02  | 1.09%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                       | Turkiye Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2850000 | PA      | $3425996.84   | 0.25%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                          | Mexican Udibonos                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       43048 | PA      | $2238.27      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1726772.92   | 0.13%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      700000 | PA      | $816768.84    | 0.06%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1141905.79   | 0.08%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2100000 | PA      | $1212146.69   | 0.09%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1752668.40   | 0.13%             | 2031-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                  | Flora Food Management BV                                                                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     1400000 | PA      | $1517605.54   | 0.11%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                         | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1051534.60   | 0.08%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   985900000 | PA      | $240792.92    | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      900000 | PA      | $875946.65    | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                   | Titanium 2l Bondco Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     8785200 | PA      | $1472382.80   | 0.11%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    51100000 | PA      | $1145827.57   | 0.08%             | 2028-09-06      | Floating      | 38.58%                | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                      | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      875000 | PA      | $833175.72    | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ADLER Group SA                                            | ADLER Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |     1562614 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1499501.19   | 0.11%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV IRLND                                    | Avenir Issuer IV Ireland DAC                                                                                                     | CUSIP: 000000000<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     1731252 | PA      | $1670495.73   | 0.12%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      792441 | PA      | $661688.24    | 0.05%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      443028 | PA      | $390967.78    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      404001 | PA      | $371066.24    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      371358 | PA      | $330902.83    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      391925 | PA      | $373770.65    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      535080 | PA      | $403918.49    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                          | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                      | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $687366.31    | 0.05%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                         | Gabon Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1400000 | PA      | $1311872.27   | 0.10%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2850000 | PA      | $3193078.68   | 0.23%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RAK CAPITAL                                               | RAK Capital                                                                                                                      | CUSIP: 000000000<br>LEI: 549300F0KUUDMGB5G459 | Long             | DBT              | NUSS              | KY        |      825000 | PA      | $818101.82    | 0.06%             | 2035-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                    | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      227427 | PA      | $327572.54    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                | Ivory Coast Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1200000 | PA      | $1218334.22   | 0.09%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10553200000 | PA      | $2792594.15   | 0.21%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    14900000 | PA      | $874916.82    | 0.06%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 18880400000 | PA      | $4736374.20   | 0.35%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    13500000 | PA      | $790676.88    | 0.06%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1066791.49   | 0.08%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                    | Froneri Lux FinCo SARL                                                                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1310215.42   | 0.10%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 19379000000 | PA      | $4881789.57   | 0.36%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    15500000 | PA      | $892380.19    | 0.07%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                              | Kona Spc Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1163450.63   | 0.09%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| TITULOS DE TESORERIA                                      | Colombian TES                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6731953259 | PA      | $1753021.78   | 0.13%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                      | Colombia Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $869753.42    | 0.06%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       40291 | PA      | $3424.74      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        9927 | PA      | $843.80       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      102368 | PA      | $2047.36      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2200000 | PA      | $2455839.11   | 0.18%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       70024 | PA      | $1400.48      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      171371 | PA      | $2998.99      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      206557 | PA      | $3098.36      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      311201 | PA      | $5446.02      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      292867 | PA      | $3660.84      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      121741 | PA      | $60.87        | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       76091 | PA      | $76.09        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       60870 | PA      | $152.18       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      121741 | PA      | $24.35        | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      287089 | PA      | $28.71        | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      152176 | PA      | $15.22        | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      152176 | PA      | $45.65        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                                      | Intralot Capital Luxembourg SA                                                                                                   | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1545714.28   | 0.11%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $1690680.39   | 0.12%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                        | Japan Government Thirty Year Bonds                                                                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    60000000 | PA      | $346060.93    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $920370.31    | 0.07%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                       | Cirsa Finance International Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $682730.05    | 0.05%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICAN T-BILLS                                     | South Africa Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | STIV             | NUSS              | ZA        |    21500000 | PA      | $1241194.54   | 0.09%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CONGO                                         | Congolese International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     1400000 | PA      | $1307192.52   | 0.10%             | 2032-11-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1500000 | PA      | $1775819.38   | 0.13%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      800000 | PA      | $790197.70    | 0.06%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                             | Bank Hapoalim BM                                                                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      400000 | PA      | $395081.85    | 0.03%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1500000 | PA      | $1786554.25   | 0.13%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                  | Flora Food Management BV                                                                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $800673.76    | 0.06%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                      | Sonangol Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     1500000 | PA      | $1489514.84   | 0.11%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1000000 | PA      | $981000.00    | 0.07%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      700000 | PA      | $687225.00    | 0.05%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                  | Allwyn Entertainment Financing UK PLC                                                                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $997003.89    | 0.07%             | 2031-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GSG BIDCO LTD                                             | GSG Bidco Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     1100000 | PA      | $1260793.33   | 0.09%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                    | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       67907 | PA      | $98937.32     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                                    | Baiterek National Investment Holding JSC                                                                                         | CUSIP: 000000000<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   300000000 | PA      | $629748.61    | 0.05%             | 2031-04-02      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| BAITEREK NATL INV HOLD                                    | Baiterek National Investment Holding JSC                                                                                         | CUSIP: 000000000<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |   300000000 | PA      | $615741.79    | 0.05%             | 2029-04-02      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         490 | NC      | $-932073.61   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          41 | NC      | $-148617.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -61 | NC      | $266155.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT JUN26                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         411 | NC      | $-410176.06   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUXL 30Y BND JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          24 | NC      | $-36528.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $22118.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         172 | NC      | $-578904.46   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         289 | NC      | $-657341.19   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                  | CAN 10YR BOND FUT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          43 | NC      | $-74400.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         663 | NC      | $-481757.31   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         295 | NC      | $-455085.23   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE JUN26                                                                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         186 | NC      | $-1241643.38  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT JUN26                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         800 | NC      | $-1695181.78  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1955000 | PA      | $816212.50    | 0.06%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FIN                                   | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |      451748 | PA      | $582267.99    | 0.04%             | 2030-12-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |       82136 | PA      | $78502.00     | 0.01%             | 2030-12-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     6500000 | PA      | $2159950.00   | 0.16%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     4300000 | PA      | $1437060.00   | 0.11%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMF-NL Bv                                                 | EMF-NL Prime 2008-A BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500YACYYG8XY5LM10 | Long             | ABS-MBS          | CORP              | NL        |        8721 | PA      | $10056.52     | 0.00%             | 2041-04-17      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      200000 | PA      | $85300.00     | 0.01%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     3473633 | NS      | $40710.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |     2363112 | PA      | $2949524.79   | 0.22%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Republic Of Turkey EUR Term Loan A                                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |     1700000 | PA      | $2051630.81   | 0.15%             | 2031-04-27      | Floating      | 8.32%                 | No            |                  3 | On Loan: No      |
| QUALITYTECH LP                                            | QualityTech LP Term Loan B                                                                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |     1386000 | PA      | $1379070.00   | 0.10%             | 2031-10-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GmbH/ The                         | Stepstone Group Midco 2 GmbH/ The EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |     1650000 | PA      | $1660710.57   | 0.12%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OCS Group Holdings Ltd                                    | OCS Group Holdings Ltd GBP Term Loan B1                                                                                          | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |           0 | PA      | $0.00         | 0.00%             | 2031-11-27      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                  | Bank of Industry Limited 2024 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | CORP              | NG        |     2250000 | PA      | $2587659.68   | 0.19%             | 2027-08-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Republic of Panama EUR Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | NUSS              | IE        |     1900000 | PA      | $2198464.14   | 0.16%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| VEON AMSTERDAM                                            | Veon Amsterdam Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |      950000 | PA      | $944822.10    | 0.07%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| Altice France SA                                          | Altice France SA 2025 USD Term Loan B14                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |     1381029 | PA      | $1381898.95   | 0.10%             | 2031-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                         | Rockpoint Gas Storage Partners LP 2025 Repriced Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 894500SFREGFOBY8I178 | Long             | LON              | CORP              | CA        |     1282018 | PA      | $1283299.54   | 0.09%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| U.S. Renal Care, Inc.                                     | US Renal Care Inc 2025 Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     5400000 | PA      | $5501423.34   | 0.40%             | 2030-09-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| U.S. Renal Care, Inc.                                     | US Renal Care Inc 2025 Delayed Draw Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      675000 | PA      | $668250.00    | 0.05%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                    | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5                                                                                     | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1312680.75   | 0.10%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      500000 | PA      | $569113.39    | 0.04%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $395388.07    | 0.03%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                       | New Immo Holding SA                                                                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1354630.45   | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   118900000 | PA      | $6902750.33   | 0.51%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                    | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     2256947 | PA      | $2250469.93   | 0.17%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                     | Brazil Minas SPE via State of Minas Gerais                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       40000 | PA      | $40102.53     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2023 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      794960 | PA      | $690287.64    | 0.05%             | 2030-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                      | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      101933 | PA      | $87261.94     | 0.01%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company      | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |     1400000 | PA      | $1404592.00   | 0.10%             | 2028-11-05      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                  | Eagle Funding Luxco Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     3900000 | PA      | $3920475.00   | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRILLCO HLDG LUX SA                                       | DRILLCO HLDG LUX SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        2686 | NS      | $61778.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DRILLCO HLDG LUX S A                                      | DRILLCO HLDG LUX S A                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       24180 | NS      | $556140.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SES S A                                                   | SES S A                                                                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | EC               | CORP              | LU        |        9447 | NS      | $141705.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Saudi Government International Bonds                      | Saudi Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     9300000 | PA      | $7563599.51   | 0.56%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1750000 | PA      | $415625.00    | 0.03%             | 2049-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      500000 | PA      | $512311.40    | 0.04%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1100000 | PA      | $1145151.32   | 0.08%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1800000 | PA      | $423720.00    | 0.03%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      582876 | PA      | $630986.59    | 0.05%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       32000 | PA      | $14320.00     | 0.00%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1867000 | PA      | $849485.00    | 0.06%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       81000 | PA      | $41310.00     | 0.00%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       25000 | PA      | $12812.50     | 0.00%             | 2026-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                  | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      300000 | PA      | $307500.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1000000 | PA      | $936800.00    | 0.07%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1700000 | PA      | $1564680.00   | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     1400000 | PA      | $1172735.06   | 0.09%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                   | Paraguay Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      300000 | PA      | $298050.00    | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $551280.00    | 0.04%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1300000 | PA      | $1346280.00   | 0.10%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1434000 | PA      | $479242.80    | 0.04%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      166000 | PA      | $55161.80     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       16000 | PA      | $6644.80      | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       43000 | PA      | $14688.80     | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      443000 | PA      | $151373.10    | 0.01%             | 2049-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                     | Petroleos del Peru SA                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     2250000 | PA      | $1577812.50   | 0.12%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AG5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       32000 | PA      | $12160.00     | 0.00%             | 2020-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                  | Venezuela Government International Bonds                                                                                         | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3104000 | PA      | $1264880.00   | 0.09%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2230000 | PA      | $951095.00    | 0.07%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      400000 | PA      | $167000.00    | 0.01%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1900000 | PA      | $105204.40    | 0.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST                                     | Rio Oil Finance Trust Series 2014-3                                                                                              | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81777 | PA      | $83413.03     | 0.01%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2800000 | PA      | $2835497.31   | 0.21%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      600000 | PA      | $578842.58    | 0.04%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      800000 | PA      | $733557.29    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                    | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      800000 | PA      | $404784.14    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      527000 | PA      | $489432.25    | 0.04%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                               | Nakilat Inc                                                                                                                      | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      703320 | PA      | $701709.40    | 0.05%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer