# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-25-000261
**Filing Date:** 2025-11
**Character Count:** 1122099
**Document Hash:** 6285404ec4259371b76283fae17ebe27
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-25-000261.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000836906-25-000261

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 251518265

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Core Bond ETF (Series ID: S000083197)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000246714 | ETF Shares   | VCRB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD CORE BOND ETF

- **b. EDGAR series identifier (if any):** S000083197

- **c. LEI of Series:** 529900OAEMK1LGUHTF20

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $4810376500.53

**Total Liabilities:** $725449089.73

**Net Assets:** $4084927410.80

**Delayed Delivery Securities:** $255365390.08

**Cash Not Reported:** $798804.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4867.33510508 | **1-Year:** -137049.15711790 | **5-Year:** -420492.93998664 | **10-Year:** -554441.69293120 | **30-Year:** -255670.02259784

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

- **3-Month:** -354.78999324 | **1-Year:** -8586.94655739 | **5-Year:** -21129.30765539 | **10-Year:** -15567.19035754 | **30-Year:** -8168.00048678

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246714 | -0.18%               | 1.18%                | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2985788.25              | $-28593110.06                              |
| Month 2  | $684116.30               | $26910955.22                               |
| Month 3  | $5479350.63              | $22833197.08                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Float Adjusted Index

- **Index Identifier:** I20984US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       -385 | NC      | $-81812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       2979 | NC      | $372375.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOFR 2yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        386 | NC      | $94087.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3271.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2960.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-667.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1808.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30800.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1306.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8720.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-43608.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-42391.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-110667.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15246.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-467.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-97.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1422.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1638.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2358.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $315.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $148531.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $433100.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $471.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $93781.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $46611.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-199.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-681.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2736.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $28896.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8.28          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4792.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3713.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $53989.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $179418.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-45595.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-121.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-301.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-56176.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-118.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-196.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20251217               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-73.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $108668.49     | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |    1300000 | PA      | $1426568.45    | 0.03%             | 2034-04-06      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                      | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     800000 | PA      | $905610.14     | 0.02%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                 | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     388000 | PA      | $356379.44     | 0.01%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 10YR MINI JGB FUT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -53 | NC      | $49262.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-3A A1                   | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     830000 | PA      | $836363.94     | 0.02%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     825059 | NS      | $82505866.70   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -112 | NC      | $-219800.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $399713.80     | 0.01%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $263391.03     | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $971816.13     | 0.02%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $237499.40     | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbejdernes Landsbank AS                                                         | ARBEJDERNES LAND                   | CUSIP: N/A<br>LEI: 549300D6BJ7XOO03RR69       | Long             | DBT              | CORP              | DK        |    2200000 | PA      | $2596849.45    | 0.06%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        161 | NC      | $-30173.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    1470000 | PA      | $1731798.21    | 0.04%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    4200000 | PA      | $4975792.94    | 0.12%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    5200000 | PA      | $6125665.19    | 0.15%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |   11720000 | PA      | $13599833.25   | 0.33%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    7180000 | PA      | $3786809.06    | 0.09%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |   10797388 | PA      | $6219282.44    | 0.15%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $536741.36     | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |    1800000 | PA      | $1783085.06    | 0.04%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $346514.15     | 0.01%             | 2174-09-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $578792.03     | 0.01%             | 2031-06-30      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1318071.23    | 0.03%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1398948.91    | 0.03%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $349732.06     | 0.01%             | 2032-03-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                         | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $400637.80     | 0.01%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $603671.15     | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA                   | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |     800000 | PA      | $980563.93     | 0.02%             | 2035-05-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $241537.93     | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $700063.87     | 0.02%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   13900000 | PA      | $16278003.91   | 0.40%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        228 | NC      | $32642.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -27 | NC      | $-28709.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    7444607 | PA      | $8365702.08    | 0.20%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     990864 | PA      | $1305930.88    | 0.03%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    4294000 | PA      | $5081680.50    | 0.12%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    4915000 | PA      | $5873933.87    | 0.14%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1868000 | PA      | $2349919.61    | 0.06%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1140000 | PA      | $1392260.18    | 0.03%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    1959000 | PA      | $2240304.73    | 0.05%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    4400000 | PA      | $5099697.50    | 0.12%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |   12856000 | PA      | $15176073.25   | 0.37%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -27 | NC      | $247654.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        | 1093300000 | PA      | $4184940.37    | 0.10%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   84200000 | PA      | $373375.14     | 0.01%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   84200000 | PA      | $475103.68     | 0.01%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  889250000 | PA      | $5229090.66    | 0.13%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | Euro-OAT Future   Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -88 | NC      | $-36266.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -240 | NC      | $40487.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    5449000 | PA      | $6031497.97    | 0.15%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |   11164000 | PA      | $13056350.08   | 0.32%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -765 | NC      | $-446733.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    8376492 | PA      | $9616924.36    | 0.24%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1204 | NC      | $43528.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1069 | NC      | $7636.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -375 | NC      | $-828473.33    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124509.79     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2993946.59    | 0.07%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     240000 | PA      | $184764.68     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1438138.97    | 0.04%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP                   | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321696.04     | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3520537.57    | 0.09%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     229000 | PA      | $200018.08     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8433.15       | 0.00%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15862.60      | 0.00%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $335745.92     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $214792.03     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 A                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     810000 | PA      | $798168.74     | 0.02%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                             | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $633353.05     | 0.02%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $721050.68     | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $270477.51     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                            | ARIFL 2025-B A3                    | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $283677.88     | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     599000 | PA      | $534329.37     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     696000 | PA      | $589164.61     | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $383477.73     | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $388359.10     | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $458232.03     | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     590000 | PA      | $426600.26     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     990000 | PA      | $866533.19     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      30000 | PA      | $20661.69      | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $898915.63     | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2933767.81    | 0.07%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $8381171.27    | 0.21%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     165000 | PA      | $165661.47     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1217000 | PA      | $1129479.95    | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     870000 | PA      | $734491.24     | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     450000 | PA      | $424255.84     | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $826734.41     | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501207.78     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     861000 | PA      | $856787.57     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249838.28     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1554667.49    | 0.04%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20598.71      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61879.78      | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     670000 | PA      | $658392.34     | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3794000 | PA      | $3657108.00    | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     502000 | PA      | $462663.91     | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1750000 | PA      | $1573870.36    | 0.04%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     750000 | PA      | $773586.10     | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     750000 | PA      | $767737.50     | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1146000 | PA      | $1156536.31    | 0.03%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1500000 | PA      | $1494158.87    | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1986000 | PA      | $2016181.22    | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     400000 | PA      | $413852.36     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1761000 | PA      | $1752772.97    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                          | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1098391.71    | 0.03%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3170000 | PA      | $3165342.32    | 0.08%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $189752.64     | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                                | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1560000 | PA      | $1558095.40    | 0.04%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $39631.24      | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $236037.15     | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     333000 | PA      | $371007.86     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24997.98      | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $71682.98      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     490000 | PA      | $494423.64     | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $250886.10     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391021.62     | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1762302.36    | 0.04%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |       1000 | PA      | $967.86        | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5167.58       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40966.19      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15492.59      | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41134.94      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 10/25                       | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9500000 | PA      | $8735917.85    | 0.21%             | 2025-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 10/25                       | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1611875.00    | 0.04%             | 2025-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 10/25                     | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5750000 | PA      | $-4843925.93   | -0.12%            | 2025-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 10/25                     | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13500000 | PA      | $11372695.65   | 0.28%             | 2025-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3 10/25                       | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4250000 | PA      | $4071699.33    | 0.10%             | 2025-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 10/25                       | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4000000 | PA      | $-3513281.20   | -0.09%            | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 10/25                       | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2195800.75    | 0.05%             | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3.5 10/25                     | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $968671.90     | 0.02%             | 2025-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 10/25                     | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1827421.80    | 0.04%             | 2025-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 10/25                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -41075000 | PA      | $-38705165.55  | -0.95%            | 2025-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 10/25                       | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42325000 | PA      | $39883046.43   | 0.98%             | 2025-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 10/25                     | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20700000 | PA      | $20673315.63   | 0.51%             | 2025-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 10/25                     | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -59200000 | PA      | $-57419376.48  | -1.41%            | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 10/25                     | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61700000 | PA      | $59844181.23   | 1.46%             | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 10/25                       | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $505273.45     | 0.01%             | 2025-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 10/25                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -133900000 | PA      | $-132785911.83 | -3.25%            | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 10/25                       | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $3966718.80    | 0.10%             | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 10/25                     | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2520800.75    | 