# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-032300
**Filing Date:** 2026-3
**Character Count:** 464868
**Document Hash:** 3dd103e4a24a0fe51d585f9a25557535
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032300.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 26797712

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Strategic Bond Fund (Series ID: S000001589)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004307 | Class Y      | RFCYX           |
| C000066911 | Class A      | RFDAX           |
| C000066912 | Class C      | RFCCX           |
| C000066913 | Class S      | RFCTX           |
| C000166202 | Class R6     | RSBRX           |
| C000178355 | Class M      | RSYTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

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

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

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

- **b. EDGAR series identifier (if any):** S000001589

- **c. LEI of Series:** XI1M1CDVRC8YNT0B5804

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $2013894310.53

**Total Liabilities:** $68977209.71

**Net Assets:** $1944917100.82

**Delayed Delivery Securities:** $3798985.02

**Cash Not Reported:** $16511969.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2083.98000000 | **1-Year:** -74467.98000000 | **5-Year:** -145877.28000000 | **10-Year:** -111222.87000000 | **30-Year:** -61325.81000000

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

- **3-Month:** -310.29000000 | **1-Year:** -6091.92000000 | **5-Year:** -19823.97000000 | **10-Year:** -15233.80000000 | **30-Year:** -2412.75000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004307 | 0.69%                | -0.22%               | 0.22%                |
| Class ID C000066911 | 0.65%                | -0.19%               | 0.11%                |
| Class ID C000066912 | 0.60%                | -0.22%               | 0.11%                |
| Class ID C000066913 | 0.66%                | -0.24%               | 0.22%                |
| Class ID C000166202 | 0.68%                | -0.22%               | 0.22%                |
| Class ID C000178355 | 0.67%                | -0.22%               | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $901743.44               | $895255.39                                 |
| Month 2  | $-3990567.01             | $64056.64                                  |
| Month 3  | $2133772.97              | $1088621.44                                |

