# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-051326
**Filing Date:** 2026-5
**Character Count:** 250028
**Document Hash:** 84d337c4e2b6f14c4b9f61e09ef4b371
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051326.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051326

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 261017884

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Short Duration Bond Fund (Series ID: S000036259)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000110983 | Class A         | GDIAX           |
| C000110984 | Class C         | GDICX           |
| C000110985 | Institutional   | GDFIX           |
| C000110986 | Investor Shares | GSSRX           |
| C000110987 | Class R         | GIFRX           |
| C000161296 | Class R6 Shares | GDIUX           |
| C000202046 | Class P Shares  | GMCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000036259

- **c. LEI of Series:** 5K6BNCLRUJN03ZJ21072

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $1386528615.88

**Total Liabilities:** $54871313.77

**Net Assets:** $1331657302.11

**Delayed Delivery Securities:** $9478507.20

**Cash Not Reported:** $26666806.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4335.67000000 | **1-Year:** -91982.76000000 | **5-Year:** -113139.41000000 | **10-Year:** -14831.48000000 | **30-Year:** -2776.73000000

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

- **3-Month:** -1380.68000000 | **1-Year:** -42192.24000000 | **5-Year:** -232882.47000000 | **10-Year:** -4324.16000000 | **30-Year:** -12530.72000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000110983 | 0.24%                | 0.33%                | -0.87%               |
| Class ID C000110984 | 0.21%                | 0.30%                | -0.80%               |
| Class ID C000110985 | 0.37%                | 0.35%                | -0.84%               |
| Class ID C000110986 | 0.26%                | 0.35%                | -0.75%               |
| Class ID C000110987 | 0.22%                | 0.31%                | -0.79%               |
| Class ID C000161296 | 0.27%                | 0.35%                | -0.84%               |
| Class ID C000202046 | 0.27%                | 0.35%                | -0.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $106989.13               | $679189.53                                 |
| Month 2  | $569046.93               | $1555902.42                                |
| Month 3  | $129899.33               | $-11666953.72                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                                                  | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3364058.50   | 0.25%             | 2029-12-03      | Fixed         | 4.90%                 | 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        |      827000 | PA      | $828116.45    | 0.06%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $5254350.00   | 0.39%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3285000 | PA      | $3327803.55   | 0.25%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                            | Adventist Health System/West                                                                               | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     4560000 | PA      | $4515638.04   | 0.34%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                        | Airbnb Inc                                                                                                 | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1932310.35   | 0.15%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                    | Air Lease Corp                                                                                             | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |    10000000 | PA      | $9997702.00   | 0.75%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                             | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5985900.00   | 0.45%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                             | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $5116936.50   | 0.38%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24000000 | PA      | $24100312.80  | 1.81%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -8000000 | PA      | $-8273750.40  | -0.62%            | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3456171.40   | 0.26%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                               | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2965658.50   | 0.22%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                           | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2833000 | PA      | $2857732.09   | 0.21%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                        | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1703903.25   | 0.13%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust      | American Express Credit Account Master Trust                                                               | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     3975000 | PA      | $4016187.84   | 0.30%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust      | American Express Credit Account Master Trust                                                               | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4538251.22   | 0.34%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                                              | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1785816.00   | 0.13%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 15 Ltd                                                                               | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |     7600000 | PA      | $7606323.20   | 0.57%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LXV CLO Ltd                                                                                           | CUSIP: 04019FAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2174717.25   | 0.16%             | 2034-07-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                          | Augusta SpinCo Corp                                                                                        | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1954433.60   | 0.15%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                               | Axon Enterprise Inc                                                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      750000 | PA      | $765390.00    | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Trust 2025-EWEST                                                                                      | CUSIP: 05494JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2793009.38   | 0.21%             | 2042-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR19                                                                                           | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4086014.20   | 0.31%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2018-TALL Mortgage Trust                                                                             | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225000 | PA      | $1161518.75   | 0.09%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2018-TALL Mortgage Trust                                                                             | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1063750.00   | 0.08%             | 2037-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2023-C19                                                                              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2986844.53   | 0.22%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2023-C19                                                                              | CUSIP: 05553RAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $832817.02    | 0.06%             | 2056-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2023-C22                                                                              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850000 | PA      | $3122542.31   | 0.23%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                                                   | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3438587.12   | 0.26%             | 2042-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                    | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2435000 | PA      | $2386007.80   | 0.18%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-C7 Mortgage Trust                                                                                 | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5340278.05   | 0.40%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ROIC                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2440039 | PA      | $2427180.02   | 0.18%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2022-CLS                                                                                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3912976.00   | 0.29%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-XL4                                                                      | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3676242 | PA      | $3677169.89   | 0.28%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-XL5                                                                      | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1314264 | PA      | $1314334.22   | 0.10%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX 2024-BRVE                                                                                               | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3347417 | PA      | $3345497.79   | 0.25%             | 2041-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                | Bacardi-Martini BV                                                                                         | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     3775000 | PA      | $3852614.00   | 0.29%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                   | Bain Capital Credit Clo 2019-3 Ltd                                                                         | CUSIP: 05683TBG3<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |     2175000 | PA      | $2095266.68   | 0.16%             | 2034-10-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2019-1                                                                             | CUSIP: 05683VBN3<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |     2250000 | PA      | $2241902.25   | 0.17%             | 2034-04-19      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2019-1                                                                             | CUSIP: 05683VBQ6<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | PA      | $1727688.60   | 0.13%             | 2034-04-19      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                    | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1729821.00   | 0.13%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria/New York NY       | Banco Bilbao Vizcaya Argentaria/New York NY                                                                | CUSIP: 05971MEE1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |     9800000 | PA      | $9801096.62   | 0.74%             | 2026-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                       | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1662554.40   | 0.12%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7043960.00   | 0.53%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                       | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12843000 | PA      | $12956146.83  | 0.97%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1597520.10   | 0.12%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR17                                                                                           | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3190756.48   | 0.24%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR7                                                                                            | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2423263.04   | 0.18%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                           | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1684452.00   | 0.13%             | 2026-06-20      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                                                    | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     6955000 | PA      | $7014187.05   | 0.53%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR15                                                                                           | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2512810.48   | 0.19%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR16                                                                                           | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3686030.86   | 0.28%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR10                                                                                           | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $917823.39    | 0.07%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                                                           | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3099725.07   | 0.23%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2026-5YR21                                                                                           | CUSIP: 06644BAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $991215.20    | 0.07%             | 2059-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                                                           | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2544250.96   | 0.19%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                                                           | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1111498.71   | 0.08%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2445000 | PA      | $2447909.55   | 0.18%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3115000 | PA      | $3144405.60   | 0.24%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                               | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3390000 | PA      | $3402136.20   | 0.26%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                               | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3152288.00   | 0.24%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                   | Barclays Dryrock Issuance Trust                                                                            | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |     7300000 | PA      | $7302405.72   | 0.55%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                              | Barclays Bank PLC/NY                                                                                       | CUSIP: 06745GFF3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |     9679000 | PA      | $9674114.04   | 0.73%             | 2026-10-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                    | Barings CLO Ltd 2024-I                                                                                     | CUSIP: 06763VAL9<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |     5725000 | PA      | $5706542.60   | 0.43%             | 2039-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Belmont Park CLO                                  | Belmont Park CLO Ltd                                                                                       | CUSIP: 08049AAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3060000 | PA      | $3060000.00   | 0.23%             | 2037-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-5MW                                                                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4413594.82   | 0.33%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-5MW                                                                    | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1797431.62   | 0.13%             | 2042-10-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C11 Mortgage Trust                                                                               | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2482772.38   | 0.19%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                              | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8071000 | PA      | $7955826.83   | 0.60%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                              | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7420000 | PA      | $7533377.60   | 0.57%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM7                                                                  | CUSIP: 10570TAA3<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |     3201335 | PA      | $3211282.45   | 0.24%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                    | Brink's Co/The                                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      915000 | PA      | $928111.95    | 0.07%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                               | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3871000 | PA      | $3911877.76   | 0.29%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-BCAT                                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2874855 | PA      | $2873709.54   | 0.22%             | 2042-08-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2025-BCAT                                                                     | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1916570 | PA      | $1908975.53   | 0.14%             | 2042-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2025-I1                                                                                          | CUSIP: 12571DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1508260 | PA      | $1515463.46   | 0.11%             | 2069-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2024-277P Mortgage Trust                                                                              | CUSIP: 12654FAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     3650000 | PA      | $3805699.88   | 0.29%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                            | Cadence Design Systems Inc                                                                                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1253494.00   | 0.09%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                            | Cadence Design Systems Inc                                                                                 | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4386096.00   | 0.33%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                                                     | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3717760.00   | 0.28%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health Inc                                                                                        | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    10569000 | PA      | $10578512.10  | 0.79%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1014648.34   | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                      | Centene Corp                                                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     8410000 | PA      | $7831139.70   | 0.59%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust Series 2025-2                                                            | CUSIP: 16159VAE6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     1875646 | PA      | $1876353.80   | 0.14%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2817933.30   | 0.21%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                                                        | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1580000 | PA      | $1551560.00   | 0.12%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                              | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1610595.70   | 0.12%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                              | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6915160.00   | 0.52%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7013370.00   | 0.53%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                              | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1598446.70   | 0.12%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2017-P8                                                                | CUSIP: 17326DAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1068245.43   | 0.08%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2019-C7                                                                | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $700926.56    | 0.05%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                                                     | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      930000 | PA      | $923025.00    | 0.07%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-INV4 Mortgage Loan Trust                                                                         | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |     2843510 | PA      | $2854609.64   | 0.21%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20753GAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1850000 | PA      | $1848555.34   | 0.14%             | 2044-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755BAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2240000 | PA      | $2230338.21   | 0.17%             | 2046-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20755RAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2754448 | PA      | $2749167.79   | 0.21%             | 2044-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 207941AB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       25000 | PA      | $25142.00     | 0.00%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                 | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1000000 | PA      | $-935585.90   | -0.07%            | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                 | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -5000000 | PA      | $-4822329.00  | -0.36%            | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                    | Crown City CLO V                                                                                           | CUSIP: 22823AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1100101.20   | 0.08%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                           | DCP Midstream Operating LP                                                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2724970.00   | 0.20%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                               | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3135000 | PA      | $3161772.90   | 0.24%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                               | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4417000 | PA      | $4468502.22   | 0.34%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                   | Durst Commercial Mortgage Trust 2025-151                                                                   | CUSIP: 266895AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3550000 | PA      | $3579291.12   | 0.27%             | 2042-08-10      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                   | Durst Commercial Mortgage Trust 2025-151                                                                   | CUSIP: 266895AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1557756.25   | 0.12%             | 2042-08-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2026-NQM4                                                                                             | CUSIP: 26846KAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4300787.33   | 0.32%             | 2071-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     9720000 | PA      | $9744300.00   | 0.73%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD COP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-14516.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $95274.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED TWD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |           1 | NC      | $-8934.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD TWD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $19433.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $667512.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD COP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-42178.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $16650.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $9049.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED COP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $22727.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED KRW / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $-8369.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |           1 | NC      | $-38255.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1754.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |           1 | NC      | $-10856.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CAD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $7686.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD BRL                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-16947.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-715.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |           1 | NC      | $-1103.