0.06%             | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 10/25                     | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -103850000 | PA      | $-104714063.16 | -2.56%            | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 10/25                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -47400000 | PA      | $-48418360.56  | -1.19%            | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 10/25                       | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1532226.60    | 0.04%             | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 10/25                     | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -6500000 | PA      | $-6717089.60   | -0.16%            | 2025-10-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 7 10/25                       | CUSIP: 01F0706A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1045912.90    | 0.03%             | 2025-10-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1003321.11    | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     164521 | PA      | $165915.89     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     184263 | PA      | $185168.67     | 0.00%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A B                     | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     381040 | PA      | $382137.47     | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     548326 | PA      | $549899.38     | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                 | ABCLN 2025-A D                     | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     232341 | PA      | $233143.89     | 0.01%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200324 | PA      | $203298.26     | 0.00%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     525000 | PA      | $515155.11     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6118.03       | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1658762.99    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      30000 | PA      | $21629.14      | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      10000 | PA      | $10229.23      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      65000 | PA      | $66851.78      | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     235000 | PA      | $157450.77     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3555946.29    | 0.09%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1964748.54    | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     295000 | PA      | $334603.90     | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     355000 | PA      | $339004.11     | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                        | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283083.88     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                        | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3037341.45    | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25594.91      | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20863.77      | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $233321.52     | 0.01%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9501.31       | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                | AMER AXLE & MFG                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20157.19      | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1292624.19    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1512071.45    | 0.04%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806204.76     | 0.02%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     284000 | PA      | $288883.90     | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     950000 | PA      | $978865.26     | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1                           | AHART 2025-1A B                    | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100274.15     | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1303976.64    | 0.03%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     680000 | PA      | $683772.80     | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3805190.04    | 0.09%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     750000 | PA      | $758402.18     | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     925000 | PA      | $941536.55     | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                   | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271104.06     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $857429.30     | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                   | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     710000 | PA      | $729823.76     | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA                   | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     563000 | PA      | $586466.25     | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                  | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101652.58     | 0.00%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     205000 | PA      | $202255.23     | 0.00%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                     | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495213.97     | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10416.89      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     430000 | PA      | $434935.66     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1340269.40    | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $954996.04     | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     730000 | PA      | $630586.76     | 0.02%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     345000 | PA      | $301344.37     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $314951.05     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $980203.68     | 0.02%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     159000 | PA      | $117009.82     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194477.55     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     975000 | PA      | $870266.11     | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     619000 | PA      | $641237.81     | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1447559.93    | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2774767.26    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     670000 | PA      | $668441.13     | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                                             | AMKOR TECH INC                     | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20203.92      | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37729.35      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1087098.17    | 0.03%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255863.42     | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     440000 | PA      | $322807.83     | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     500000 | PA      | $330519.53     | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $644796.31     | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     455000 | PA      | $477846.67     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416988.10     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185218.48     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     770000 | PA      | $756482.62     | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1881092.51    | 0.05%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397440.95     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3949788.55    | 0.10%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39836.48      | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                   | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     725000 | PA      | $549981.59     | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                   | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     500000 | PA      | $514291.95     | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO                   | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     800000 | PA      | $835272.87     | 0.02%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $841850.18     | 0.02%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $977725.80     | 0.02%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1114666.80    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2975596.64    | 0.07%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48620.47      | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     644000 | PA      | $642117.18     | 0.02%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     984000 | PA      | $988677.28     | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     400000 | PA      | $334261.06     | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                       | ARCOSA INC                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5222.64       | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | ARDAGH METAL PAC                   | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      30000 | PA      | $30009.60      | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9321.12       | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     623000 | PA      | $632105.75     | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                     | ARIFL 2025-A A3                    | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $362522.41     | 0.01%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                     | ARIFL 2024-B A3                    | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102002.22     | 0.00%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     913000 | PA      | $922234.96     | 0.02%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99901.05      | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23483.71      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60994.15      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31367.80      | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                    | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     490000 | PA      | $442964.14     | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                    | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66653.46      | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      34912 | PA      | $34661.55      | 0.00%             | 2030-09-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3900993.04    | 0.10%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $426637.48     | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $218439.04     | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $837787.87     | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3295582.16    | 0.08%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3608076.08    | 0.09%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1201412.46    | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     366000 | PA      | $370869.74     | 0.01%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1156099.12    | 0.03%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511969.26     | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     780000 | PA      | $863585.61     | 0.02%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1150783.06    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                     | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $4500274.15    | 0.11%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A A4                  | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $284293.24     | 0.01%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A B                   | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     380000 | PA      | $387148.14     | 0.01%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $203699.68     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     310000 | PA      | $316606.16     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1543603.65    | 0.04%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     725000 | PA      | $751893.68     | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                     | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     353000 | PA      | $359975.82     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102758.17     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $498691.10     | 0.01%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     770000 | PA      | $779950.63     | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $152704.56     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $121969.48     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A A                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1080000 | PA      | $1109785.43    | 0.03%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $257316.43     | 0.01%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $124055.50     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5163.09       | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2001152.40    | 0.05%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $104553.80     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5                  | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $106056.40     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5                  | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $1000305.26    | 0.02%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 AS                  | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $575620.82     | 0.01%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5                 | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1958735.23    | 0.05%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS                 | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $582882.03     | 0.01%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1845919.27    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     895000 | PA      | $982077.34     | 0.02%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1531554.65    | 0.04%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8255000 | PA      | $8169114.84    | 0.20%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     800000 | PA      | $791832.69     | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     760000 | PA      | $696095.75     | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     520000 | PA      | $436164.81     | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     140000 | PA      | $119153.80     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509501.06     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105068.69     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     290000 | PA      | $277316.51     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401895.05     | 0.01%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $428083.00     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5                  | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     997207 | PA      | $903387.45     | 0.02%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5                   | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70000 | PA      | $61796.64      | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                                    | BBCMS 2022-C15 ASB                 | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $485004.90     | 0.01%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $198215.50     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1570458.75    | 0.04%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     435000 | PA      | $453979.70     | 0.01%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5                  | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $268217.90     | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                   | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2330000 | PA      | $2391929.30    | 0.06%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     108000 | PA      | $114716.70     | 0.00%             | 2035-01-18      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230000 | PA      | $2304338.39    | 0.06%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C13 AS                    | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760000 | PA      | $785319.63     | 0.02%             | 2058-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 A5                     | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $242392.30     | 0.01%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                     | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $528040.45     | 0.01%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 AS                     | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $126555.55     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690000 | PA      | $734197.54     | 0.02%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                           | BAAT 2025-1A A4                    | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $171788.71     | 0.00%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $255146.73     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1340000 | PA      | $1421089.16    | 0.03%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 AS                    | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $380273.72     | 0.01%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA                   | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |    1700000 | PA      | $1733023.85    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10235.54      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10109.71      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ                   | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1650000 | PA      | $1706583.96    | 0.04%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1003246.63    | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1900000 | PA      | $1936912.87    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     560000 | PA      | $599303.15     | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1350000 | PA      | $1224432.86    | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                    | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $364075.68     | 0.01%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $699732.74     | 0.02%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     188000 | PA      | $203936.38     | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87689.45      | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $745970.31     | 0.02%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1288270.83    | 0.03%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2362105.73    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     960000 | PA      | $955569.16     | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1023105.66    | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446680.49     | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1469135.67    | 0.04%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     500000 | PA      | $474316.83     | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1017889.51    | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $2763236.46    | 0.07%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3499000 | PA      | $2578699.06    | 0.06%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     820000 | PA      | $732018.73     | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     400000 | PA      | $364355.02     | 0.01%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     270000 | PA      | $214051.74     | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1493968.03    | 0.04%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     875000 | PA      | $784471.58     | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     544000 | PA      | $495338.53     | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1078976.20    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2018878.87    | 0.05%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     540000 | PA      | $564176.71     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2236125.18    | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2884388.86    | 0.07%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     840000 | PA      | $876835.58     | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                  | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1190000 | PA      | $1241967.54    | 0.03%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                   | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $785759.74     | 0.02%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $756954.81     | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297967.74     | 0.01%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     710000 | PA      | $703607.30     | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517707.95     | 0.01%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     550000 | PA      | $556163.29     | 0.01%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     390000 | PA      | $434582.07     | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     800000 | PA      | $811980.44     | 0.02%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     558000 | PA      | $576237.98     | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260000 | PA      | $274017.67     | 0.01%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335000 | PA      | $330871.76     | 0.01%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $123758.15     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5                 | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     510000 | PA      | $542783.97     | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                  | BANK 2022-BNK41 A4                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $180850.28     | 0.00%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $310742.39     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5                 | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1620000 | PA      | $1648775.57    | 0.04%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS                 | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $313304.94     | 0.01%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 ASB                | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $484602.40     | 0.01%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2455000 | PA      | $2286995.51    | 0.06%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 AS                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $54341.26      | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $405904.32     | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $48608.08      | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $733301.83     | 0.02%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $650047.16     | 0.02%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $367069.34     | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $405921.73     | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     724000 | PA      | $733006.84     | 0.02%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $368121.84     | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $782139.99     | 0.02%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $569867.00     | 0.01%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $954400.69     | 0.02%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     374000 | PA      | $381563.27     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203856.47     | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     644000 | PA      | $650513.09     | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2279000 | PA      | $2319744.92    | 0.06%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $412379.93     | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     660000 | PA      | $660272.71     | 0.02%             | 2034-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                            | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     890000 | PA      | $888798.50     | 0.02%             | 2034-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $31307.26      | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     430000 | PA      | $416970.42     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     330000 | PA      | $309729.21     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS                  | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $368060.39     | 0.01%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                    | BBCMS 2024-C28 A5                  | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     170000 | PA      | $177446.56     | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5                  | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1225854.58    | 0.03%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $527488.85     | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $199271.92     | 0.00%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      10000 | PA      | $10041.67      | 0.00%             | 2032-09-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     110000 | PA      | $118817.66     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     790000 | PA      | $706170.75     | 0.02%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     526000 | PA      | $465001.65     | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101994.61     | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                        | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $668384.45     | 0.02%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      10000 | PA      | $10129.11      | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315000 | PA      | $310277.90     | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5                  | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $221186.23     | 0.01%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $277930.74     | 0.01%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     930000 | PA      | $932325.00     | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                               | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    1060000 | PA      | $1062713.60    | 0.03%             | 2038-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                                | BMARK 2023-B38 A4                  | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $524452.95     | 0.01%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                                | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $375070.64     | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1768835.39    | 0.04%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                          | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $1073591.71    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | BIDVEST GROUP UK                   | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $704554.82     | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120153.51     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $330043.54     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      11000 | PA      | $11406.00      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5256.84       | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC                   | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104942.51     | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4714000 | PA      | $4843237.50    | 0.12%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $79869.65      | 0.00%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1040000 | PA      | $1083825.91    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                    | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420000 | PA      | $439047.50     | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 AS                    | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $196511.51     | 0.00%             | 2057-11-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     160000 | PA      | $144768.47     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     750000 | PA      | $735155.49     | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     225000 | PA      | $166079.54     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3476000 | PA      | $3514503.78    | 0.09%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102058.64     | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1368815.03    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     420000 | PA      | $420529.95     | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     485000 | PA      | $497736.87     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1715173.40    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3154000 | PA      | $3020614.38    | 0.07%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2154946.88    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2128292.41    | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4152000 | PA      | $4594964.56    | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5062000 | PA      | $5774632.51    | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1632713.08    | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                                           | BAAT 2024-1A A4                    | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102126.20     | 0.00%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      55000 | PA      | $57555.41      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5218.49       | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                             | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      15000 | PA      | $15018.75      | 0.00%             | 2032-08-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97019.06      | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     400000 | PA      | $265224.29     | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $2191801.49    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     508000 | PA      | $386458.39     | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $1673084.98    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      40000 | PA      | $43493.97      | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14972.16      | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    2167000 | PA      | $2210639.38    | 0.05%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                             | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $461382.53     | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $280703.09     | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $436669.33     | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     640000 | PA      | $705822.14     | 0.02%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $923357.57     | 0.02%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392369.29     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1720500 | PA      | $1755308.12    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85734.98      | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     240000 | PA      | $210594.13     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     560000 | PA      | $484808.61     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     910000 | PA      | $776829.86     | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398059.91     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99619.62      | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1648073.38    | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7428000 | PA      | $7539339.20    | 0.18%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3406000 | PA      | $3483333.19    | 0.09%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     880000 | PA      | $888910.23     | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31377.49      | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $321177.64     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     600000 | PA      | $485340.61     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      75000 | PA      | $58434.91      | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     132000 | PA      | $129317.91     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $298124.29     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $124754.50     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28335.78      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10000.00      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $162889.61     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $146425.23     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1193346.15    | 0.03%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7416.75       | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     155000 | PA      | $159324.97     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     520000 | PA      | $496405.38     | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359195.41     | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78160.32      | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     400000 | PA      | $280922.81     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980740.73     | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     214150 | PA      | $215599.02     | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $470824.60     | 0.01%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10380.93      | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5                  | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $94495.98      | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     578000 | PA      | $524414.13     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $972301.64     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $383389.61     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     547000 | PA      | $542377.18     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2809474.92    | 0.07%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     441000 | PA      | $374607.54     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     502000 | PA      | $514747.90     | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $379932.07     | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407929.24     | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     700000 | PA      | $720700.25     | 0.02%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1109922.94    | 0.03%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     270000 | PA      | $266079.48     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     845000 | PA      | $854361.67     | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                    | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      45000 | PA      | $38147.11      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     275000 | PA      | $273121.21     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                        | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29808.26      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19923.05      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14859.94      | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $313607.06     | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       8000 | PA      | $8541.22       | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     453000 | PA      | $332386.07     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                      | CANPACK SA                         | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      25000 | PA      | $24889.31      | 0.00%             | 2025-11-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446434.83     | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297740.73     | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385572.04     | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511327.01     | 0.01%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1654380.71    | 0.04%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     556000 | PA      | $583190.68     | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     455000 | PA      | $491728.21     | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411910.40     | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2262142.18    | 0.06%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     894000 | PA      | $928244.84     | 0.02%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4941900.55    | 0.12%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                    | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1170000 | PA      | $1179331.80    | 0.03%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                    | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101438.47     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80228.76      | 0.00%             | 2028-10-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1310000 | PA      | $1309993.97    | 0.03%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A4                   | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $507414.90     | 0.01%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1714211.24    | 0.04%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A3                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $757304.78     | 0.02%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $152217.33     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50702.13      | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50730.93      | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40818.68      | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 A4                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     540000 | PA      | $547384.72     | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 B                     | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $364932.50     | 0.01%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $192126.96     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $222640.09     | 0.01%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                            | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1228902.32    | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $112243.43     