**Designated Index Information**

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

- **Index Identifier:** IDX000010

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                                                                       | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1733387.37   | 0.09%             | 2028-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     1183690 | PA      | $1115361.71   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1183103.87   | 0.06%             | 2027-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1499351.43   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      663000 | PA      | $658263.64    | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1228000 | PA      | $1208851.35   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      950000 | PA      | $731022.04    | 0.04%             | 2052-05-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      585000 | PA      | $567561.40    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1245054.52   | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      515000 | PA      | $498810.90    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | ACREC 2026-FL4 LLC                                                              | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7317000 | PA      | $7333012.52   | 0.38%             | 2043-01-18      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1319000 | PA      | $1283546.60   | 0.07%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      650000 | PA      | $641068.28    | 0.03%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1260000 | PA      | $1165205.63   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      630000 | PA      | $644695.63    | 0.03%             | 2029-01-19      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     1265000 | PA      | $1281978.18   | 0.07%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1734174.23   | 0.09%             | 2028-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2796000 | PA      | $2721042.87   | 0.14%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2575000 | PA      | $2682326.41   | 0.14%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      370000 | PA      | $370258.24    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105615.06    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIANZ SE                                                                                          | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1496528.03   | 0.08%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     1766000 | PA      | $1758708.70   | 0.09%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $14690790.00  | 0.76%             | 2056-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27000000 | PA      | $26986662.00  | 1.39%             | 2056-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1599965.67   | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      537000 | PA      | $535309.33    | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $1792567.36   | 0.09%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AMEREN ILLINOIS CO                                                                                  | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      830000 | PA      | $828455.86    | 0.04%             | 2028-05-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1547000 | PA      | $1514650.92   | 0.08%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                                            | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6828938 | PA      | $6702332.89   | 0.34%             | 2029-02-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                                            | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1440670 | PA      | $1419481.40   | 0.07%             | 2028-01-15      | Fixed         | 3.58%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                                                              | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6422875.36   | 0.33%             | 2038-05-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                                             | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2280991 | PA      | $2071215.16   | 0.11%             | 2034-07-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     1498000 | PA      | $1365923.02   | 0.07%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE INC                                                                                | Global Net Lease Inc                                                            | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |     1027000 | PA      | $1005479.06   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                                                                                 | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1590000 | PA      | $1634192.97   | 0.08%             | 2028-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                            | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      372000 | PA      | $370750.37    | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      450000 | PA      | $356896.28    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AMGEN INC                                                                                           | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      880000 | PA      | $900737.69    | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $1016391.55   | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      465000 | PA      | $473343.88    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1242603.24   | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AON NORTH AMERICA INC                                                                               | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      980000 | PA      | $975578.98    | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1597694.43   | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                                                                           | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1024004.31   | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      768000 | PA      | $802123.40    | 0.04%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                          | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1145649 | PA      | $1145652.68   | 0.06%             | 2036-11-15      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2249329 | PA      | $2249328.30   | 0.12%             | 2037-01-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1886291.12   | 0.10%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ASSOC BANC-CORP                                                                                     | Associated Banc-Corp                                                            | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1356847.19   | 0.07%             | 2030-08-29      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Audax Senior Debt CLO, LLC                                                                          | Audax Senior Debt CLO 12 LLC                                                    | CUSIP: 05071UAG1<br>LEI: 2549000WPSDUYXTCWS66 | Long             | ABS-CBDO         | CORP              | KY        |     4160000 | PA      | $4163115.84   | 0.21%             | 2037-04-22      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                                                                             | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     1385000 | PA      | $1251456.85   | 0.06%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     1821000 | PA      | $1887502.74   | 0.10%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1160000 | PA      | $1125836.09   | 0.06%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                            | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2010000 | PA      | $2006566.12   | 0.10%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2022-FL11 LLC                                                               | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4017941 | PA      | $4020248.20   | 0.21%             | 2039-03-19      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      578000 | PA      | $652501.44    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1169071.65   | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BGC GROUP INC                                                                                       | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1677535.03   | 0.09%             | 2030-04-02      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL16 LLC                                                               | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10197000 | PA      | $10201409.90  | 0.52%             | 2043-07-19      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                         | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      640000 | PA      | $639505.20    | 0.03%             | 2032-01-13      | Fixed         | 4.76%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                             | BPCE SA                                                                         | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1910000 | PA      | $1903783.94   | 0.10%             | 2037-01-13      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2354705 | PA      | $2347260.70   | 0.12%             | 2030-03-15      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7943193 | PA      | $7917863.93   | 0.41%             | 2030-03-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-BIO                                                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15622000 | PA      | $15490515.56  | 0.80%             | 2041-02-15      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2024-VLT4                                                              | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4564000 | PA      | $4554050.25   | 0.23%             | 2041-06-15      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2025-4 Ltd                                              | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4020272.00   | 0.21%             | 2039-01-17      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Mortgage Securities                                                                 | Banc of America Mortgage 2005-D Trust                                           | CUSIP: 05949A4R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115394 | PA      | $117147.64    | 0.01%             | 2035-05-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1350226.50   | 0.07%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2753000 | PA      | $2755244.60   | 0.14%             | 2027-06-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1472621.67   | 0.08%             | 2028-01-20      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2503176.86   | 0.13%             | 2032-04-22      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1635000 | PA      | $1494592.30   | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      865000 | PA      | $901891.61    | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      974000 | PA      | $1003183.52   | 0.05%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1870000 | PA      | $1979081.89   | 0.10%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      624000 | PA      | $610284.62    | 0.03%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                                              | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      580000 | PA      | $578342.22    | 0.03%             | 2036-01-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                                              | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1030000 | PA      | $1027954.00   | 0.05%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2736000 | PA      | $2785924.48   | 0.14%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2170000 | PA      | $2327042.92   | 0.12%             | 2034-05-09      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1680000 | PA      | $1773304.51   | 0.09%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Trust 2022-RPL1                                               | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1236792 | PA      | $1236104.88   | 0.06%             | 2028-02-25      | Variable      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2025-I                                                          | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     3260000 | PA      | $3264440.12   | 0.17%             | 2038-04-20      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| BDS Ltd                                                                                             | BDS 2025-FL14 LLC                                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1625000 | PA      | $1622425.29   | 0.08%             | 2042-10-17      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                                         | Bear Stearns ARM Trust 2004-5                                                   | CUSIP: 07384MS78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84046 | PA      | $74749.99     | 0.00%             | 2034-07-25      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| BELO CORP                                                                                           | Belo Corp                                                                       | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $102998.74    | 0.01%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $967837.37    | 0.05%             | 2051-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4549000 | PA      | $2895635.25   | 0.15%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO INC                                                                                     | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $832030.40    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1667473.98   | 0.09%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1010499.97   | 0.05%             | 2032-03-30      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1135035.34   | 0.06%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1496786.75   | 0.08%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2825000 | PA      | $2808920.02   | 0.14%             | 2033-03-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2170000 | PA      | $2245387.99   | 0.12%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      482000 | PA      | $540008.32    | 0.03%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1356229.71   | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BORGWARNER INC                                                                                      | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      495000 | PA      | $507943.87    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                                                  | Boston Gas Co                                                                   | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     2118000 | PA      | $2029418.00   | 0.10%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                                                                              | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $1621850.23   | 0.08%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      229000 | PA      | $217693.46    | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       62000 | PA      | $65402.53     | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-Ces1                                       | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-MBS          | CORP              | US        |     6441861 | PA      | $6509120.07   | 0.33%             | 2055-02-25      | Variable      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES1                                       | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |      621297 | PA      | $628675.51    | 0.03%             | 2054-04-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2024-CES2                                       | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |     2309669 | PA      | $2324552.44   | 0.12%             | 2054-09-25      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                            | CUSIP: 10635AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3948000 | PA      | $3980566.74   | 0.20%             | 2042-12-10      | Variable      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| BRCK Trust                                                                                          | BRCK Trust 2025-830B                                                            | CUSIP: 10635AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3836000 | PA      | $3860491.86   | 0.20%             | 2042-12-10      | Variable      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     1867000 | PA      | $1847871.05   | 0.10%             | 2027-06-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      728000 | PA      | $729848.12    | 0.04%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                             | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $720576.59    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      555000 | PA      | $571118.86    | 0.03%             | 2055-09-15      | Fixed         | 6.08%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                           | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |     1355000 | PA      | $1365579.75   | 0.07%             | 2055-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     2208000 | PA      | $2179017.57   | 0.11%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2101000 | PA      | $2114840.02   | 0.11%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      275000 | PA      | $280360.46    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      395000 | PA      | $403792.85    | 0.02%             | 2035-06-23      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      405000 | PA      | $418869.65    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      208000 | PA      | $162324.40    | 0.01%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      252000 | PA      | $235743.50    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      670000 | PA      | $665977.84    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      436000 | PA      | $432053.42    | 0.02%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Business Jet Securities, LLC                                                                        | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1973066 | PA      | $1985480.70   | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-MDHS                                          | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4579543 | PA      | $4587082.96   | 0.24%             | 2041-05-15      | Floating      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-CIP                                           | CUSIP: 12434FAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8674180 | PA      | $8674180.11   | 0.45%             | 2038-12-15      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13042000 | PA      | $11458182.78  | 0.59%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                                      | CAMB Commercial Mortgage Trust 2021-CX2                                         | CUSIP: 12477BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5889000 | PA      | $4685356.71   | 0.24%             | 2046-11-10      | Variable      | 2.77%                 | Yes           | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                                                                  | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |     1389000 | PA      | $1307348.40   | 0.07%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2860183.12   | 0.15%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1526260.17   | 0.08%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding IX LLC                                                              | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |     2729370 | PA      | $2743622.70   | 0.14%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1024985.71   | 0.05%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $92751.74     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $1464304.60   | 0.08%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |     1568000 | PA      | $1539963.78   | 0.08%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40142.42     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2241151.94   | 0.12%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                                                                  | Alternative Loan Trust 2006-13T1                                                | CUSIP: 12668BZD8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     1373391 | PA      | $608801.25    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                                               | CWABS Asset-Backed Certificates Trust 2007-4                                    | CUSIP: 12668WAD9<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |     7161021 | PA      | $6913269.03   | 0.36%             | 2047-04-25      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1807000 | PA      | $1861395.05   | 0.10%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      258000 | PA      | $269093.88    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     1638000 | PA      | $1636610.66   | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1078000 | PA      | $1219962.27   | 0.06%             | 2031-10-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2771439.78   | 0.14%             | 2029-06-08      | Fixed         | 6.31%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      945000 | PA      | $1014206.25   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1890000 | PA      | $1870928.77   | 0.10%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CATERPILLAR INC                                                                                     | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1572893.02   | 0.08%             | 2035-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1238077.63   | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      996000 | PA      | $1053433.28   | 0.05%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CELLNEX FINANCE                                                                                     | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     1385000 | PA      | $1123633.46   | 0.06%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2050000 | PA      | $2029789.11   | 0.10%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1712000 | PA      | $1733161.74   | 0.09%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     2875000 | PA      | $2880197.68   | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4929000 | PA      | $4636549.72   | 0.24%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       11000 | PA      | $12063.01     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      257000 | PA      | $253653.30    | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $666283.85    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $906575.89    | 0.05%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $329758.22    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2939755.19   | 0.15%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $727164.43    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2025-3                                        | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |     2733952 | PA      | $2744950.80   | 0.14%             | 2056-02-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TIAA Churchill Middle Market CLO I Ltd                                                              | Churchill NCDLC CLO-I LLC                                                       | CUSIP: 17151JAS8<br>LEI: 5493004CDRTHE6R7HG15 | Long             | ABS-CBDO         | CORP              | US        |     3910000 | PA      | $3914950.06   | 0.20%             | 2038-04-20      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1133447.80   | 0.06%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1368994.51   | 0.07%             | 2032-05-01      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2751224.33   | 0.14%             | 2035-02-13      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1775938.20   | 0.09%             | 2035-06-11      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                                            | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1074000 | PA      | $1058113.83   | 0.05%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      900000 | PA      | $558176.94    | 0.03%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2217930.98   | 0.11%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $1748202.70   | 0.09%             | 2052-11-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $774790.72    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     3141000 | PA      | $2997211.52   | 0.15%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1717804.07   | 0.09%             | 2030-05-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2412153.08   | 0.12%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae                                                                      | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9500000 | PA      | $9494300.00   | 0.49%             | 2056-02-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |      580000 | PA      | $376008.07    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2860000 | PA      | $2832842.41   | 0.15%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1000800.20   | 0.05%             | 2030-01-14      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |     2377000 | OU      | $-18870.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     2378000 | OU      | $-18878.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                                      | MEX (100) JUN-30                                                                | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |     1902000 | OU      | $-15099.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NZD-Fixed 3.5678%-MSDWLDN_B-07/07/30                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    13019798 | OU      | $40077.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1085184.81   | 0.06%             | 2054-02-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                                                 | DBGS 2019-1735 Mortgage Trust                                                   | CUSIP: 23307EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4612000 | PA      | $3800496.92   | 0.20%             | 2037-04-10      | Variable      | 4.19%                 | Yes           | 2                  | On Loan: No      |
| DTE ELECTRIC CO                                                                                     | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      615000 | PA      | $590617.13    | 0.03%             | 2028-04-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2069000 | PA      | $2045760.74   | 0.11%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                                     | DK Trust 2024-SPBX                                                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4021000 | PA      | $4029593.80   | 0.21%             | 2034-03-15      | Floating      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                         | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1440496.86   | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-NZD-Fixed 2.495%-GSLDN_B-28/10/27                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    25450000 | OU      | $142526.09    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-JPY-Fixed 1.572%-BCAPLDN_B-21/11/35                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   406054232 | OU      | $98273.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2520000 | PA      | $2619052.38   | 0.13%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-CHF-Fixed 0.6312%-JPMLDN_B-09/01/36                                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4300000 | OU      | $-48711.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.15%-BCSANT_B-02/01/2031                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10306031 | OU      | $3236.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.1%-MLLDN_B-02/01/2031                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    40687668 | OU      | $-4662.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWAPIRS-BRL-Fixed 13.09%-MLLDN_B-02/01/2031                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12206301 | OU      | $-2415.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                              | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      391000 | PA      | $321571.82    | 0.02%             | 2048-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LCH Ltd.                                                                                            | SWAPIRS-CHF-Fixed 0.6212%-MSDWLDN_B-23/01/36                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     4400000 | OU      | $-43129.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DELHAIZE AMERICA LLC                                                                                | Delhaize America LLC                                                            | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |      809000 | PA      | $963368.73    | 0.05%             | 2031-04-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      388000 | PA      | $389593.81    | 0.02%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      814000 | PA      | $812564.89    | 0.04%             | 2031-12-10      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2300000 | PA      | $2384940.29   | 0.12%             | 2031-07-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                                  | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1385000 | PA      | $1465909.86   | 0.08%             | 2033-10-05      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-148459.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-327913.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3230.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1092755.84   | 0.06%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1560180.20   | 0.08%             | 2029-08-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                            | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1084316.23   | 0.06%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                             | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      567000 | PA      | $607224.23    | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                 | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      760000 | PA      | $760583.19    | 0.04%             | 2032-10-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                                     | EMD Finance LLC                                                                 | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1258280.64   | 0.06%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2269603.87   | 0.12%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     1173000 | PA      | $1175325.26   | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     1693000 | PA      | $1646213.10   | 0.08%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                            | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $5179088.51   | 0.27%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-181459.76   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $28011.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-5038.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $9566.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $16658.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-67294.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9011.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $3060.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8170.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $32998.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3462.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $20192.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $-4860.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-29300.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $316.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED KZT / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |           1 | NC      | $24564.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2431.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9907.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-27371.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28748.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-34737.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5892.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-441513.06   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-143773.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-166808.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED NOK / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $145473.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1224688.41  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-514549.68   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-188846.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-40915.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-86333.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53619.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-51985.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD NZD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7762.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7360.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $1.94         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-48542.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $46265.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-39276.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $2982.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $7392.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $4101.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4274.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED PEN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-19062.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $-73.93       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $1699.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $-547.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9499.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $8172.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $5491.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8794.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16934.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED EUR / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-12159.