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |           1 | NC      | $-12632.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $-490.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD NZD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $137295.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |           1 | NC      | $-10159.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED BRL / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | BR        |           1 | NC      | $14093.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED SEK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |           1 | NC      | $-122673.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |           1 | NC      | $-19886.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $9573.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $41176.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD PLN                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $58838.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |           1 | NC      | $-20400.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $200831.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED SGD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SG        |           1 | NC      | $-43309.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CZK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CZ        |           1 | NC      | $-95314.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $18745.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CLP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CL        |           1 | NC      | $-15526.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $-51651.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED KRW / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $-118875.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED HUF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |           1 | NC      | $18305.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED COP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $2812.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD TWD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $9587.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED ILS / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IL        |           1 | NC      | $-9655.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED PLN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | PL        |           1 | NC      | $-30141.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $14978.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $3106.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $298.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $5776.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $7727.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $8572.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED TWD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |           1 | NC      | $-15944.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CHF                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $60810.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CAD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $119910.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CNH / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $-19772.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $49908.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CAD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |           1 | NC      | $-147363.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CZK                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $74982.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $2332.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |           1 | NC      | $-52432.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |           1 | NC      | $-124150.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD ILS                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $9382.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD SGD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $44536.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD SEK                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $133422.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD NOK                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $409.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $32639.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED NZD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |           1 | NC      | $-95632.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD COP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-5134.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-172.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $275.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED NOK / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NO        |           1 | NC      | $-1460.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD NZD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $12083.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $22525.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD KRW                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $33684.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $42051.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-32550.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD TRY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $841.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED TRY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TR        |           1 | NC      | $-923.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CLP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $5096.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $381.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD NZD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $17511.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $34552.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED AUD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |           1 | NC      | $-25800.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CAD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $16748.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $-7515.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $15711.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-1669.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CNH / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $-808.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED TRY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TR        |           1 | NC      | $-3521.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |           1 | NC      | $-14291.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $764.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED GBP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |           1 | NC      | $-1664.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1665.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $-12109.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-29861.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $800.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED MXN / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | MX        |           1 | NC      | $-833.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CHF                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $9359.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED ZAR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2126.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CAD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |           1 | NC      | $-20002.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1997.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $6702.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-1121.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-4816.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $1121.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $4800.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED KRW / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $-5328.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD KRW                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $5164.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CHF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |           1 | NC      | $-9375.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED HUF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |           1 | NC      | $29723.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD ZAR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $2061.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-1999.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CAD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $19996.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD JPY                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1001.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |           1 | NC      | $-1002.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED KRW / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | KR        |           1 | NC      | $-4334.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD MXN                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $1545.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-9219.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD TWD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $3965.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED TWD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | TW        |           1 | NC      | $-1699.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $-3846.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD HUF                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-5096.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED HUF / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HU        |           1 | NC      | $5019.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CAD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |           1 | NC      | $-19766.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CAD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $19769.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $3841.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $2188.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $-3653.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD NOK                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-1785.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED COP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $6316.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD COP                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-6935.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-4304.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $-3731.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED CNH / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CN        |           1 | NC      | $476.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD CNH                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-826.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED NZD / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |           1 | NC      | $-2704.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $-24.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED EUR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $-28.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD AUD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $2276.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-19.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $1048.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD INR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $93.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED COP / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CO        |           1 | NC      | $-2528.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $-1459.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | PURCHASED INR / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | IN        |           1 | NC      | $3210.