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1835829.74   | 0.09%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | EFMT 2024-CES1                                                                  | CUSIP: 281907AA3<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     2935418 | PA      | $2960868.68   | 0.15%             | 2060-01-26      | Variable      | 5.52%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                                            | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     1505000 | PA      | $1586008.64   | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2133000 | PA      | $2236961.97   | 0.12%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      939000 | PA      | $1089202.58   | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2790933.25   | 0.14%             | 2028-12-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     3072000 | PA      | $2927723.67   | 0.15%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1440837.14   | 0.07%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2731561.29   | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2873000 | PA      | $2862097.83   | 0.15%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      880000 | PA      | $834438.43    | 0.04%             | 2030-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1244527.95   | 0.06%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1335926.64   | 0.07%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     1475000 | PA      | $1418127.58   | 0.07%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ESSENT GROUP LTD                                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     1674000 | PA      | $1750896.68   | 0.09%             | 2029-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EVERGY INC                                                                                          | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1468512.22   | 0.08%             | 2055-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2224818.82   | 0.11%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE1                                                            | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1021513 | PA      | $1041923.23   | 0.05%             | 2055-01-25      | Variable      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      510000 | PA      | $366110.28    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      966000 | PA      | $730646.87    | 0.04%             | 2053-05-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1913000 | PA      | $1767433.44   | 0.09%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1022799.29   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1408760.04   | 0.07%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1809786.86   | 0.09%             | 2055-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YC49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3562 | PA      | $393.79       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YC80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4246 | PA      | $554.14       | 0.00%             | 2031-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         477 | PA      | $23.64        | 0.00%             | 2028-01-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Freddiemac Strip                                                                                    | Freddie Mac Strips                                                              | CUSIP: 31282YCG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1293 | PA      | $62.61        | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6P77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      407837 | PA      | $434203.03    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1232967 | PA      | $1236601.57   | 0.06%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      252457 | PA      | $263433.71    | 0.01%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8RU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1584343 | PA      | $1554880.98   | 0.08%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      836138 | PA      | $818195.37    | 0.04%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1722195 | PA      | $1644223.52   | 0.08%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      436613 | PA      | $424372.59    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 312936NC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      167706 | PA      | $175860.36    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3131Y1U65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      841655 | PA      | $835279.59    | 0.04%             | 2048-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1722195 | PA      | $1642248.85   | 0.08%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5185755 | PA      | $4745983.96   | 0.24%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ADUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      177664 | PA      | $161643.56    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMQB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      244292 | PA      | $211570.87    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7801538 | PA      | $6743266.24   | 0.35%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14750678 | PA      | $14499006.40  | 0.75%             | 2052-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10782012 | PA      | $10843677.77  | 0.56%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159626 | PA      | $159516.58    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      346692 | PA      | $317416.72    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      790051 | PA      | $723913.71    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      243477 | PA      | $223094.31    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      477168 | PA      | $437217.02    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      602983 | PA      | $586425.63    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      317572 | PA      | $315764.63    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      340752 | PA      | $354294.79    | 0.02%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268761 | PA      | $246262.34    | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133A3PA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2329434 | PA      | $2021751.82   | 0.10%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      292774 | PA      | $242712.55    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      373498 | PA      | $338294.29    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KGP28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      355280 | PA      | $320766.89    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7273805 | PA      | $6570007.37   | 0.34%             | 2050-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHNK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      446093 | PA      | $404993.87    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KHZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4232194 | PA      | $3680275.98   | 0.19%             | 2050-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KJ2F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1607121 | PA      | $1430724.90   | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      365441 | PA      | $316153.07    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      540821 | PA      | $468671.25    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      528500 | PA      | $437282.92    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KPJ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13180211 | PA      | $12630697.24  | 0.65%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3133TJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20635 | PA      | $308.57       | 0.00%             | 2027-06-17      | Floating      | 3.18%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3133TPGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1640 | PA      | $88.72        | 0.00%             | 2030-08-15      | Floating      | 3.68%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31359QYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          64 | PA      | $0.40         | 0.00%             | 2027-05-18      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 31364HN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           4 | PA      | $0.06         | 0.00%             | 2026-11-25      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 31364JN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2293 | PA      | $286.50       | 0.00%             | 2030-05-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50931 | PA      | $52896.21     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 3136FAEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2913 | PA      | $372.52       | 0.00%             | 2031-12-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                                                                                     | Fannie Mae Interest Strip                                                       | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1057 | PA      | $149.93       | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      556127 | PA      | $568233.59    | 0.03%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EKW35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181852 | PA      | $193438.26    | 0.01%             | 2041-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ENN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      935303 | PA      | $971255.41    | 0.05%             | 2040-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534566 | PA      | $502361.95    | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      318042 | PA      | $291070.97    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138LFRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1643404 | PA      | $1521620.37   | 0.08%             | 2031-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WEYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      887974 | PA      | $863243.24    | 0.04%             | 2045-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213875 | PA      | $195576.43    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WJWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742157 | PA      | $679219.12    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138YHU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1062548 | PA      | $1008275.87   | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31392MTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4814 | PA      | $517.10       | 0.00%             | 2032-03-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8315 | PA      | $1079.12      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40429 | PA      | $5088.19      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8729 | PA      | $1133.28      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9123 | PA      | $1188.11      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393BN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8025 | PA      | $1017.06      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3593 | PA      | $501.85       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1585 | PA      | $227.77       | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31393RJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73907 | PA      | $75412.57     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 31394GGC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10971 | PA      | $1629.49      | 0.00%             | 2033-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396L4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6667 | PA      | $6514.99      | 0.00%             | 2036-12-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Reference Remic                                                                         | Freddie Mac Reference REMIC                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      301239 | PA      | $314841.40    | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396QYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1858139 | PA      | $181762.06    | 0.01%             | 2037-01-25      | Floating      | 2.94%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51222 | PA      | $50265.24     | 0.00%             | 2037-07-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31398NEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1787904 | PA      | $179944.35    | 0.01%             | 2040-09-25      | Floating      | 2.79%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117620 | PA      | $121115.93    | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80594 | PA      | $83482.17     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79440 | PA      | $82848.49     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162266 | PA      | $168320.29    | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140EUKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      761928 | PA      | $762752.18    | 0.04%             | 2046-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      599254 | PA      | $547984.13    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140GSZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1009612 | PA      | $976092.08    | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HFPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2665561 | PA      | $2268381.13   | 0.12%             | 2050-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HKLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      631089 | PA      | $639357.84    | 0.03%             | 2048-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140HN5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      322292 | PA      | $319850.53    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81314 | PA      | $86105.17     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J8LP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71998 | PA      | $71640.59     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      420035 | PA      | $398390.31    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JQQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806813 | PA      | $728435.49    | 0.04%             | 2049-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246466 | PA      | $250882.02    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194091 | PA      | $193127.22    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      337209 | PA      | $335533.41    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      388939 | PA      | $387007.05    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QADD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      526499 | PA      | $523883.68    | 0.03%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1584403 | PA      | $1536644.48   | 0.08%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5441030 | PA      | $4831791.29   | 0.25%             | 2049-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      843572 | PA      | $726931.73    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10764327 | PA      | $10820950.05  | 0.56%             | 2053-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QRUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9157073 | PA      | $8999135.67   | 0.46%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X47B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      383405 | PA      | $346158.96    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4HS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5235196 | PA      | $4741751.76   | 0.24%             | 2049-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4PR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1136496 | PA      | $1009241.65   | 0.05%             | 2049-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X4QB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      747621 | PA      | $712549.81    | 0.04%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211523 | PA      | $190974.56    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X5XU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6035119 | PA      | $5359359.58   | 0.28%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6C74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      432036 | PA      | $384319.95    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4831918 | PA      | $4369836.22   | 0.22%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75300 | PA      | $76580.64     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263964 | PA      | $237550.67    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378445 | PA      | $327957.22    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140X9SV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238965 | PA      | $206734.89    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2976208 | PA      | $2414937.40   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Y6XX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6587749 | PA      | $6588528.55   | 0.34%             | 2055-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31410LXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54936 | PA      | $51639.68     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31416VBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      587054 | PA      | $590501.03    | 0.03%             | 2035-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31417WUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91647 | PA      | $96026.18     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184649 | PA      | $187394.88    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14613748 | PA      | $14685080.48  | 0.76%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31419A3V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69246 | PA      | $73657.88     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47143.37     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 31427NME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14606522 | PA      | $14968965.41  | 0.77%             | 2055-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10963014 | PA      | $10959784.01  | 0.56%             | 2056-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE3                                                            | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1007631 | PA      | $1036180.27   | 0.05%             | 2053-11-25      | Variable      | 6.44%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE6                                                            | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2924825 | PA      | $2964436.95   | 0.15%             | 2054-12-25      | Variable      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE3                                                            | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3078986 | PA      | $3146028.68   | 0.16%             | 2054-07-25      | Variable      | 5.94%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE1                                                            | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3989611 | PA      | $4092252.31   | 0.21%             | 2054-03-25      | Variable      | 6.17%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-SL1                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2058959 | PA      | $2086782.34   | 0.11%             | 2053-07-25      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE2                                                            | CUSIP: 31684KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3868892 | PA      | $3942568.72   | 0.20%             | 2055-03-25      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-HE6                                                            | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2005660 | PA      | $2014249.01   | 0.10%             | 2055-09-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE4                                                            | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2165718 | PA      | $2200177.16   | 0.11%             | 2054-09-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2025-PF1                                                            | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1402941 | PA      | $1422238.65   | 0.07%             | 2055-06-25      | Variable      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2023-HE2                                                            | CUSIP: 316925AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      799905 | PA      | $840364.04    | 0.04%             | 2053-05-25      | Variable      | 7.69%                 | Yes           | 2                  | On Loan: No      |