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd                                | Elmwood CLO 27 Ltd                                                                                         | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4500445.50   | 0.34%             | 2037-04-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd                                | Elmwood CLO 23 Ltd                                                                                         | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6625000 | PA      | $6626954.38   | 0.50%             | 2036-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                         | Emera Inc                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     3105000 | PA      | $3105652.05   | 0.23%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                | Energy Transfer LP                                                                                         | CUSIP: 29277FD16<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |     5000000 | PA      | $4999444.00   | 0.38%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                                                              | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     7875000 | PA      | $7807432.50   | 0.59%             | 2026-07-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                                                           | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     5595000 | PA      | $5551303.05   | 0.42%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-1                                                                 | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      544097 | PA      | $544643.77    | 0.04%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                           | CUSIP: 31329KGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         946 | PA      | $945.99       | 0.00%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                           | CUSIP: 3132E06J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2026491 | PA      | $2130013.57   | 0.16%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                           | CUSIP: 3133KQK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      668255 | PA      | $692198.70    | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                           | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1939581 | PA      | $2003352.49   | 0.15%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                       | Federal Home Loan Mortgage Corp                                                                            | CUSIP: 3134HB2Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    25959000 | PA      | $25971460.32  | 1.95%             | 2028-11-03      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 3136A9EA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6672 | PA      | $7105.84      | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23237 | PA      | $24959.16     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 3136AQC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258074 | PA      | $29053.36     | 0.00%             | 2046-02-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 3136AWKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313861 | PA      | $35820.51     | 0.00%             | 2047-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 3136BAC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1987952 | PA      | $228448.13    | 0.02%             | 2050-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 31371M4U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          93 | PA      | $93.01        | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                         | CUSIP: 3137B9HA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160387 | PA      | $15181.67     | 0.00%             | 2044-03-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                         | CUSIP: 3137BJMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      257144 | PA      | $27310.37     | 0.00%             | 2045-05-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                         | CUSIP: 3137BPDJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      189559 | PA      | $19990.36     | 0.00%             | 2046-05-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3138WLC27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52243 | PA      | $51180.71     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                          | CUSIP: 31398SH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47852 | PA      | $3978.77      | 0.00%             | 2040-12-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QC6X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31486 | PA      | $30839.56     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QQ3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1514459 | PA      | $1547472.87   | 0.12%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QQWC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3427230 | PA      | $3555383.65   | 0.27%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QQWD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3403370 | PA      | $3529568.04   | 0.27%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QRXE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      755845 | PA      | $768779.00    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QRXS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      723348 | PA      | $750621.46    | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QRXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      738179 | PA      | $764397.49    | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QRXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      697575 | PA      | $721478.89    | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140QS5D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1809242 | PA      | $1882725.78   | 0.14%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                            | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4040452 | PA      | $4185222.04   | 0.31%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                           | CUSIP: 3142GQGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4612925 | PA      | $4844250.75   | 0.36%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                                                 | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3467923.50   | 0.26%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2024-B                                                                        | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5064446 | PA      | $5080244.03   | 0.38%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2024-REV1                                                                     | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3200000 | PA      | $3248918.85   | 0.24%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      533154 | PA      | $523730.65    | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      949076 | PA      | $935563.05    | 0.07%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      147877 | PA      | $149642.05    | 0.01%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1489592 | PA      | $1421182.63   | 0.11%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      535436 | PA      | $527143.70    | 0.04%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      377185 | PA      | $371107.62    | 0.03%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      821380 | PA      | $808145.22    | 0.06%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      565982 | PA      | $556862.92    | 0.04%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      709202 | PA      | $697553.05    | 0.05%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1753235 | PA      | $1724438.21   | 0.13%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      536858 | PA      | $527872.32    | 0.04%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      719981 | PA      | $708155.24    | 0.05%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179VBK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      713107 | PA      | $718518.61    | 0.05%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 36179VFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42979 | PA      | $43491.80     | 0.00%             | 2050-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                         | CUSIP: 3622ABGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3948407 | PA      | $3511168.04   | 0.26%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                                                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6272631.00   | 0.47%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-INV4 Trust                                                                                       | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1678014 | PA      | $1677429.34   | 0.13%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                            | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8745352.00   | 0.66%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 18 Ltd                                                                                   | CUSIP: 37149VAA3<br>LEI: 213800HEENW837PB8J74 | Long             | ABS-CBDO         | CORP              | KY        |     2700000 | PA      | $2702678.40   | 0.20%             | 2038-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                             | Kennedy Lewis CLO 22 Ltd                                                                                   | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4400000 | PA      | $4404532.00   | 0.33%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                       | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5102950.00   | 0.38%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38378WUZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      176333 | PA      | $17788.89     | 0.00%             | 2043-08-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38379EW73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94197 | PA      | $4329.46      | 0.00%             | 2043-10-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38379GV20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       65968 | PA      | $5752.86      | 0.00%             | 2044-11-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38379QCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114099 | PA      | $13429.69     | 0.00%             | 2045-09-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38379VUJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57790 | PA      | $7514.42      | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38380TZK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111955 | PA      | $10461.40     | 0.00%             | 2047-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38380YR23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      240394 | PA      | $27252.17     | 0.00%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38380YR64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      246601 | PA      | $28278.19     | 0.00%             | 2048-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38381BZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      255883 | PA      | $27824.83     | 0.00%             | 2049-01-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38381WVB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      115539 | PA      | $12892.84     | 0.00%             | 2049-06-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38382BUQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5728988 | PA      | $1217435.82   | 0.09%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38382ET31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1395149 | PA      | $327075.64    | 0.02%             | 2050-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                   | CUSIP: 38382FV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1100925 | PA      | $235683.56    | 0.02%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5517000 | PA      | $5443568.73   | 0.41%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                    | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3723949.00   | 0.28%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2945000 | PA      | $3070074.15   | 0.23%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                                               | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $725527.70    | 0.05%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                          | Hess Midstream Operations LP                                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1723406.40   | 0.13%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                          | Huntington National Bank/The                                                                               | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     1569000 | PA      | $1568372.40   | 0.12%             | 2028-04-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                                                      | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375000 | PA      | $1408067.73   | 0.11%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                                                      | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375000 | PA      | $1411766.24   | 0.11%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                    | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     5285000 | PA      | $5228344.80   | 0.39%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-C                                                             | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      908807 | PA      | $909699.86    | 0.07%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2024-B                                                                      | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5825000 | PA      | $5860278.06   | 0.44%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Illinois Student Assistance Commision             | Illinois Student Assistance Commission                                                                     | CUSIP: 452281JD1<br>LEI: 549300FKIJ7H0L1PDN43 | Long             | ABS-O            | CORP              | US        |      140057 | PA      | $139802.05    | 0.01%             | 2045-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                           | PRA Health Sciences Inc                                                                                    | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |     3144000 | PA      | $3117967.68   | 0.23%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds          | Indonesia Government International Bonds                                                                   | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     6030000 | PA      | $6041487.15   | 0.45%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                                                         | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    17330000 | PA      | $17483890.40  | 1.31%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                          | Invesco CLO 2022-2 Ltd                                                                                     | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |     6575000 | PA      | $6571094.45   | 0.49%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                                           | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $1135303.45   | 0.09%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-DSC1                                                                  | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2776352 | PA      | $2788684.74   | 0.21%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                        | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $3064758.18   | 0.23%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                                            | CUSIP: 46651EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1940118.50   | 0.15%             | 2039-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-LTV2                                                                       | CUSIP: 46654VAA1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3668256 | PA      | $3109551.77   | 0.23%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                                             | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2067201.08   | 0.16%             | 2042-06-05      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-VIS2                                                                         | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3655907 | PA      | $3661950.45   | 0.27%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM5                                                                  | CUSIP: 46664DAC5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3634693 | PA      | $3619002.07   | 0.27%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                 | Jamestown CLO XVI Ltd                                                                                      | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2995413.00   | 0.22%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                     | JDE Peet's NV                                                                                              | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     4230000 | PA      | $3674981.70   | 0.28%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                           | Jefferies Financial Group Inc                                                                              | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9991100.00   | 0.75%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                        | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1682462.60   | 0.13%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                   | Katayma CLO II Ltd                                                                                         | CUSIP: 485862AC0<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |     2500000 | PA      | $2502270.00   | 0.19%             | 2037-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                          | Korea Hydro & Nuclear Power Co Ltd                                                                         | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |     3950000 | PA      | $3947156.00   | 0.30%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                       | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1842527.05   | 0.14%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                       | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      680000 | PA      | $698538.64    | 0.05%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp                                                                                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3599000 | PA      | $3485019.67   | 0.26%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                    | MSWF Commercial Mortgage Trust 2023-2                                                                      | CUSIP: 55361AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2511026 | PA      | $2608861.93   | 0.20%             | 2056-12-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                               | Macquarie Group Ltd                                                                                        | CUSIP: 55608VEF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |     6790000 | PA      | $6755286.13   | 0.51%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                          | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $269510.80    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                              | MAD Commercial Mortgage Trust 2025-11MD                                                                    | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3483048.14   | 0.26%             | 2042-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                              | MAD Commercial Mortgage Trust 2025-11MD                                                                    | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $2588756.47   | 0.19%             | 2042-10-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XLVII Ltd                                                                                        | CUSIP: 559916AA9<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | KY        |     7900000 | PA      | $7909385.20   | 0.59%             | 2038-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    13054000 | PA      | $13129713.20  | 0.99%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency          | MASSACHUSETTS ST DEV FIN AGY REVENUE                                                                       | CUSIP: 57585BQT8<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |     1465000 | PA      | $1493790.18   | 0.11%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec Inc                                                                                                 | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      754000 | PA      | $778708.58    | 0.06%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                                                 | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2815900.80   | 0.21%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                          | Met Tower Global Funding                                                                                   | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |     6085000 | PA      | $6014414.00   | 0.45%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                | Mizuho Bank Ltd/New York NY                                                                                | CUSIP: 60701A2U6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |     5777000 | PA      | $5778525.71   | 0.43%             | 2026-06-02      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3490000 | PA      | $3445467.60   | 0.26%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5058450.00   | 0.38%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5964000 | PA      | $6018332.04   | 0.45%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                             | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7085000 | PA      | $7011316.00   | 0.53%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                                             | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     9070000 | PA      | $8975672.00   | 0.67%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                                                   | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2704820 | PA      | $2715986.46   | 0.20%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA Inc                                                                                         | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3666036.40   | 0.28%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                   | NGPL PipeCo LLC                                                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      410000 | PA      | $410668.30    | 0.03%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                                        | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |     6000000 | PA      | $6003592.20   | 0.45%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                                        | CUSIP: 63376GAL2<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |     7094000 | PA      | $7100262.58   | 0.53%             | 2026-12-11      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                            | National Bank of Kuwait/New York NY                                                                        | CUSIP: 63423KE16<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | US        |     4200000 | PA      | $4186215.60   | 0.31%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                                                          | CUSIP: 63743HGA4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4493000 | PA      | $4493179.72   | 0.34%             | 2026-10-30      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                               | NatWest Markets PLC                                                                                        | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     2245000 | PA      | $2250477.80   | 0.17%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                                                | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $6217318.00   | 0.47%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2015-1                                                                 | CUSIP: 64829CAA6<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |       58037 | PA      | $55891.13     | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                      | Nordson Corp                                                                                               | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     7468000 | PA      | $7452839.96   | 0.56%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3124337.10   | 0.23%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2020-20 Ltd                                                                                        | CUSIP: 670859AK3<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |     2730000 | PA      | $2730412.23   | 0.21%             | 2037-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                                                     | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1530000 | PA      | $1554862.50   | 0.12%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2017-14 Ltd                                                                                        | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |     4800000 | PA      | $4800398.40   | 0.36%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | Ocp Clo 2024-33 Ltd                                                                                        | CUSIP: 671080AA7<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | JE        |     2450000 | PA      | $2450512.05   | 0.18%             | 2037-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM14 Trust                                                                                       | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     3054820 | PA      | $3038914.14   | 0.23%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-3BP                                                                     | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2188776.26   | 0.16%             | 2042-02-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-300P                                                                    | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2879670.28   | 0.22%             | 2042-07-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-300P                                                                    | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1690311.62   | 0.13%             | 2042-07-13      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM13 Trust                                                                                       | CUSIP: 67121UAF3<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |     1615982 | PA      | $1620591.88   | 0.12%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM15 Trust                                                                                       | CUSIP: 67122CAA3<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |     3290405 | PA      | $3286491.62   | 0.25%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-11X                                                                     | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3350287.83   | 0.25%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-11X                                                                     | CUSIP: 67122NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2100655.91   | 0.16%             | 2040-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                                                       | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |     3670302 | PA      | $3683896.96   | 0.28%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM1 Trust                                                                                        | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |     3935732 | PA      | $3948089.44   | 0.30%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM11 Trust                                                                                       | CUSIP: 67449BAL7<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |     2792967 | PA      | $2799813.76   | 0.21%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                       | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2705000 | PA      | $2751607.15   | 0.21%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                  | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     6405000 | PA      | $6389179.65   | 0.48%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                                                       | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1705301.25   | 0.13%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5747364.00   | 0.43%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5163000 | PA      | $5164961.94   | 0.39%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18145000 | PA      | $17911836.75  | 1.35%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                                                | CUSIP: 6840C3K28<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     6799000 | PA      | $6643368.85   | 0.50%             | 2026-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                            | Blue Owl Credit Income Corp                                                                                | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3312894.75   | 0.25%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency   | PHEAA Student Loan Trust 2016-1                                                                            | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305357 | PA      | $304022.77    | 0.02%             | 2065-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1614524.10   | 0.12%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                       | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5221125.00   | 0.39%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                                                       | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2630000 | PA      | $2439325.00   | 0.18%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                              | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4771400.00   | 0.36%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co Lp / PTL Finance Corp                                                              | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1698788.00   | 0.13%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                           | Penske Truck Leasing Co LP                                                                                 | CUSIP: 70962BGH1<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |     1934000 | PA      | $1908970.17   | 0.14%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                        | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $200518.00    | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2508500.00   | 0.19%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                        | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $315420.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds                                                          | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2600000 | PA      | $2633046.00   | 0.20%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POSCO                                             | POSCO                                                                                                      | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      310000 | PA      | $315865.20    | 0.02%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                                           | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1998620.00   | 0.15%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services Inc                                                                                        | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    10660000 | PA      | $10718203.60  | 0.80%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4372534.42   | 0.33%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                        | ROCK Trust 2024-CNTR                                                                                       | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $3378696.04   | 0.25%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                            | RR 29 LTD                                                                                                  | CUSIP: 74989VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999925.00   | 0.23%             | 2039-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | RAD CLO 21 Ltd                                                                                             | CUSIP: 750099AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3490000 | PA      | $3463081.63   | 0.26%             | 2037-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                          | Regatta XVI Funding Ltd                                                                                    | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |     5060000 | PA      | $5046338.00   | 0.38%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2155944.35   | 0.16%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10460000 | PA      | $10336885.80  | 0.78%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                     | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $1468875.00   | 0.11%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd                                                                                | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1825000 | PA      | $1844527.50   | 0.14%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2025-3                                                           | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7300000 | PA      | $7282025.65   | 0.55%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                    | SNF Group SACA                                                                                             | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1650000 | PA      | $1650000.00   | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                             | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    16790000 | PA      | $16821397.30  | 1.26%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-1                                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2297551 | PA      | $2301885.74   | 0.17%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                             | Silver Point Clo 4 Ltd                                                                                     | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |     5180000 | PA      | $5183040.66   | 0.39%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                        | Sixth Street CLO XVI Ltd                                                                                   | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |     6150000 | PA      | $6133505.70   | 0.46%             | 2039-01-21      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                            | Skyworks Solutions Inc                                                                                     | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2413796.50   | 0.18%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                        | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3155000 | PA      | $3176296.25   | 0.24%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                                                 | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1920250.80   | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                                                | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1425000 | PA      | $1446902.25   | 0.11%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                        | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5440000 | PA      | $5384403.20   | 0.40%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                             | CUSIP: 86563VBX6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    10294000 | PA      | $10322617.32  | 0.78%             | 2028-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                             | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     3540000 | PA      | $3495537.60   | 0.26%             | 2029-03-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer, LLC                      | Sunnova Hestia I Issuer LLC                                                                                | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321998 | PA      | $315805.61    | 0.02%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                  | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1784892.00   | 0.13%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                               | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3963000 | PA      | $3979446.45   | 0.30%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                  | Symphony CLO XXV Ltd                                                                                       | CUSIP: 87167WDE2<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3273798.00   | 0.25%             | 2034-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3702463.75   | 0.28%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                         | TPG Trust 2024-WLSC                                                                                        | CUSIP: 872973AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4191055.81   | 0.31%             | 2029-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TPG Trust                                         | TPG Trust 2024-WLSC                                                                                        | CUSIP: 872973AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      950000 | PA      | $951005.76    | 0.07%             | 2029-11-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                            | Takeoff Merger Sub Inc                                                                                     | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    10470000 | PA      | $10399641.60  | 0.78%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                          | Teledyne Technologies Inc                                                                                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9375000.00   | 0.70%             | 2026-04-01      | Fixed         | 1.60%                 | 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        |     4059642 | PA      | $4058856.41   | 0.30%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                  | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4754000 | PA      | $4792887.72   | 0.36%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2024-C Owner Trust                                                                 | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4123704 | PA      | $4149090.98   | 0.31%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                          | Toyota Lease Owner Trust 2026-A                                                                            | CUSIP: 89240MAD6<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |     7075000 | PA      | $7028956.47   | 0.53%             | 2029-02-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                  | Trestles CLO VIII Ltd                                                                                      | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |     4700085 | PA      | $4702134.24   | 0.35%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                 | Trimaran Cavu 2021-2 Ltd                                                                                   | CUSIP: 89624UAU6<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2189004.30   | 0.16%             | 2034-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XVI Ltd                                                                                       | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |     9000000 | PA      | $8989884.00   | 0.68%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3412374.00   | 0.26%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                 | 1211 Avenue of the Americas Trust 2015-1211                                                                | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3634800.70   | 0.27%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                                                      | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1586096.00   | 0.12%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17610000 | PA      | $17952569.62  | 1.35%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26260000 | PA      | $26440537.50  | 1.99%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66130000 | PA      | $65938843.30  | 4.95%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  1 | On Loan: No      |
| VW CREDIT INC                                     | VW Credit Inc                                                                                              | CUSIP: 91842KG18<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |     3889000 | PA      | $3847456.92   | 0.29%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                   | Venture 36 Clo Ltd                                                                                         | CUSIP: 92332LAF6<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2419837.50   | 0.18%             | 2032-04-20      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                      | Veralto Corp                                                                                               | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     6710000 | PA      | $6738047.80   | 0.51%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-8                                                                          | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |     3384962 | PA      | $3361692.73   | 0.25%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-INV2                                                                       | CUSIP: 92540BAB5<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |     1205889 | PA      | $1206959.60   | 0.09%             | 2068-08-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                       | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $2957676.45   | 0.22%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                     | VTR Commercial Mortgage Trust 2025-STEM                                                                    | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2874923.09   | 0.22%             | 2039-10-13      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                     | VTR Commercial Mortgage Trust 2025-STEM                                                                    | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1332311.17   | 0.10%             | 2039-10-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                       | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     7332000 | PA      | $7377678.36   | 0.55%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2026-1250B                                                           | CUSIP: 949939AC6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1379474.24   | 0.10%             | 2041-03-10      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6942740.00   | 0.52%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7029260.00   | 0.53%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2017-RC1                                                             | CUSIP: 95001FAC9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $856934.51    | 0.06%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1594007.25   | 0.12%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                            | CUSIP: 95003PAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3162164.89   | 0.24%             | 2035-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                            | CUSIP: 95003PAC5<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1955090.16   | 0.15%             | 2035-07-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                                           | CUSIP: 95004RAA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2939543.22   | 0.22%             | 2042-08-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1511551.80   | 0.11%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1172554.20   | 0.09%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2026-P1                                                              | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3650000 | PA      | $3642719.60   | 0.27%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand Ltd                                                                                    | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     2265000 | PA      | $2287740.60   | 0.17%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                | Wind River 2021-2 CLO Ltd                                                                                  | CUSIP: 97315VAS6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $3968572.00   | 0.30%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                      | WISE CLO 2023-2 Ltd                                                                                        | CUSIP: 97719TAJ3<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-CBDO         | CORP              | JE        |     4880000 | PA      | $4887105.28   | 0.37%             | 2039-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                              | Zais Clo 13 Ltd                                                                                            | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |      800194 | PA      | $800230.72    | 0.06%             | 2032-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SS006063  CDS USD R F  1.00000 2 CCPCORPORATE / Short: SS006063  CDS USD P V 03MEVENT 1 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3475000 | OU      | $5491.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003113  CDS USD R F  1.00000 2 CCPCDX / Short: SX003113  CDS USD P V 03MEVENT 1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    19049340 | OU      | $282939.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003151  CDS USD R F  1.00000 2 CCPCDX / Short: SX003151  CDS USD P V 03MEVENT 1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    65343221 | OU      | $1143042.43   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR228526  IRS JPY R F  2.16000 2 CCPOIS / Short: SR228526  IRS JPY P V 00MTONAR 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1819435490 | OU      | $-601764.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003205  CDS USD R F  1.00000 2 CCPCDX / Short: SX003205  CDS USD P V 03MEVENT 1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    99300000 | OU      | $1785652.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR247832  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR247832  IRS USD P F  3.06188 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14890000 | OU      | $86344.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR247831  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR247831  IRS USD P F  3.80536 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11850000 | OU      | $86109.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR247830  IRS USD R F  3.37935 2 CCPOIS / Short: SR247830  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21300000 | OU      | $-241889.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR248830  IRS EUR R F  2.00000 2 CCPOIS / Short: SR248830  IRS EUR P V 00MESTR 1 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   175850537 | OU      | $-1146673.69  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR248829  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR248829  IRS EUR P F  2.50000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   175850537 | OU      | $712537.32    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC            | Long: CX003319  CDS USD R F   .50000 2 CMBX / Short: CX003319  CDS USD P V 01MEVENT 1 CMBX                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | GB        |     4800000 | OU      | $-69681.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003325  CDS USD R F  1.00000 2 CCPCDX / Short: SX003325  CDS USD P V 03MEVENT 1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   422372000 | OU      | $7473619.12   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SX003335  CDS USD R F  5.00000 2 CCPCDX / Short: SX003335  CDS USD P V 03MEVENT 1 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    29700000 | OU      | $1565887.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR253442  IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR253442  IRS JPY P F  1.25000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 10334030000 | OU      | $158404.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR254459  IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR254459  IRS JPY P F  2.00000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1125568429 | OU      | $40439.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255081  IRS GBP R F  3.75000 2 CCPOIS / Short: SR255081  IRS GBP P V 00MSONIA 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29740000 | OU      | $-352806.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255064  IRS EUR R F  2.00000 2 CCPOIS / Short: SR255064  IRS EUR P V 00MESTR 1 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      710000 | OU      | $-9781.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255104  IRS CAD R F  3.25000 2 CCPOIS / Short: SR255104  IRS CAD P V 00MCORRA 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2810000 | OU      | $-524.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255477  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255477  IRS USD P F  3.40711 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    27620000 | OU      | $483626.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255481  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255481  IRS USD P F  3.17503 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    42500000 | OU      | $293811.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255047  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255047  IRS EUR P F  2.25000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9170000 | OU      | $130735.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255050  IRS EUR R F  2.50000 2 CCPVANILLA / Short: SR255050  IRS EUR P V 06MEURIB 1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    24260000 | OU      | $-533234.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255058  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255058  IRS EUR P F  3.00000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1920000 | OU      | $45318.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255084  IRS GBP R F  4.00000 2 CCPOIS / Short: SR255084  IRS GBP P V 00MSONIA 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    10430000 | OU      | $-108932.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255087  IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR255087  IRS GBP P F  4.25000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3170000 | OU      | $56795.