| FIGRE Trust                                                                                         | FIGRE Trust 2024-HE2                                                            | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1323221 | PA      | $1358426.02   | 0.07%             | 2054-05-25      | Variable      | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                                            | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1709228.40   | 0.09%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      990000 | PA      | $961980.96    | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1063587.88   | 0.05%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO Ltd                                                                                    | Flatiron RR CLO 30 Ltd                                                          | CUSIP: 33882MAA3<br>LEI: 254900A8OFW5DYN8HT77 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2501012.50   | 0.13%             | 2038-04-15      | Floating      | 4.83%                 | Yes           | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      585000 | PA      | $558866.54    | 0.03%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1335399.03   | 0.07%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2803018.00   | 0.14%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     2922000 | PA      | $2964216.09   | 0.15%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                                                             | GBX Leasing 2022-1 LLC                                                          | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3800000 | PA      | $3801474.25   | 0.20%             | 2056-02-20      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     2508000 | PA      | $2458020.35   | 0.13%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      398000 | PA      | $416437.95    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     2153000 | PA      | $2194759.46   | 0.11%             | 2029-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5ZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14945945 | PA      | $14593680.39  | 0.75%             | 2055-11-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Ginnie Mae II Pool                                                              | CUSIP: 3622AD3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3944907 | PA      | $4018762.07   | 0.21%             | 2055-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $709225.39    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                                                                  | Frontier North Inc                                                              | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $116360.62    | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 36241LDP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1922944 | PA      | $1932600.47   | 0.10%             | 2039-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1369668.20   | 0.07%             | 2029-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-SHIP                                     | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2507000 | PA      | $2504104.92   | 0.13%             | 2038-09-10      | Variable      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2829000 | PA      | $2729370.09   | 0.14%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2469000 | PA      | $2557873.19   | 0.13%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |      436000 | PA      | $449678.72    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                           | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      447000 | PA      | $445627.99    | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                           | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      447000 | PA      | $446361.81    | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      528000 | PA      | $552074.14    | 0.03%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      454000 | PA      | $447606.67    | 0.02%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1364218.57   | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1079950.85   | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $992115.40    | 0.05%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1334229.46   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1655181.34   | 0.09%             | 2028-12-05      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38379HZP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      942648 | PA      | $888539.85    | 0.05%             | 2044-12-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 3837H2WC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         824 | PA      | $10.73        | 0.00%             | 2029-08-16      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                                                    | Grace Trust 2020-GRCE                                                           | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      938000 | PA      | $841432.83    | 0.04%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           | 2                  | On Loan: No      |
| Conseco Financial Corp                                                                              | CNO Financial Group, Inc.                                                       | CUSIP: 393505MR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31011 | PA      | $31055.24     | 0.00%             | 2027-06-15      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                                     | Greenpoint Manufactured Housing                                                 | CUSIP: 395383AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1260652.12   | 0.06%             | 2031-08-21      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                                              | GSAA Trust                                                                      | CUSIP: 40051CAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40006 | PA      | $58469.96     | 0.00%             | 2034-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| HMH Trust                                                                                           | HMH Trust 2017-NSS                                                              | CUSIP: 40390AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7770000 | PA      | $303.50       | 0.00%             | 2031-07-05      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1195642.83   | 0.06%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1216779.50   | 0.06%             | 2032-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1202241.26   | 0.06%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      840000 | PA      | $886446.58    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1375000 | PA      | $1419805.81   | 0.07%             | 2030-11-19      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      930000 | PA      | $914789.25    | 0.05%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                                                                                    | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      960000 | PA      | $880188.35    | 0.05%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1221457.32   | 0.06%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2022-1 Ltd                                                              | CUSIP: 43730GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2264880.00   | 0.12%             | 2034-10-25      | Floating      | 12.70%                | Yes           | 2                  | On Loan: No      |
| Home Re Ltd                                                                                         | Home RE 2021-2 Ltd                                                              | CUSIP: 43730VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1045703 | PA      | $1055700.36   | 0.05%             | 2034-01-25      | Floating      | 6.95%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      870000 | PA      | $862317.26    | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      496000 | PA      | $430000.06    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      557000 | PA      | $491832.20    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      373000 | PA      | $341651.59    | 0.02%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      307000 | PA      | $260499.44    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      296000 | PA      | $291293.68    | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1841000 | PA      | $2201088.98   | 0.11%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $1899883.86   | 0.10%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      818000 | PA      | $777456.70    | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1148191.08   | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      253000 | PA      | $236462.18    | 0.01%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Hudson Yards                                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3405000 | PA      | $3538727.87   | 0.18%             | 2040-01-13      | Variable      | 6.68%                 | Yes           | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1146960.76   | 0.06%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1127610.42   | 0.06%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      785000 | PA      | $751122.62    | 0.04%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |     1467000 | PA      | $1453865.13   | 0.07%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2813000 | PA      | $2768804.93   | 0.14%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1744858.58   | 0.09%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                                            | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1097752.43   | 0.06%             | 2054-04-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |     2354000 | PA      | $2322711.34   | 0.12%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     2843000 | PA      | $2768169.51   | 0.14%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                                            | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      585000 | PA      | $385225.04    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3186000 | PA      | $3065330.41   | 0.16%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1360507.99   | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2627000 | PA      | $2900104.71   | 0.15%             | 2033-06-20      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1150940.66   | 0.06%             | 2033-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTUIT INC                                                                                          | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      695000 | PA      | $670027.74    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Irwin Home Equity                                                                                   | Irwin Home Equity Loan Trust 2006-1                                             | CUSIP: 464126CZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29879 | PA      | $29792.74     | 0.00%             | 2035-09-25      | Variable      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1809592.00   | 0.09%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-3                                                 | CUSIP: 46592ABH6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      370196 | PA      | $335557.06    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-12                                                | CUSIP: 46592WAF3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     5023523 | PA      | $4576497.76   | 0.24%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-HE2                                               | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |      954681 | PA      | $955567.04    | 0.05%             | 2054-10-20      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                        | CUSIP: 46593PAB6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |     5160000 | PA      | $5166991.28   | 0.27%             | 2055-07-20      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2025-HE2                                             | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-O            | CORP              | US        |     5821212 | PA      | $5832967.21   | 0.30%             | 2055-11-20      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES5                                       | CUSIP: 46594DAA4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1980822 | PA      | $1990277.78   | 0.10%             | 2056-02-25      | Variable      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     4415192 | PA      | $4458091.80   | 0.23%             | 2055-06-25      | Variable      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| JABIL INC                                                                                           | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1089169.95   | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1250609.27   | 0.06%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1548238.05   | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1352039.73   | 0.07%             | 2036-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      605000 | PA      | $601672.03    | 0.03%             | 2031-10-22      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1449060.29   | 0.07%             | 2036-10-22      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      970000 | PA      | $962470.00    | 0.05%             | 2037-01-22      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TAC0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       64255 | PA      | $58350.91     | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-8                                                 | CUSIP: 46650MAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      122216 | PA      | $114179.94    | 0.01%             | 2049-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| J.P. Morgan Wealth Management                                                                       | JPMorgan Wealth Management 2020-ATR1                                            | CUSIP: 46652HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1260708 | PA      | $1100962.61   | 0.06%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-6                                                 | CUSIP: 46653PAM9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    10462255 | PA      | $9819366.99   | 0.50%             | 2051-10-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2021-14                                              | CUSIP: 46653QAF2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     2172111 | PA      | $1965620.04   | 0.10%             | 2052-05-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-1                                               | CUSIP: 46654WAH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     8385535 | PA      | $7585233.28   | 0.39%             | 2052-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3823758 | PA      | $3505316.62   | 0.18%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1092976 | PA      | $1102069.06   | 0.06%             | 2054-06-25      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |     1893097 | PA      | $1909838.18   | 0.10%             | 2055-05-25      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2720725.04   | 0.14%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      940000 | PA      | $927328.25    | 0.05%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3301000 | PA      | $2952896.35   | 0.15%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1926566.03   | 0.10%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY LP                                                                                    | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     1918000 | PA      | $1884471.37   | 0.10%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1285042.74   | 0.07%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                                                                             | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1520030.95   | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2479511.26   | 0.13%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     1122000 | PA      | $960184.22    | 0.05%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1342359.37   | 0.07%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1392000 | PA      | $1583582.37   | 0.08%             | 2031-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1406325.40   | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KUWAIT INTL BOND                                                                                    | Kuwait International Government Bond                                            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    10960000 | PA      | $10938483.44  | 0.56%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      810000 | PA      | $850002.30    | 0.04%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     2622000 | PA      | $2711584.83   | 0.14%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     2057000 | PA      | $2187991.73   | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LYB INT FINANCE III                                                                                 | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      332000 | PA      | $328204.86    | 0.02%             | 2036-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESC3F4<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      455448 | PA      | $45.54        | 0.00%             | 2012-01-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESC6Y0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      733897 | PA      | $73.39        | 0.00%             | 2027-09-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LEHMAN BRTH HLDH PROD                                                                               | LEHMAN BRTH HLDH PROD                                                           | CUSIP: 525ESCKW8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |      681267 | PA      | $68.13        | 0.00%             | 2018-05-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     2151000 | PA      | $2220534.58   | 0.11%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      218000 | PA      | $249734.73    | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      420000 | PA      | $418871.76    | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64733.25     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2170000 | PA      | $2191261.33   | 0.11%             | 2027-08-07      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                            | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2949000 | PA      | $2904310.88   | 0.15%             | 2036-11-04      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1989174.80   | 0.10%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      450000 | PA      | $288239.78    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MBIA INC                                                                                            | MBIA Inc                                                                        | CUSIP: 55262CAJ9<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | DBT              | CORP              | US        |      299000 | PA      | $277673.82    | 0.01%             | 2034-12-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2753001.75   | 0.14%             | 2028-01-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3470490 | PA      | $3473096.74   | 0.18%             | 2037-02-19      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL9 LLC                                                                | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1636973 | PA      | $1637485.25   | 0.08%             | 2037-06-19      | Floating      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4349000 | PA      | $4347072.09   | 0.22%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    58208000 | PA      | $235102.11    | 0.01%             | 2039-09-13      | Variable      | 0.34%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Capital Holdings LLC                                                        | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35996000 | PA      | $42770.45     | 0.00%             | 2039-09-13      | Variable      | 0.05%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2024-FL14 LLC                                                               | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7668000 | PA      | $7687178.43   | 0.40%             | 2039-03-19      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                 | Macquarie Group Ltd                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     2695000 | PA      | $2652519.01   | 0.14%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      285000 | PA      | $299479.99    | 0.02%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      415000 | PA      | $443694.35    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                                            | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1012211.71   | 0.05%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $120147.72    | 0.01%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      294000 | PA      | $212275.09    | 0.01%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $299749.56    | 0.02%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      633000 | PA      | $523993.35    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                                                                   | Magnetite XXVI Ltd                                                              | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |     3370000 | PA      | $3374242.83   | 0.17%             | 2038-01-25      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                             | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1363553.71   | 0.07%             | 2028-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $325501.39    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      325000 | PA      | $333856.68    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1324854.17   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1016265.36   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      640000 | PA      | $641432.97    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2254000 | PA      | $2304049.33   | 0.12%             | 2029-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $722623.92    | 0.04%             | 2028-06-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $494337.49    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                              | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $544713.34    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1943000 | PA      | $1847970.09   | 0.10%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2936864.01   | 0.15%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      490000 | PA      | $475301.61    | 0.02%             | 2053-08-14      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $854446.19    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1732295.54   | 0.09%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      397000 | PA      | $357430.78    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      361000 | PA      | $363047.90    | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2530228.58   | 0.13%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                            | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |     1479878 | PA      | $1495686.57   | 0.08%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Mid-State Trust                                                                                     | Mid-State Capital Corp 2005-1 Trust                                             | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86080 | PA      | $86030.56     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2025000 | PA      | $2108194.72   | 0.11%             | 2034-02-22      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      890000 | PA      | $811304.96    | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1682062.07   | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      970000 | PA      | $954645.07    | 0.05%             | 2036-10-22      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1485340.23   | 0.08%             | 2037-01-30      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      705000 | PA      | $547058.23    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     1238000 | PA      | $1260072.57   | 0.06%             | 2030-05-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1709944.57   | 0.09%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      510000 | PA      | $463546.37    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      484000 | PA      | $423298.02    | 0.02%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2675326.89   | 0.14%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3046000 | PA      | $2945937.96   | 0.15%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1730000 | PA      | $1568893.75   | 0.08%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1127232.85   | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NETAPP INC                                                                                          | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1019000 | PA      | $1059542.12   | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      625000 | PA      | $603540.49    | 0.03%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      556000 | PA      | $469200.29    | 0.02%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     3023000 | PA      | $2944599.89   | 0.15%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1503596.80   | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      262000 | PA      | $258694.37    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2013276.45   | 0.10%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     2839000 | PA      | $2840048.50   | 0.15%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Nomura Resecuritization Trust                                                                       | Nomura Resecuritization Trust 2015-11R                                          | CUSIP: 65541HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      368270 | PA      | $363747.91    | 0.02%             | 2036-05-26      | Variable      | 4.15%                 | Yes           | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                 | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1583000 | PA      | $1584614.82   | 0.08%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1287608.22   | 0.07%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      809000 | PA      | $840189.50    | 0.04%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      820000 | PA      | $613574.59    | 0.03%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      703000 | PA      | $671417.39    | 0.03%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                                                                  | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     1352000 | PA      | $1359195.55   | 0.07%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NUVEEN LLC                                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $660038.66    | 0.03%             | 2028-11-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2021-22 Ltd                                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |     3800000 | PA      | $3818658.00   | 0.20%             | 2037-10-20      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2025-45 Ltd                                                             | CUSIP: 67126BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2900000 | PA      | $2914505.80   | 0.15%             | 2038-10-15      | Floating      | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VII Ltd                                                              | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     3798000 | PA      | $3843458.03   | 0.20%             | 2034-04-25      | Floating      | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Oaktown Re Ltd                                                                                      | Oaktown Re VI Ltd                                                               | CUSIP: 67401FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2183000 | PA      | $2203349.45   | 0.11%             | 2033-10-25      | Floating      | 9.20%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     1536000 | PA      | $1530146.30   | 0.08%             | 2030-02-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2852000 | PA      | $2905866.61   | 0.15%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      172000 | PA      | $174855.26    | 0.01%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                                                                               | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1171483.27   | 0.06%             | 2050-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     2193000 | PA      | $2126467.74   | 0.11%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      675000 | PA      | $631715.38    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2481226.73   | 0.13%             | 2028-07-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      775000 | PA      | $828521.48    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1069475.81   | 0.05%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      866000 | PA      | $894236.02    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1310304.17   | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2049341.31   | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      475000 | PA      | $311661.07    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1230407.19   | 0.06%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1429459.48   | 0.07%             | 2029-11-09      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      745000 | PA      | $710063.31    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1411000 | PA      | $1242894.11   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                                      | Option One Mortgage Loan Trust 2007-FXD1                                        | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969516 | PA      | $955553.84    | 0.05%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1376150.70   | 0.07%             | 2028-06-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      475000 | PA      | $497981.96    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-2 LLC                                                                 | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3566777 | PA      | $3570183.09   | 0.18%             | 2030-05-25      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-4 LLC                                                                 | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4538221 | PA      | $4544163.64   | 0.23%             | 2030-06-25      | Variable      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF4 LLC                                                              | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7327502 | PA      | $7266286.06   | 0.37%             | 2055-08-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3378523 | PA      | $3415142.62   | 0.18%             | 2030-08-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                            | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1504721.04   | 0.08%             | 2056-01-25      | Variable      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                            | CUSIP: 69383VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1903018.34   | 0.10%             | 2056-01-25      | Variable      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                            | CUSIP: 69383VAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1902950.70   | 0.10%             | 2056-01-25      | Variable      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF5 LLC                                                              | CUSIP: 69384AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1778000 | PA      | $1785780.53   | 0.09%             | 2055-10-25      | Variable      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2327872 | PA      | $2330720.61   | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1681413.69   | 0.09%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANC OF CALIFORNIA                                                                                  | Banc of California                                                              | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |      484000 | PA      | $459623.48    | 0.02%             | 2031-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      625000 | PA      | $609532.18    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      327000 | PA      | $335486.60    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PEACHTREE FUND TRUST II                                                                             | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $810869.48    | 0.04%             | 2035-05-15      | Fixed         | 6.01%                 | Yes           | 2                  | On Loan: No      |
| Peace Park CLO, Ltd.                                                                                | Peace Park CLO Ltd                                                              | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |     6991000 | PA      | $7011896.10   | 0.36%             | 2038-10-20      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1215538.90   | 0.06%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5500000 | PA      | $5489841.06   | 0.28%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      971000 | PA      | $945805.52    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     1195000 | PA      | $1207287.17   | 0.06%             | 2033-05-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                                                                          | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      725000 | PA      | $532144.57    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2420184.58   | 0.12%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                                                            | Port of Newcastle Investments Financing Pty Ltd                                 | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      337000 | PA      | $349554.78    | 0.02%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      753000 | PA      | $669052.98    | 0.03%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     2853000 | PA      | $2738968.02   | 0.14%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1530000 | PA      | $1023399.89   | 0.05%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF6 LLC                                                              | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3613683 | PA      | $3605280.08   | 0.19%             | 2064-10-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2216000 | PA      | $2240058.82   | 0.12%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-8 LLC                                                                 | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      946618 | PA      | $950968.03    | 0.05%             | 2029-12-25      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-7 LLC                                                                 | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1599318 | PA      | $1600404.34   | 0.08%             | 2029-11-25      | Variable      | 5.87%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1863467.35   | 0.10%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547771 | PA      | $548995.68    | 0.03%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES5                                                   | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1526423 | PA      | $1539754.65   | 0.08%             | 2044-08-25      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2557799 | PA      | $2586004.68   | 0.13%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2018692 | PA      | $2030395.92   | 0.10%             | 2044-09-25      | Variable      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1839745 | PA      | $1854121.33   | 0.10%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6399977 | PA      | $6457448.29   | 0.33%             | 2044-12-25      | Variable      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      998000 | PA      | $1014414.30   | 0.05%             | 2045-01-25      | Variable      | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |     6473806 | PA      | $6543786.90   | 0.34%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| RPM