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255053  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255053  IRS EUR P F  2.75000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    18400000 | OU      | $617814.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255030  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255030  IRS USD P F  3.00000 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    37790000 | OU      | $427612.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255036  IRS USD R F  3.75000 2 CCPOIS / Short: SR255036  IRS USD P V 00MSOFR 1 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |      800000 | OU      | $-8602.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255036  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255036  IRS USD P F  3.75000 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4330000 | OU      | $46560.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255119  IRS AUD R F  5.00000 2 CCPVANILLA / Short: SR255119  IRS AUD P V 06MBBSW 1 CCPVANILLA      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8900000 | OU      | $-26408.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255133  IRS JPY R F  2.50000 2 CCPOIS / Short: SR255133  IRS JPY P V 00MTONAR 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   276000000 | OU      | $-189231.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255201  IRS NZD R F  3.75000 2 CCPVANILLA / Short: SR255201  IRS NZD P V 03MNZDBB 1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33580000 | OU      | $-256305.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255942  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255942  IRS USD P F  3.29785 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32140000 | OU      | $363779.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255116  IRS AUD R F  4.75000 2 CCPVANILLA / Short: SR255116  IRS AUD P V 06MBBSW 1 CCPVANILLA      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34090000 | OU      | $-144161.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255098  IRS CAD R V 00MCORRA 1 CCPOIS / Short: BR255098  IRS CAD P F  2.50000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3860000 | OU      | $16521.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255206  IRS NZD R F  4.00000 2 CCPVANILLA / Short: SR255206  IRS NZD P V 03MNZDBB 1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7460000 | OU      | $-131827.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255182  IRS NOK R F  4.25000 2 CCPVANILLA / Short: SR255182  IRS NOK P V 06MNIBOR 1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    22740000 | OU      | $-33342.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255159  IRS SEK R V 03MSTIBO 1 CCPVANILLA / Short: BR255159  IRS SEK P F  2.75000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    44960000 | OU      | $138904.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255141  IRS CHF R F   .50000 2 CCPOIS / Short: SR255141  IRS CHF P V 00MSARON 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     3390000 | OU      | $-30586.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255129  IRS JPY R F  1.50000 2 CCPOIS / Short: SR255129  IRS JPY P V 00MTONAR 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   343000000 | OU      | $-136664.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255126  IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR255126  IRS JPY P F  1.25000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 15356000000 | OU      | $2570437.94   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255985  IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR255985  IRS EUR P F  2.50000 2 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4340000 | OU      | $37794.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255988  IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR255988  IRS AUD P F  4.50000 2 CCPVANILLA      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11600000 | OU      | $27699.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255986  IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR255986  IRS GBP P F  4.00000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2750000 | OU      | $15593.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255984  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR255984  IRS USD P F  3.25000 2 CCPOIS              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6940000 | OU      | $45286.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BR255987  IRS CAD R V 00MCORRA 1 CCPOIS / Short: BR255987  IRS CAD P F  2.75000 2 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     6380000 | OU      | $5157.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SR255482  IRS JPY R F  1.77125 2 CCPOIS / Short: SR255482  IRS JPY P V 00MTONAR 1 CCPOIS             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   334360000 | OU      | $-6594.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                             | DP World Crescent Ltd                                                                                      | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     2060000 | PA      | $1926100.00   | 0.14%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                       | QatarEnergy                                                                                                | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     2160000 | PA      | $2126973.60   | 0.16%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Dunedin Park CLO                                  | Dunedin Park CLO DAC                                                                                       | CUSIP: 000000000<br>LEI: 635400VZKZZW7P5TBL62 | Long             | ABS-CBDO         | CORP              | IE        |     4750000 | PA      | $5479417.78   | 0.41%             | 2034-11-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3630000 | PA      | $3637169.25   | 0.27%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1700000 | PA      | $1708806.00   | 0.13%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                  | CVC Cordatus Loan Fund XXXIV DAC                                                                           | CUSIP: 000000000<br>LEI: 635400DVOSHFEKDFWJ26 | Long             | ABS-CBDO         | CORP              | IE        |     2700000 | PA      | $3090380.32   | 0.23%             | 2038-04-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                      | OCP Euro 2025-12 DAC                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     2900000 | PA      | $3318580.06   | 0.25%             | 2038-01-20      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Tikehau                                           | Tikehau CLO IV DAC                                                                                         | CUSIP: 000000000<br>LEI: 5493003A9LSOVYP56X91 | Long             | ABS-CBDO         | CORP              | IE        |     1700000 | PA      | $1932207.42   | 0.15%             | 2039-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                        | Aurium Clo VIII DAC                                                                                        | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |     2200000 | PA      | $2502667.70   | 0.19%             | 2038-10-16      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                             | Aqueduct European Clo 14 DAC                                                                               | CUSIP: 000000000<br>LEI: 2549003MKHH8W6CBWG92 | Long             | ABS-CBDO         | CORP              | IE        |     1500000 | PA      | $1722446.84   | 0.13%             | 2039-01-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Armada Euro CLO                                   | Armada Euro CLO IX DAC                                                                                     | CUSIP: 000000000<br>LEI: 254900H74CRBB8IV8606 | Long             | ABS-CBDO         | CORP              | IE        |     1900000 | PA      | $2186869.77   | 0.16%             | 2039-10-30      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Bridgepoint CLO                                   | Bridgepoint Clo IX DAC                                                                                     | CUSIP: 000000000<br>LEI: 635400KHJOULRBQMED20 | Long             | ABS-CBDO         | CORP              | IE        |     1775000 | PA      | $2048969.07   | 0.15%             | 2039-10-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                       | Harvest CLO XXXVII DAC                                                                                     | CUSIP: 000000000<br>LEI: 635400IUMEGLVCCJWL30 | Long             | ABS-CBDO         | CORP              | IE        |     1850000 | PA      | $2127614.19   | 0.16%             | 2039-01-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European Clo VII DAC                                                                                 | CUSIP: 000000000<br>LEI: 635400HLOZDFMPWGCW53 | Long             | ABS-CBDO         | CORP              | IE        |     2150000 | PA      | $2473075.05   | 0.19%             | 2039-01-15      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European Clo VII DAC                                                                                 | CUSIP: 000000000<br>LEI: 635400HLOZDFMPWGCW53 | Long             | ABS-CBDO         | CORP              | IE        |     2300000 | PA      | $2636206.89   | 0.20%             | 2039-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                | Arini European Clo IX DAC                                                                                  | CUSIP: 000000000<br>LEI: 635400TNJSU8PGVNSX11 | Long             | ABS-CBDO         | CORP              | IE        |      950000 | PA      | $1098057.71   | 0.08%             | 2040-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division  | ICE 3MTH SONIA FU DEC26                                                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         378 | NC      | $-564131.01   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT JUN26                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         238 | NC      | $-77563.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          27 | NC      | $19878.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -504 | NC      | $675257.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2951 | NC      | $-4376172.95  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                  | OPS08414A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | DE        |     4910000 | NC      | $6548.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | OPS08415A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | DE        |    -1440000 | NC      | $-2916.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | OPS08423A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | DE        |     4860000 | NC      | $123.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | OPS09395A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | DE        |    -1478639 | NC      | $-168.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | OPS09423A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | DE        |     -620000 | NC      | $-312.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                | OPS09424A SWAPTION EUR OTC                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | DE        |     2660000 | NC      | $178.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                            | OPS09936A SWAPTION GBP OTC                                                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | GB        |     8390000 | NC      | $2937.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                            | OPS09937A SWAPTION GBP OTC                                                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              |  | GB        |    -1950000 | NC      | $-3286.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | OPS10180A SWAPTION JPY OTC                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | JP        |  2349999999 | NC      | $110215.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                       | OPS10181A SWAPTION JPY OTC                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | JP        |  2349999999 | NC      | $63838.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac Services Holdings Ltd                       | Sunac Services Holdings Ltd                                                                                | CUSIP: 000000000<br>LEI: 549300K4OFRSVPWF2W77 | Long             | EC               | CORP              | KY        |       22377 | NS      | $2393.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2040000 | PA      | $1990122.00   | 0.15%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-04

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President