INTERNATIONAL INC                                                                               | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2661048.73   | 0.14%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6748000 | PA      | $6895403.92   | 0.35%             | 2041-03-11      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| RFR Trust                                                                                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5579000 | PA      | $5676133.68   | 0.29%             | 2041-03-11      | Variable      | 5.82%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-2 Ltd                                                            | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |     2161704 | PA      | $2181422.78   | 0.11%             | 2031-11-25      | Floating      | 7.40%                 | Yes           | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1298794.21   | 0.07%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1090566.35   | 0.06%             | 2055-09-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                                                                                  | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1200000 | PA      | $1076747.42   | 0.06%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     1732000 | PA      | $1716220.82   | 0.09%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                               | Scentre Group Trust 2                                                           | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |     1530000 | PA      | $1538842.88   | 0.08%             | 2080-09-24      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      745000 | PA      | $761253.10    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $433255.49    | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $753589.04    | 0.04%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |   188225050 | NS      | $188187404.87 | 9.68%             |  |  |  | No            | N/A                | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      134000 | PA      | $146305.03    | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296747.76    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      842000 | PA      | $839702.61    | 0.04%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      458000 | PA      | $451581.04    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      891000 | PA      | $888861.05    | 0.05%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $617341.24    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1180000 | PA      | $1193529.10   | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1115000 | PA      | $1170039.51   | 0.06%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1334000 | PA      | $1406100.50   | 0.07%             | 2084-05-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                  | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1180000 | PA      | $1138887.30   | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                    | CUSIP: 78392BAH0<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     1949000 | PA      | $2022780.35   | 0.10%             | 2029-01-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      785000 | PA      | $397507.30    | 0.02%             | 2060-08-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC                                                                                      | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      235000 | PA      | $174368.29    | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                                            | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1395000 | PA      | $1433055.53   | 0.07%             | 2034-04-03      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     2479000 | PA      | $2464760.18   | 0.13%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |      990000 | PA      | $906294.90    | 0.05%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      356000 | PA      | $385772.07    | 0.02%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG4                               | CUSIP: 79581UAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1555453 | PA      | $1619162.02   | 0.08%             | 2053-11-25      | Variable      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                               | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     2383873 | PA      | $2471031.93   | 0.13%             | 2053-08-25      | Variable      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2023-SEQ3                               | CUSIP: 79582GAA2<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     1892676 | PA      | $1926587.71   | 0.10%             | 2053-06-01      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                               | CUSIP: 79582MAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     4930170 | PA      | $5071710.55   | 0.26%             | 2054-04-25      | Variable      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                                             | Sammons Financial Group Inc                                                     | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1335392.37   | 0.07%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC4                               | CUSIP: 79589VAN4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     5431619 | PA      | $5467004.45   | 0.28%             | 2055-06-25      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      395000 | PA      | $396503.21    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2762096.68   | 0.14%             | 2029-06-12      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| SANTOS FINANCE LTD                                                                                  | Santos Finance Ltd                                                              | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1480000 | PA      | $1483028.97   | 0.08%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2394000 | PA      | $2139379.67   | 0.11%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      132000 | PA      | $129399.31    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      584000 | PA      | $614392.09    | 0.03%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $2265206.22   | 0.12%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QAA0<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      347846 | PA      | $325112.14    | 0.02%             | 2045-01-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     3311000 | PA      | $2829173.31   | 0.15%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2070000 | PA      | $1426257.68   | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                             | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      575000 | PA      | $552247.36    | 0.03%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1067448.16   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2124000 | PA      | $2197008.91   | 0.11%             | 2030-01-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2818000 | PA      | $2918153.89   | 0.15%             | 2028-10-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                               | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      945000 | PA      | $924353.31    | 0.05%             | 2035-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                             | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      553000 | PA      | $552997.61    | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1364397.39   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $454874.94    | 0.02%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1461000 | PA      | $1348740.08   | 0.07%             | 2033-01-12      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      526000 | PA      | $397959.49    | 0.02%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                                           | Structured Asset Mortgage Investments II Trust 2004-AR7                         | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      107764 | PA      | $101787.74    | 0.01%             | 2035-04-19      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                            | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1150000 | PA      | $1148465.39   | 0.06%             | 2047-01-15      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     2174000 | PA      | $2441345.61   | 0.13%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1647000 | PA      | $1568047.12   | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PINNACLE BANK TN                                                                                    | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2640686.46   | 0.14%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1433555.79   | 0.07%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1821664.12   | 0.09%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      727000 | PA      | $507772.71    | 0.03%             | 2050-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1948572.17   | 0.10%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                                           | TCO Commercial Mortgage Trust 2024-DPM                                          | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3910000 | PA      | $3913006.40   | 0.20%             | 2039-12-15      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1097201.00   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $837014.69    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2429000 | PA      | $2337330.63   | 0.12%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      670000 | PA      | $612580.60    | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      810000 | PA      | $825272.36    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2830898.66   | 0.15%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      446000 | PA      | $467383.81    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      882000 | PA      | $903494.78    | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      211000 | PA      | $228861.20    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      274000 | PA      | $305808.57    | 0.02%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      790000 | PA      | $793537.03    | 0.04%             | 2056-06-09      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      576000 | PA      | $630238.11    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     3749242 | PA      | $3764357.12   | 0.19%             | 2049-08-20      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2920466.95   | 0.15%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1496000 | PA      | $1311052.62   | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |          86 | PA      | $86.71        | 0.00%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1229000 | PA      | $1285934.92   | 0.07%             | 2084-07-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      242000 | PA      | $253668.38    | 0.01%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| TORY Commercial Mortgage Trust                                                                      | TORY Commercial Mortgage Trust 2026-HGTS                                        | CUSIP: 89148WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11173000 | PA      | $11165970.51  | 0.57%             | 2046-01-13      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2023-CES1                                             | CUSIP: 89181XAM3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     2988157 | PA      | $2999509.24   | 0.15%             | 2063-07-25      | Variable      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust                                                       | CUSIP: 89182FAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1777112 | PA      | $1795681.16   | 0.09%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      585000 | PA      | $585993.82    | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1633000 | PA      | $1638797.18   | 0.08%             | 2028-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      953000 | PA      | $948320.95    | 0.05%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      692000 | PA      | $682074.52    | 0.04%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      410000 | PA      | $367897.81    | 0.02%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |     1708000 | PA      | $1736111.68   | 0.09%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $989545.19    | 0.05%             | 2029-06-07      | Fixed         | 1.89%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                               | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1117053.34   | 0.06%             | 2029-01-26      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                                                                 | Turkiye Government International Bond                                           | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4672000 | PA      | $4622282.49   | 0.24%             | 2033-03-14      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                              | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1105461.18   | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $2535943.36   | 0.13%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      840000 | PA      | $752530.76    | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      438000 | PA      | $435842.71    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| UNION ELECTRIC CO                                                                                   | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1003052.82   | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                                            | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1317772 | PA      | $1296261.94   | 0.07%             | 2031-08-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                                            | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1442979 | PA      | $1337140.12   | 0.07%             | 2032-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1688000 | PA      | $1686344.24   | 0.09%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3368000 | PA      | $3330047.53   | 0.17%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      717000 | PA      | $702230.51    | 0.04%             | 2035-09-22      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      429000 | PA      | $425279.12    | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2266819.72   | 0.12%             | 2029-02-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                                                          | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      930000 | PA      | $975098.70    | 0.05%             | 2035-01-23      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    88800000 | PA      | $88586008.87  | 4.55%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2534000 | PA      | $2778095.48   | 0.14%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1125781.25   | 0.06%             | 2036-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      140000 | PA      | $107187.50    | 0.01%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1312000 | PA      | $1015365.00   | 0.05%             | 2043-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1673000 | PA      | $1157506.88   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1574000 | PA      | $1117294.06   | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      384000 | PA      | $302580.00    | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      309000 | PA      | $226777.03    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      989000 | PA      | $706825.94    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      797000 | PA      | $380318.44    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      607000 | PA      | $297524.84    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1748000 | PA      | $1093319.38   | 0.06%             | 2040-08-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      491000 | PA      | $310250.63    | 0.02%             | 2040-05-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      686000 | PA      | $358649.38    | 0.02%             | 2050-11-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1621000 | PA      | $1048584.38   | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1309000 | PA      | $821806.56    | 0.04%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1199000 | PA      | $684554.06    | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1939000 | PA      | $1303977.50   | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2595000 | PA      | $1428466.41   | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      627000 | PA      | $436058.91    | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1506000 | PA      | $1047611.25   | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1805000 | PA      | $1499560.16   | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      511000 | PA      | $411594.53    | 0.02%             | 2053-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1050000 | PA      | $1025390.63   | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1030000 | PA      | $986385.94    | 0.05%             | 2054-05-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $899375.00    | 0.05%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2054000 | PA      | $1878768.13   | 0.10%             | 2044-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      844000 | PA      | $791645.63    | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1250000 | PA      | $1221679.69   | 0.06%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4976000 | PA      | $4865595.01   | 0.25%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4999000 | PA      | $4904487.66   | 0.25%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2495000 | PA      | $2439837.12   | 0.13%             | 2027-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5019000 | PA      | $4940970.26   | 0.25%             | 2028-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      666000 | PA      | $657779.06    | 0.03%             | 2028-11-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2052000 | PA      | $1972004.07   | 0.10%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5205000 | PA      | $5129364.84   | 0.26%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2766000 | PA      | $2579727.19   | 0.13%             | 2029-11-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3550000 | PA      | $3433376.96   | 0.18%             | 2027-03-31      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      696000 | PA      | $610685.63    | 0.03%             | 2030-05-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3970000 | PA      | $3815542.19   | 0.20%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2591000 | PA      | $2254372.43   | 0.12%             | 2030-08-15      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3057031.25   | 0.16%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $5694375.00   | 0.29%             | 2027-11-30      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      117000 | PA      | $111378.52    | 0.01%             | 2028-02-29      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1861000 | PA      | $1664431.88   | 0.09%             | 2031-05-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1081000 | PA      | $940301.09    | 0.05%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5042000 | PA      | $4382994.87   | 0.23%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2994000 | PA      | $2663256.56   | 0.14%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8797000 | PA      | $8353713.72   | 0.43%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2582000 | PA      | $2425869.69   | 0.12%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1478000 | PA      | $1493357.35   | 0.08%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      675000 | PA      | $652851.56    | 0.03%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1612000 | PA      | $1611622.20   | 0.08%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2243000 | PA      | $2213560.63   | 0.11%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2999000 | PA      | $3078660.94   | 0.16%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3376000 | PA      | $3389451.27   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1222000 | PA      | $1211880.31   | 0.06%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      465000 | PA      | $473428.13    | 0.02%             | 2029-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2915000 | PA      | $3002222.28   | 0.15%             | 2029-04-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16000 | PA      | $16175.00     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1435000 | PA      | $1405178.91   | 0.07%             | 2034-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2615000 | PA      | $2610096.88   | 0.13%             | 2029-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1447000 | PA      | $1492670.94   | 0.08%             | 2035-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      617000 | PA      | $618349.69    | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1699000 | PA      | $1687319.38   | 0.09%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4905000 | PA      | $4868212.50   | 0.25%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1310000 | PA      | $1283185.94   | 0.07%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2718000 | PA      | $2674681.88   | 0.14%             | 2032-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      365000 | PA      | $362119.92    | 0.02%             | 2030-12-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      520000 | PA      | $547495.20    | 0.03%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2149770.21   | 0.11%             | 2028-11-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |      634000 | PA      | $674773.63    | 0.03%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1910000 | PA      | $1918989.82   | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                              | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $893009.31    | 0.05%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1434266.21   | 0.07%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      385000 | PA      | $312697.59    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                                                                          | Unum Group                                                                      | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $895194.70    | 0.05%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      317000 | PA      | $318413.06    | 0.02%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      416000 | PA      | $400652.97    | 0.02%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3311000 | PA      | $3349064.78   | 0.17%             | 2044-07-13      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                                      | VDCM Commercial Mortgage Trust 2025-AZ                                          | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6406000 | PA      | $6515643.37   | 0.34%             | 2044-07-13      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| VALERO ENERGY CORP                                                                                  | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25142.61     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     2622000 | PA      | $2770393.06   | 0.14%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1917000 | PA      | $1796354.83   | 0.09%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $2508790.39   | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      755000 | PA      | $745193.41    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                                            | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      465000 | PA      | $450107.66    | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5453000 | PA      | $5425608.60   | 0.28%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     2087000 | PA      | $2200656.39   | 0.11%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      522000 | PA      | $517941.68    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      157000 | PA      | $143187.87    | 0.01%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      810000 | PA      | $819559.90    | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     2797000 | PA      | $2671355.66   | 0.14%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                                                        | Voya CLO 2018-4 Ltd                                                             | CUSIP: 92917WBL1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2005134.00   | 0.10%             | 2037-10-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2400624.40   | 0.12%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1273184.35   | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     1961000 | PA      | $1943254.26   | 0.10%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Wellesley Park CLO LTD                                                                              | Wellesley Park CLO Ltd                                                          | CUSIP: 94949AAG9<br>LEI: 254900LVLIQL8YP6PL27 | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4220819.40   | 0.22%             | 2039-01-24      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2985000 | PA      | $3085662.83   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1472540.31   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1140739.76   | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                 | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      741185 | PA      | $740282.93    | 0.04%             | 2040-02-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                               | Western Alliance Bank                                                           | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1088223.70   | 0.06%             | 2035-11-15      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      421000 | PA      | $421000.00    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      805000 | PA      | $809395.29    | 0.04%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1969996.35   | 0.10%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2741000 | PA      | $2778119.36   | 0.14%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      129000 | PA      | $93676.02     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1096397.45   | 0.06%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      505000 | PA      | $460955.44    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      275000 | PA      | $258278.26    | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      281000 | PA      | $264557.18    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      620000 | PA      | $627639.69    | 0.03%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| XTO ENERGY INC                                                                                      | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |      844000 | PA      | $971437.27    | 0.05%             | 2037-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     2861000 | PA      | $2891269.35   | 0.15%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      404000 | PA      | $445048.31    | 0.02%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      343000 | PA      | $333498.06    | 0.02%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1338862.41   | 0.07%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   412087455 | PA      | $3323580.40   | 0.17%             | 2031-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2092000 | PA      | $1736594.61   | 0.09%             | 2115-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2156000 | PA      | $2576416.33   | 0.13%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      802000 | PA      | $788488.41    | 0.04%             | 2049-04-03      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| AFRICA FINANCE CORP                                                                                 | Africa Finance Corp                                                             | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1158000 | PA      | $1153599.60   | 0.06%             | 2026-04-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| New Zealand Government Bonds                                                                        | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    12566000 | PA      | $6650048.73   | 0.34%             | 2031-05-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      285000 | PA      | $229254.55    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Forty Year Bonds                                                                   | Japan Government Forty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   725700000 | PA      | $1941936.81   | 0.10%             | 2060-03-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3214000 | PA      | $2635902.65   | 0.14%             | 2040-12-02      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      254000 | PA      | $208963.73    | 0.01%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      452000 | PA      | $429174.25    | 0.02%             | 2036-08-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2987000 | PA      | $2443147.21   | 0.13%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 29175300000 | PA      | $8117556.54   | 0.42%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   848350000 | PA      | $3548642.13   | 0.18%             | 2053-12-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1850000 | PA      | $2193196.01   | 0.11%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1481000 | PA      | $1790876.07   | 0.09%             | 2036-02-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| New Zealand Government Bonds                                                                        | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     6062000 | PA      | $3639271.70   | 0.19%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |     6995000 | PA      | $9773286.02   | 0.50%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   791500000 | PA      | $3745509.34   | 0.19%             | 2054-09-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                                            | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     5045000 | PA      | $5853191.02   | 0.30%             | 2035-02-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Japan Government Thirty Year Bonds                                                                  | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   188000000 | PA      | $932735.59    | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      583000 | PA      | $698155.96    | 0.04%             | 2037-05-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| RIKISBREF                                                                                           | Iceland Rikisbref                                                               | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   414130945 | PA      | $3378720.84   | 0.17%             | 2038-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |     6578000 | PA      | $7864113.68   | 0.40%             | 2050-06-28      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6535300000 | PA      | $1698309.31   | 0.09%             | 2035-01-24      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                                                                                      | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      811096 | PA      | $953231.26    | 0.05%             | 2055-10-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1636000 | PA      | $1936516.95   | 0.10%             | 2034-03-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1236414.41   | 0.06%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Apna Park CLO DAC                                                                                   | Apna Park Clo DAC                                                               | CUSIP: 000000000<br>LEI: 635400KMHOF69XBTWP26 | Long             | ABS-CBDO         | CORP              | IE        |    13100000 | PA      | $15590191.47  | 0.80%             | 2038-12-15      | Floating      | 3.37%                 | Yes           | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1800000 | PA      | $2529926.51   | 0.13%             | 2041-01-31      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  3063000000 | PA      | $19791935.90  | 1.02%             | 2026-02-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JAPAN TREASURY DISC BILL                                                                            | Japan Treasury Discount Bill                                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  3998000000 | PA      | $25806423.49  | 1.33%             | 2026-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2820000 | PA      | $3343721.97   | 0.17%             | 2031-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      679000 | PA      | $804240.66    | 0.04%             | 2036-05-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                                                                                | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 33000000000 | PA      | $8757980.36   | 0.45%             | 2030-02-27      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | ICE 3MTH SONIA FU DEC26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         200 | NC      | $-42364.13    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | BP CURRENCY FUT MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          28 | NC      | $-11845.21    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | CHF CURRENCY FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -89 | NC      | $-477008.85   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | JPN YEN CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -60 | NC      | $-35154.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | EURO FX CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          97 | NC      | $174067.70    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -74 | NC      | $-1826.66     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -58 | NC      | $1654.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -290 | NC      | $112555.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUXL 30Y BND MAR26                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -23 | NC      | $55942.48     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-OAT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -92 | NC      | $-108891.25   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         861 | NC      | $-1476841.92  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         736 | NC      | $-1003181.47  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -197 | NC      | $125662.79    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         797 | NC      | $-2053113.85  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1200 | NC      | $-939560.40   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -641 | NC      | $232828.53    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         863 | NC      | $-365993.28   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -457 | NC      | $161802.07    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2420 | NC      | $-3129136.84  | -0.16%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -603 | NC      | $1074242.85   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         226 | NC      | $-20483.18    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         834 | NC      | $17071.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -79 | NC      | $880702.07    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWEDISH KRONA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -22 | NC      | $-221320.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NZD FUT MAR26                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         160 | NC      | $385450.72    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NORWEGIAN KRONE MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          24 | NC      | $267518.40    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7958000 | PA      | $2819875.70   | 0.14%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| U.K. Gilts                                                                                          | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3030085 | PA      | $1931432.42   | 0.10%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| Australia Government Bonds                                                                          | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1422000 | PA      | $825518.28    | 0.04%             | 2039-06-21      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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