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $81876.11      | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                    | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1060000 | PA      | $1076115.71    | 0.03%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $235171.32     | 0.01%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102395.86     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $82013.81      | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $224180.68     | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $133735.97     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     110000 | PA      | $112371.63     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      60000 | PA      | $61529.37      | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $101827.76     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $322908.64     | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1514000 | PA      | $1597700.87    | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                    | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     800000 | PA      | $690906.24     | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                             | SIX FLAGS ENTE                     | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49875.37      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                    | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $296551.33     | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     405000 | PA      | $392806.50     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69050.64      | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     770000 | PA      | $716404.48     | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $75179.95      | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     372000 | PA      | $384975.24     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $51935.58      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $26483.14      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5324.76       | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2668015.45    | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2796583.56    | 0.07%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3308885.99    | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1936192.61    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1190221.88    | 0.03%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $82689.52      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $889493.59     | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $577085.48     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2363000 | PA      | $2019652.26    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $876539.55     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $507421.98     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     631000 | PA      | $437420.65     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     845000 | PA      | $608655.00     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $708142.37     | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     528000 | PA      | $500338.47     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     831000 | PA      | $888538.24     | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3906000 | PA      | $4098920.47    | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $532795.62     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2194000 | PA      | $2215497.24    | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3387000 | PA      | $3420765.72    | 0.08%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $128040.63     | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A D                    | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $129075.38     | 0.00%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                                    | CHAOT 2024-2A B                    | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $51685.84      | 0.00%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                    | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $150035.39     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A A4                   | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     450000 | PA      | $458356.37     | 0.01%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     290000 | PA      | $296801.92     | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $236263.29     | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A A4                   | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     660000 | PA      | $665214.59     | 0.02%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A B                    | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $201768.04     | 0.00%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $161436.29     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A D                    | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $252550.85     | 0.01%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     175000 | PA      | $158153.70     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114467.19     | 0.00%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     895000 | PA      | $815945.22     | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $519996.24     | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2751620.95    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      86000 | PA      | $85760.96      | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486311.40     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    8085000 | PA      | $7936701.90    | 0.19%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    5050000 | PA      | $4579061.93    | 0.11%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    7719000 | PA      | $7579650.62    | 0.19%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     298000 | PA      | $187321.19     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59924.06      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30786.75      | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A A1                    | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     230000 | PA      | $230000.00     | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                         | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     430000 | PA      | $430000.00     | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117909.15     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014294.52    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398785.44     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     570000 | PA      | $591692.58     | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $891304.85     | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $11793308.74   | 0.29%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5941000 | PA      | $6000267.06    | 0.15%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $796489.36     | 0.02%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     400000 | PA      | $425780.13     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1285957.22    | 0.03%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220000 | PA      | $217758.79     | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1905718.59    | 0.05%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                           | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     185000 | PA      | $187091.24     | 0.00%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                                          | CMLTI 2024-INV2 A3B                | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2965296 | PA      | $3015566.79    | 0.07%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | CMLTI 2025-INV1 A11                | CUSIP: 17332GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2530801 | PA      | $2566093.34    | 0.06%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1800002.04    | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1844000 | PA      | $1889563.53    | 0.05%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20742.78      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     310000 | PA      | $317702.03     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52894.20      | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      20000 | PA      | $20676.86      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      20000 | PA      | $20441.28      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99829.05      | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59565.81      | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45404.07      | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4937.96       | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18360.37      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20412.96      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7213.48       | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36065.45      | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     105000 | PA      | $111448.64     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30813.61      | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      24570 | PA      | $24521.13      | 0.00%             | 2032-03-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        430 | PA      | $429.14        | 0.00%             | 2032-03-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $144502.17     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     800000 | PA      | $624423.33     | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     271000 | PA      | $189280.32     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     290000 | PA      | $176664.48     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1067312.12    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     990000 | PA      | $565358.48     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290944.71     | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1820000 | PA      | $1840380.72    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2080000 | PA      | $2094615.95    | 0.05%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810052 | PA      | $811436.26     | 0.02%             | 2045-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                     | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     272920 | PA      | $273260.83     | 0.01%             | 2044-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     456653 | PA      | $457217.82     | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     519700 | PA      | $522953.45     | 0.01%             | 2045-03-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                     | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93476 | PA      | $93592.99      | 0.00%             | 2044-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                    | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233857 | PA      | $234004.43     | 0.01%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                     | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     492883 | PA      | $494488.28     | 0.01%             | 2044-09-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                     | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     551651 | PA      | $552249.35     | 0.01%             | 2045-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                     | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     300000 | PA      | $326738.71     | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     905000 | PA      | $680285.39     | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1095582.52    | 0.03%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     855000 | PA      | $865479.90     | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     210000 | PA      | $186356.64     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1049042.51    | 0.03%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     545000 | PA      | $557672.35     | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396193.53     | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1013751.26    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100569.54     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     819000 | PA      | $833026.40     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     300000 | PA      | $244570.36     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                           | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $224486.61     | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                           | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $382626.23     | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $403136.51     | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     290000 | PA      | $295216.58     | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495817.31     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $260765.66     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1636654.52    | 0.04%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                          | CDEL 6.78 1/13/2055                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     608000 | PA      | $650654.13     | 0.02%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 10/25                       | CUSIP: 21H0306A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $893183.10     | 0.02%             | 2025-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 10/25                     | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5500000 | PA      | $5016092.95    | 0.12%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 10/25                     | CUSIP: 21H0526A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -2000000 | PA      | $-2014839.80   | -0.05%            | 2025-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 10/25                       | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $1017132.80    | 0.02%             | 2025-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $80130.30      | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $251530.06     | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     350000 | PA      | $350116.93     | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     464000 | PA      | $460059.43     | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     620000 | PA      | $573871.56     | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6820000 | PA      | $6803753.73    | 0.17%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3615000 | PA      | $3604827.37    | 0.09%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7375000 | PA      | $7341308.91    | 0.18%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                    | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     700000 | PA      | $804261.59     | 0.02%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1218000 | PA      | $1311025.98    | 0.03%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70733.37      | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1186330.46    | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     900000 | PA      | $851997.77     | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1637606.02    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                   | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     610000 | PA      | $641558.68     | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                   | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1319030.48    | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     399500 | PA      | $395736.83     | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1963024.14    | 0.05%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP                   | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     250000 | PA      | $227687.95     | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A3                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     370000 | PA      | $376947.90     | 0.01%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                 | DLLAA 2025-1A A4                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $164541.10     | 0.00%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     400000 | PA      | $386913.97     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     350000 | PA      | $372208.67     | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $298831.47     | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1996228.88    | 0.05%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $2927.76       | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A3                   | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     940000 | PA      | $948107.41     | 0.02%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                 | DLLAD 2025-1A A4                   | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $707739.13     | 0.02%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19793.36      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     240000 | PA      | $244018.20     | 0.01%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38314.45      | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27480.85      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25848.44      | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15465.84      | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                           | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     270000 | PA      | $292727.39     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1637129.93    | 0.04%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $603862.59     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $623481.99     | 0.02%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3899000 | PA      | $3882427.11    | 0.10%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $257822.16     | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $10392.65      | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101839.41     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100858.27     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 C                      | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100855.48     | 0.00%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 D                      | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100944.23     | 0.00%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                    | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     644000 | PA      | $644647.87     | 0.02%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $799326.94     | 0.02%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2565000 | PA      | $2431473.01    | 0.06%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2131000 | PA      | $2237438.75    | 0.05%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2087968.30    | 0.05%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     756000 | PA      | $808591.88     | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $405846.06     | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3556000 | PA      | $3640330.71    | 0.09%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5139000 | PA      | $5185035.82    | 0.13%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $413703.41     | 0.01%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $410186.52     | 0.01%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2070000 | PA      | $2114200.76    | 0.05%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     500000 | PA      | $463583.12     | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31478.47      | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       5000 | PA      | $5302.48       | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $323205.17     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $549218.87     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     502000 | PA      | $540671.67     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2019141.63    | 0.05%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5074.13       | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96168.35      | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     240000 | PA      | $231155.82     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496558.15     | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50021.49      | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      22000 | PA      | $23285.63      | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                            | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $54315.42      | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    1469000 | PA      | $1571084.42    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC                   | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     400000 | PA      | $425985.16     | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1275217.31    | 0.03%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392018.37     | 0.01%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     680000 | PA      | $706971.56     | 0.02%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     760000 | PA      | $779269.67     | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2324622.32    | 0.06%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     499200 | PA      | $480181.03     | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1900000 | PA      | $1910946.85    | 0.05%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1190000 | PA      | $1199405.05    | 0.03%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 B                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $200656.76     | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     210000 | PA      | $210850.21     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     310000 | PA      | $311251.19     | 0.01%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101312.09     | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                              | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2520000 | PA      | $2551497.48    | 0.06%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                              | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2580000 | PA      | $2578097.51    | 0.06%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD DRSLF_25-90                                                       | DRSLF_21-90A-A1R 11/15/2038        | CUSIP: 262484AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1160000 | PA      | $1160000.00    | 0.03%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 90 CLO LTD                                                                | DRSLF_21-90A-BR 11/15/2038         | CUSIP: 262484AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1300000.00    | 0.03%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $306952.34     | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2192498.29    | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35165.28      | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490930.75    | 0.04%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178366.55     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606611.40     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     455000 | PA      | $361517.61     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     150000 | PA      | $115185.84     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514577.28     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1212122.41    | 0.03%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407015.05     | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     500000 | PA      | $369761.87     | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     500000 | PA      | $546751.32     | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                         | DURST 2025-151 A                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580000 | PA      | $590740.67     | 0.01%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $951165.52     | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1167342.44    | 0.03%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410788.49     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $174930.59     | 0.00%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409685.66     | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     592000 | PA      | $588024.85     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1999.27       | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2206.07       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     760000 | PA      | $797846.38     | 0.02%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185727.05     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     840000 | PA      | $848839.76     | 0.02%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $1024286.12    | 0.03%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2201000 | PA      | $1972074.46    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $542808.08     | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1528000 | PA      | $1579714.73    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                        | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353073.45     | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     540000 | PA      | $493089.45     | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15280.95      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496176.80     | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $59948.55      | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $496108.96     | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $676777.83     | 0.02%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $421067.08     | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1843340.41    | 0.05%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $46459.52      | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     610000 | PA      | $626250.60     | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                    | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     118000 | PA      | $138877.64     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147210.46     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28768.30      | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53776.57      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      35000 | PA      | $37929.65      | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     892000 | PA      | $976434.93     | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1755703.82    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615863.87     | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118380.03     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615993.21     | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1053700 | PA      | $1071776.11    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $2056626.66    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508657.82     | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38836.22      | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     591000 | PA      | $506018.68     | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20508.83      | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS INC                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24457.46      | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1405299.55    | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     330000 | PA      | $228932.01     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1720446.37    | 0.04%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A3                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $332815.76     | 0.01%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                            | EFF 2024-4 A4                      | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     310000 | PA      | $314607.69     | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A3                      | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     680000 | PA      | $685439.86     | 0.02%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-2 A4                      | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     720000 | PA      | $729585.50     | 0.02%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                            | EFF 2025-3 A4                      | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1950000 | PA      | $1978650.57    | 0.05%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46461.26      | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     421000 | PA      | $376288.74     | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     750000 | PA      | $756634.67     | 0.02%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1433329.95    | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A3                      | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $203176.20     | 0.00%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                   | EFF 2025-1 A4                      | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $286434.40     | 0.01%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     400000 | PA      | $360962.52     | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1318710.19    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |     140000 | PA      | $141696.48     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |     190000 | PA      | $192106.25     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                      | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1466409.24    | 0.04%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $67079.88      | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $340520.91     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     660000 | PA      | $570740.13     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     820000 | PA      | $766079.35     | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2398000 | PA      | $2347749.59    | 0.06%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2906992.68    | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $90640.78      | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177477.87     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1880426.20    | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $1963102.06    | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1911926.06    | 0.05%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1930386.30    | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59962.96      | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73943.41      | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1703096.99    | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     800000 | PA      | $810279.63     | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     700000 | PA      | $718366.71     | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145903.16     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60969.76      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2473                          | CUSIP: 3132AEXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1637872 | PA      | $1569655.89    | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1244                          | CUSIP: 3132CXLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221158 | PA      | $214955.22     | 0.01%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1385                          | CUSIP: 3132CXRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1882065.16    | 0.05%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1476                          | CUSIP: 3132CXT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245577 | PA      | $245290.57     | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     957619 | PA      | $979710.94     | 0.02%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1577                          | CUSIP: 3132CXXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $998831.73     | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1011254.75    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8114                          | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2749145 | PA      | $2465089.33    | 0.06%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8346                          | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     945393 | PA      | $929913.30     | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8383                          | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     474333 | PA      | $473779.13     | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0772                          | CUSIP: 3132DM2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8050396 | PA      | $6915829.84    | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2886033 | PA      | $2564470.18    | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0521                          | CUSIP: 3132DMSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7176467 | PA      | $6381346.51    | 0.16%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0667                          | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1452947 | PA      | $1238303.24    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1182                          | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3069003 | PA      | $2740719.33    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1443                          | CUSIP: 3132DNS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7772934 | PA      | $7407902.04    | 0.18%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                          | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4695642 | PA      | $3817700.42    | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3311649 | PA      | $3323593.00    | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3228                          | CUSIP: 3132DQSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1717300 | PA      | $1451126.49    | 0.04%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4701                          | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1481196 | PA      | $1531679.77    | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241610 | PA      | $198852.46     | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4218291 | PA      | $4197913.57    | 0.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6260                          | CUSIP: 3132DT5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4482418 | PA      | $4483176.64    | 0.11%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2391391 | PA      | $1947262.73    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6628                          | CUSIP: 3132DULH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3144380 | PA      | $3266511.45    | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6864                          | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694681 | PA      | $696969.93     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8050                          | CUSIP: 3132DV5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2223011.18    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                          | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     523559 | PA      | $449772.13     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7543                          | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1588217 | PA      | $1365377.06    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                          | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4061784 | PA      | $3986786.14    | 0.10%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6928266 | PA      | $5635056.62    | 0.14%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1600531 | PA      | $1359458.30    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                          | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23322200 | PA      | $18961659.63   | 0.46%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                          | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     246037 | PA      | $233175.12     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                          | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1970235 | PA      | $1862932.04    | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                          | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1723997 | PA      | $1679773.66    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                          | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948138 | PA      | $2875276.68    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3377754 | PA      | $3363547.99    | 0.08%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                          | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488606 | PA      | $486551.28     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3800                          | CUSIP: 3132E0GH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4616460.18    | 0.11%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3825                          | CUSIP: 3132E0HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3834977 | PA      | $3974045.32    | 0.10%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4132                          | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9215858 | PA      | $9532845.81    | 0.23%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR WN1549                          | CUSIP: 3132XFWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2310000 | PA      | $2325661.57    | 0.06%             | 2030-03-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1954                          | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9342 | PA      | $8304.95       | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD2260                          | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5807 | PA      | $5162.56       | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0399                          | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13530 | PA      | $12023.47      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3145701 | PA      | $3062452.61    | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5680                          | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3701550 | PA      | $3004846.05    | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3586233 | PA      | $3058400.64    | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7135                          | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3631942 | PA      | $3101921.64    | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5003713 | PA      | $4074425.56    | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6508                          | CUSIP: 3133KNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1377191 | PA      | $1123141.12    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6954                          | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7280 | PA      | $6471.63       | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8248                          | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1237208 | PA      | $1234711.20    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1719171 | PA      | $1787154.31    | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9267                          | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1423595 | PA      | $1448900.28    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2318408 | PA      | $2023007.64    | 0.05%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                          | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568708 | PA      | $522758.51     | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5164                          | CUSIP: 3133KYWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542873 | PA      | $514123.27     | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2193                          | CUSIP: 3133L8NJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1337831 | PA      | $1241637.20    | 0.03%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-9 GZ                      | CUSIP: 3136ABRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1712575 | PA      | $1577739.07    | 0.04%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-7 ZB                      | CUSIP: 3136ABTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2630864 | PA      | $2344625.81    | 0.06%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2013-81 YK                     | CUSIP: 3136AFN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1710305.10    | 0.04%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-95 ZC                     | CUSIP: 3136AL3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2208031 | PA      | $2029041.84    | 0.05%             | 2045-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-82 YZ                     | CUSIP: 3136ALK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1383469 | PA      | $1256527.39    | 0.03%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2014-74 ZA                     | CUSIP: 3136ALWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2357778 | PA      | $2067216.57    | 0.05%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-2 Z                       | CUSIP: 3136ARAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1471119 | PA      | $1403594.34    | 0.03%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-43 GZ                     | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     659685 | PA      | $590233.86     | 0.01%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-95 GZ                     | CUSIP: 3136AUWY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2345400 | PA      | $2099480.36    | 0.05%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2016-103 ZK                    | CUSIP: 3136AUY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5870443 | PA      | $5306395.24    | 0.13%             | 2047-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-9 HZ                      | CUSIP: 3136AVYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     775966 | PA      | $711351.74     | 0.02%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-32 GZ                     | CUSIP: 3136AWLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     536797 | PA      | $494998.92     | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2017-112 ZC                    | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     882969 | PA      | $723143.47     | 0.02%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2018-90 EZ                     | CUSIP: 3136B3NM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3072924 | PA      | $2915113.21    | 0.07%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-59 H                      | CUSIP: 3136BGB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     440828 | PA      | $372419.89     | 0.01%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M2 A2                     | CUSIP: 3136BK6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16050000 | PA      | $14521131.57   | 0.36%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-86 EA                     | CUSIP: 3136BKB76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5373135 | PA      | $4615165.15    | 0.11%             | 2049-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2021-86 T                      | CUSIP: 3136BKYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5908962 | PA      | $5297005.28    | 0.13%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2023-57 Z                      | CUSIP: 3136BQQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1988213 | PA      | $1822103.25    | 0.04%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2025-M2 A2                     | CUSIP: 3136BV4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28500000 | PA      | $29020883.10   | 0.71%             | 2030-04-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4302 CZ                        | CUSIP: 3137B8DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1980875 | PA      | $1808182.97    | 0.04%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4316 BZ                        | CUSIP: 3137B8YJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1830672 | PA      | $1698505.99    | 0.04%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4314 KZ                        | CUSIP: 3137B9FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2822764 | PA      | $2595136.29    | 0.06%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4347 BZ                        | CUSIP: 3137BBR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1540934 | PA      | $1417434.55    | 0.03%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14042994 | PA      | $12815786.44   | 0.31%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4423 NZ                        | CUSIP: 3137BFGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3036043 | PA      | $2761517.28    | 0.07%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4431 Z                         | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     625898 | PA      | $572849.97     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4430 NZ                        | CUSIP: 3137BG3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2064867 | PA      | $1882951.10    | 0.05%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4440 KZ                        | CUSIP: 3137BGG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1098516 | PA      | $984092.33     | 0.02%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4451 NZ                        | CUSIP: 3137BHC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6608147 | PA      | $6082912.65    | 0.15%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4481 BZ                        | CUSIP: 3137BJSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1767349 | PA      | $1512428.11    | 0.04%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4480 ZD                        | CUSIP: 3137BKGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1087599 | PA      | $985693.45     | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4493 ZG                        | CUSIP: 3137BKMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     949276 | PA      | $870439.98     | 0.02%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4575 AZ                        | CUSIP: 3137BNTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     662987 | PA      | $585261.12     | 0.01%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4671 BZ                        | CUSIP: 3137BW2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     807543 | PA      | $742580.13     | 0.02%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4773 Z                         | CUSIP: 3137F4CW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11468077 | PA      | $10759864.84   | 0.26%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900000 | PA      | $741875.40     | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4758 HZ                        | CUSIP: 3137FE6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10256573 | PA      | $9564347.92    | 0.23%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4771 HZ                        | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     651735 | PA      | $600941.44     | 0.01%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5083 BC                        | CUSIP: 3137FFN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2435118.66    | 0.06%             | 2041-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5013 EA                        | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     926796 | PA      | $712724.54     | 0.02%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5080 BF                        | CUSIP: 3137FXTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     326132 | PA      | $280402.14     | 0.01%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5146 QA                        | CUSIP: 3137H2GB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3457616 | PA      | $2983937.75    | 0.07%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5159 QA                        | CUSIP: 3137H3UJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1264923 | PA      | $1135959.11    | 0.03%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5178 FH                        | CUSIP: 3137H53M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     517632 | PA      | $441292.38     | 0.01%             | 2052-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5198 FA                        | CUSIP: 3137H5KF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1319003 | PA      | $1158547.37    | 0.03%             | 2052-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5191 FA                        | CUSIP: 3137H5MZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     686030 | PA      | $583263.53     | 0.01%             | 2052-02-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5236 PZ                        | CUSIP: 3137H8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1252440 | PA      | $1127841.54    | 0.03%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K547 A2                       | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18550000 | PA      | $18789654.87   | 0.46%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2460000 | PA      | $2488774.62    | 0.06%             | 2055-09-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3608                          | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10010 | PA      | $8898.16       | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5323                          | CUSIP: 3140MJ4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5369833 | PA      | $4352413.18    | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8478                          | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1477894 | PA      | $1316574.29    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3629                          | CUSIP: 3140NYA76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5775000 | PA      | $5887399.40    | 0.14%             | 2030-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3622                          | CUSIP: 3140NYAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7920000 | PA      | $7962505.85    | 0.19%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3766                          | CUSIP: 3140NYFG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2490000 | PA      | $2496753.38    | 0.06%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ3823                          | CUSIP: 3140NYG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14000000 | PA      | $14199312.40   | 0.35%             | 2030-06-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4168                          | CUSIP: 3140NYT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3130000 | PA      | $3134833.97    | 0.08%             | 2030-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4258                          | CUSIP: 3140NYWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4521888.00    | 0.11%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4526                          | CUSIP: 3140Q0A44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5425000 | PA      | $5426000.37    | 0.13%             | 2030-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4547                          | CUSIP: 3140Q0BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3640000 | PA      | $3631069.99    | 0.09%             | 2030-08-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4635                          | CUSIP: 3140Q0EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7830000 | PA      | $7869361.41    | 0.19%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4801                          | CUSIP: 3140Q0KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5650000 | PA      | $5667114.98    | 0.14%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4945                          | CUSIP: 3140Q0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2610000 | PA      | $2631404.87    | 0.06%             | 2030-09-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BZ4998                          | CUSIP: 3140Q0RU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5225000 | PA      | $5211448.96    | 0.13%             | 2030-09-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7573                          | CUSIP: 3140QFMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3303732 | PA      | $2816446.09    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0235                          | CUSIP: 3140QKHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2735825 | PA      | $2234568.18    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1407095 | PA      | $1297126.84    | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0506                          | CUSIP: 3140QKR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6839218 | PA      | $5879620.91    | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1112                          | CUSIP: 3140QLGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5186668 | PA      | $4210436.17    | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $405890.45     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235839 | PA      | $217112.56     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1549                          | CUSIP: 3140QLWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12228436 | PA      | $10485938.83   | 0.26%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2664                          | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39751 | PA      | $35337.88      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2016                          | CUSIP: 3140QMG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1091171 | PA      | $980471.65     | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2376                          | CUSIP: 3140QMUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1612874 | PA      | $1381030.22    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2979                          | CUSIP: 3140QNJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3850236 | PA      | $3628009.79    | 0.09%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     731136 | PA      | $695200.87     | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704363 | PA      | $669743.74     | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3853                          | CUSIP: 3140QPH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9190571 | PA      | $8761836.41    | 0.21%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4076                          | CUSIP: 3140QPQ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375740 | PA      | $348561.37     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4341                          | CUSIP: 3140QPZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3411279 | PA      | $3348292.09    | 0.08%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4426741 | PA      | $4533213.46    | 0.11%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7135                          | CUSIP: 3140QS4V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5306505 | PA      | $5554903.38    | 0.14%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8016                          | CUSIP: 3140QT4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195038 | PA      | $203558.73     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3364484 | PA      | $3413775.40    | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7447                          | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     387425 | PA      | $404470.44     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4471800 | PA      | $4523339.94    | 0.11%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8973                          | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169628 | PA      | $1169460.68    | 0.03%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3610541.75    | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8663                          | CUSIP: 3140QUTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4668095 | PA      | $4682014.32    | 0.11%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8702                          | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3160871 | PA      | $3262677.32    | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8723                          | CUSIP: 3140QUVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1760715 | PA      | $1837631.93    | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8854                          | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     916364 | PA      | $945306.37     | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9139                          | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231669 | PA      | $236365.94     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2813127 | PA      | $2844670.66    | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9928                          | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2202508 | PA      | $2266048.44    | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9934                          | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     734990 | PA      | $743690.46     | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9936                          | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5046843 | PA      | $5173119.89    | 0.13%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3906801 | PA      | $3967700.44    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0000                          | CUSIP: 3140W0AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460345 | PA      | $474453.03     | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1193483 | PA      | $1020060.44    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0253                          | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     918433 | PA      | $915431.48     | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6821198 | PA      | $6925394.87    | 0.17%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0637                          | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5923774 | PA      | $6018565.19    | 0.15%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1433789 | PA      | $1275939.65    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0742                          | CUSIP: 3140W0ZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460106 | PA      | $475408.73     | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1689                          | CUSIP: 3140W12X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4686461 | PA      | $4354510.37    | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1697                          | CUSIP: 3140W13F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2978640 | PA      | $2630518.99    | 0.06%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2189565 | PA      | $1859771.66    | 0.05%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0912                          | CUSIP: 3140W1AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     474939 | PA      | $455751.87     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3063998 | PA      | $3103142.00    | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0965                          | CUSIP: 3140W1CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     467553 | PA      | $454390.87     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1008                          | CUSIP: 3140W1DN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476364 | PA      | $444586.63     | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3352671 | PA      | $3087112.82    | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2189                          | CUSIP: 3140W2NF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3449946 | PA      | $2957265.86    | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8954614 | PA      | $9249324.85    | 0.23%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2460184 | PA      | $2519433.34    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1768602.40    | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2971                          | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     984469 | PA      | $956424.27     | 0.02%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3740                          | CUSIP: 3140X7EN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7624650 | PA      | $6547702.73    | 0.16%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4925                          | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21624 | PA      | $19309.59      | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3426786 | PA      | $2986840.15    | 0.07%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7031                          | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     678394 | PA      | $648231.22     | 0.02%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7382                          | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1173478 | PA      | $1046762.31    | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                          | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9354 | PA      | $8355.30       | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7934                          | CUSIP: 3140XBY87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4136326 | PA      | $3712817.11    | 0.09%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8480                          | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48309 | PA      | $43152.40      | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8471                          | CUSIP: 3140XCMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2020661 | PA      | $1905801.05    | 0.05%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8685                          | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29975 | PA      | $26672.20      | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0349                          | CUSIP: 3140XFL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5720810 | PA      | $4679796.77    | 0.11%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1888045 | PA      | $1736949.32    | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0530                          | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     656268 | PA      | $603748.25     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0620                          | CUSIP: 3140XFVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696553 | PA      | $623440.74     | 0.02%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6270854 | PA      | $5082718.33    | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1556                          | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760040 | PA      | $703163.80     | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1603                          | CUSIP: 3140XGX95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3530848 | PA      | $3244004.32    | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                          | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     716511 | PA      | $664907.97     | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2116                          | CUSIP: 3140XHK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2685071 | PA      | $2627102.59    | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                          | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3579722 | PA      | $3412730.49    | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2462                          | CUSIP: 3140XHWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12637612 | PA      | $11230509.92   | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3563                          | CUSIP: 3140XJ5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451524 | PA      | $439000.50     | 0.01%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3099                          | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100823 | PA      | $983169.91     | 0.02%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3364                          | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4697042 | PA      | $4194244.58    | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4740587 | PA      | $4277571.29    | 0.10%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4335                          | CUSIP: 3140XKY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2695258 | PA      | $2313722.59    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4925                          | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2874235 | PA      | $2659147.53    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5456                          | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     444491 | PA      | $425561.80     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5494                          | CUSIP: 3140XMC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243486 | PA      | $214200.95     | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6823                          | CUSIP: 3140XNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $896049.58     | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7000                          | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635272 | PA      | $586541.24     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8050                          | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2423994 | PA      | $2468596.96    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2813849 | PA      | $2596577.84    | 0.06%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8937                          | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     703730 | PA      | $704948.72     | 0.02%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8113                          | CUSIP: 3140XQAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5040972 | PA      | $4649562.92    | 0.11%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8195                          | CUSIP: 3140XQC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7638807 | PA      | $6212970.22    | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8252                          | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1140878 | PA      | $1141427.40    | 0.03%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     819074 | PA      | $790708.76     | 0.02%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8769                          | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4812418 | PA      | $4438755.73    | 0.11%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9776                          | CUSIP: 3140XR2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8100490 | PA      | $7359939.57    | 0.18%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9444                          | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448438 | PA      | $462600.73     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9508                          | CUSIP: 3140XRR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1469965 | PA      | $1429960.83    | 0.04%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9732                          | CUSIP: 3140XRY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5094677 | PA      | $4684769.52    | 0.11%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9766                          | CUSIP: 3140XRZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3417326 | PA      | $3274996.84    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1424081 | PA      | $1311282.36    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0075                          | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3188782 | PA      | $3320361.22    | 0.08%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2983659 | PA      | $3068569.60    | 0.08%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4390959 | PA      | $4504940.91    | 0.11%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216791 | PA      | $183934.98     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6405366 | PA      | $5428576.42    | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2428227 | PA      | $2057933.17    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13542886 | PA      | $12202569.65   | 0.30%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1897033 | PA      | $1544717.34    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13923778 | PA      | $10729753.49   | 0.26%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11718666 | PA      | $9556929.54    | 0.23%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4458849 | PA      | $3627967.40    | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1986345 | PA      | $1615580.15    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486098 | PA      | $412881.58     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3461050 | PA      | $3016428.27    | 0.07%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                          | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1699666 | PA      | $1438349.80    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                          | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900226 | PA      | $729660.89     | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                          | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1607745 | PA      | $1418184.26    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                          | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1479411 | PA      | $1399856.56    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                          | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1135118 | PA      | $1043405.50    | 0.03%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4662                          | CUSIP: 31418EFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     527628 | PA      | $516864.92     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                          | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482674 | PA      | $470745.20     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1914869 | PA      | $1865749.02    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4785                          | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2424149 | PA      | $2419256.87    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6467761 | PA      | $6450665.61    | 0.16%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                          | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5764281 | PA      | $5846929.70    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2872991 | PA      | $2911332.70    | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5627227 | PA      | $5772860.91    | 0.14%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $512002.71     | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5556                          | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     456303 | PA      | $448832.03     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5649                          | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1069726 | PA      | $1118723.01    | 0.03%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5684                          | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     660519 | PA      | $675137.86     | 0.02%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                          | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1722644 | PA      | $1802086.34    | 0.04%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5770                          | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243820 | PA      | $243535.45     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5825                          | CUSIP: 31418FPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2094107.34    | 0.05%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                               | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $264112.21     | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2180719 | PA      | $2219482.07    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1443401 | PA      | $1433271.38    | 0.04%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4314261 | PA      | $4218423.16    | 0.10%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0758                          | CUSIP: 31427MZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2896724 | PA      | $2578722.35    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1383                          | CUSIP: 31427NRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2978751 | PA      | $2640915.57    | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3721147 | PA      | $3810765.19    | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1390000 | PA      | $1399970.75    | 0.03%             | 2055-09-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1313114.01    | 0.03%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 8C6052                          | CUSIP: 3142BGWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5521202 | PA      | $5537272.85    | 0.14%             | 2055-09-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1026684 | PA      | $1065277.90    | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     955096 | PA      | $990178.08     | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1658                          | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     695795 | PA      | $712551.82     | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2657                          | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1630307 | PA      | $1659286.41    | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2401                          | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     707007 | PA      | $707126.35     | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     931435 | PA      | $979183.06     | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2860                          | CUSIP: 3142GTFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2482454.89    | 0.06%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3063                          | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10268011 | PA      | $10450530.30   | 0.26%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2680399 | PA      | $2767777.60    | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     976212 | PA      | $1019467.69    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1931840 | PA      | $1952293.98    | 0.05%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4381325 | PA      | $4536782.67    | 0.11%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1888476.73    | 0.05%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952939.64    | 0.05%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1718569.14    | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3293654.00    | 0.08%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2723425.53    | 0.07%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     452000 | PA      | $473706.25     | 0.01%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4396000 | PA      | $4466526.77    | 0.11%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $183836.92     | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $106029.34     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $41354.72      | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1298000 | PA      | $1247688.66    | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2214786.17    | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $983651.85     | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1852170.21    | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $348413.42     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     105000 | PA      | $106621.95     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                     | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15370.66      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                              | FORDL 2024-B B                     | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $242855.23     | 0.01%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $121497.59     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390000 | PA      | $391003.43     | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $129083.59     | 0.00%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 A1                    | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    1390000 | PA      | $1396197.04    | 0.03%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $331485.07     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 A                     | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    1620000 | PA      | $1633222.60    | 0.04%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $140136.42     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                    | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    1880000 | PA      | $1906510.26    | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     490000 | PA      | $493833.56     | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $173418.70     | 0.00%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                                              | FORDO 2025-B B                     | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     830000 | PA      | $829991.04     | 0.02%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     670000 | PA      | $687377.79     | 0.02%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 B                     | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     830000 | PA      | $849767.11     | 0.02%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $400732.68     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127888.11     | 0.00%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A B                     | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127521.23     | 0.00%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     840000 | PA      | $851889.53     | 0.02%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                           | FORDR 2023-1 A                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     355000 | PA      | $361256.95     | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D A4                    | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $172658.12     | 0.00%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $121767.62     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                           | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     660000 | PA      | $661002.28     | 0.02%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $239204.10     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1663539.26    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     410000 | PA      | $427643.12     | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $321067.48     | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     400000 | PA      | $427504.84     | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104435.62     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398920.74     | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     615000 | PA      | $640269.39     | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                             | FORTREA HOLDINGS                   | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9396.65       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1292702.84    | 0.03%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259562.07     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     605000 | PA      | $637965.96     | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    7432000 | PA      | $7902240.65    | 0.19%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4705609.71    | 0.12%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     825000 | PA      | $828286.90     | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                          | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    1123354 | PA      | $1128971.08    | 0.03%             | 2044-02-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                          | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |      87108 | PA      | $87542.32      | 0.00%             | 2044-05-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                          | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |     353333 | PA      | $355100.03     | 0.01%             | 2044-08-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                          | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |     264000 | PA      | $264522.61     | 0.01%             | 2044-10-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                          | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      79500 | PA      | $79549.54      | 0.00%             | 2045-01-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     483000 | PA      | $483149.73     | 0.01%             | 2045-02-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484500 | PA      | $485703.89     | 0.01%             | 2045-05-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                          | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1640539.56    | 0.04%             | 2045-09-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2109.14       | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20957.02      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $283460.12     | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     800000 | PA      | $769213.62     | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                   | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500184.57     | 0.01%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $230112.17     | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15841.86      | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4960.69       | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40245.77      | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      94000 | PA      | $95132.19      | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                             | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3944351 | PA      | $3417930.29    | 0.08%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      25000 | PA      | $26509.10      | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                             | GCAT 2024-INV2 A6                  | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1512139 | PA      | $1529210.32    | 0.04%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                                             | GCAT 2025-INV1 A1                  | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12027661 | PA      | $12236605.06   | 0.30%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                          | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718169 | PA      | $670582.47     | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                          | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1569985 | PA      | $1463994.66    | 0.04%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                          | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     829800 | PA      | $794914.27     | 0.02%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                          | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     472086 | PA      | $453714.06     | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                          | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381099 | PA      | $366268.05     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2088668 | PA      | $2000858.69    | 0.05%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                          | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46727 | PA      | $43353.64      | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5594                          | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     813620 | PA      | $754878.16     | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5762                          | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323296 | PA      | $300156.55     | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1243011 | PA      | $1186869.19    | 0.03%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                          | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2975441 | PA      | $2673786.82    | 0.07%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                          | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3842142 | PA      | $3180727.02    | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                          | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4085609 | PA      | $3521533.23    | 0.09%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                          | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5913392 | PA      | $4895416.57    | 0.12%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                          | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2942981 | PA      | $2637260.12    | 0.06%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                          | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     747605 | PA      | $690592.10     | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6767                          | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220633 | PA      | $203807.02     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                          | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446160 | PA      | $412693.23     | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6997                          | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2766581 | PA      | $2555600.13    | 0.06%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1514755 | PA      | $1253993.82    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                          | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3844091 | PA      | $3435451.62    | 0.08%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                          | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6536391 | PA      | $6003708.80    | 0.15%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                          | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2480179 | PA      | $2136205.25    | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1463814 | PA      | $1211822.36    | 0.03%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8450359 | PA      | $7278386.20    | 0.18%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                          | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12635134 | PA      | $11298888.90   | 0.28%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                          | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8450596 | PA      | $6994526.66    | 0.17%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                          | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1933265 | PA      | $1600156.24    | 0.04%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                          | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     951612 | PA      | $851344.46     | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                          | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1452328 | PA      | $1251586.62    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6520036 | PA      | $5618835.08    | 0.14%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                          | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1706449 | PA      | $1707290.37    | 0.04%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8140460 | PA      | $8246337.11    | 0.20%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                          | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2478374 | PA      | $2539110.97    | 0.06%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4218856 | PA      | $4220935.85    | 0.10%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                          | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477121 | PA      | $452626.92     | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                          | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1802829 | PA      | $1759902.99    | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7961580 | PA      | $7776987.19    | 0.19%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                          | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1450239 | PA      | $1452766.55    | 0.04%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                          | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6034328 | PA      | $5724538.30    | 0.14%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                          | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691727 | PA      | $675256.52     | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                          | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478472 | PA      | $479306.34     | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                          | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2344309 | PA      | $2288490.16    | 0.06%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                          | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8189759 | PA      | $8204032.65    | 0.20%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1406714 | PA      | $1425009.68    | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1498738 | PA      | $1537223.35    | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8724                          | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     983794 | PA      | $959984.88     | 0.02%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8725                          | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1194259 | PA      | $1195220.56    | 0.03%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                          | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464120 | PA      | $470156.14     | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                          | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1397965 | PA      | $1432442.65    | 0.04%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                          | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1015595 | PA      | $991017.04     | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     502028 | PA      | $502275.69     | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                          | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2161769 | PA      | $2189886.01    | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                          | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2306363 | PA      | $2375888.42    | 0.06%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9849                          | CUSIP: 36179Y5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5095834 | PA      | $4949817.22    | 0.12%             | 2054-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5425787 | PA      | $5492965.19    | 0.13%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240489 | PA      | $246231.85     | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9170                          | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1450909 | PA      | $1451624.36    | 0.04%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                          | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1166108 | PA      | $1181275.09    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9242                          | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1834789 | PA      | $1877603.15    | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     982034 | PA      | $1004642.32    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                          | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1865110 | PA      | $1907320.82    | 0.05%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9488                          | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1183294 | PA      | $1195818.10    | 0.03%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                          | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1022965 | PA      | $1054122.49    | 0.03%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9538                          | CUSIP: 36179YS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2041129 | PA      | $1925019.84    | 0.05%             | 2054-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9602                          | CUSIP: 36179YU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1666886 | PA      | $1569982.24    | 0.04%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9603                          | CUSIP: 36179YU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2008719 | PA      | $1951317.38    | 0.05%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1464503 | PA      | $1478058.89    | 0.04%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3126445 | PA      | $3192317.25    | 0.08%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                          | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615888 | PA      | $634501.93     | 0.02%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                          | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     445882 | PA      | $454719.47     | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     105000 | PA      | $108219.68     | 0.00%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $128374.41     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-3A B                    | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100767.27     | 0.00%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $131597.60     | 0.00%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $364062.42     | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $231461.08     | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $262659.28     | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CV3461                          | CUSIP: 3618BYZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212548 | PA      | $216773.62     | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CY2592                          | CUSIP: 3618G12Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     471703 | PA      | $486985.21     | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DB5165                          | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93038 | PA      | $96300.49      | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DC2938                          | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96011 | PA      | $99467.34      | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE0510                          | CUSIP: 3618J5R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203900 | PA      | $209040.70     | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE3686                          | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142129 | PA      | $146713.75     | 0.00%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DE6391                          | CUSIP: 3618JCC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466105 | PA      | $479312.28     | 0.01%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5788                          | CUSIP: 3618L5ND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285760 | PA      | $296405.52     | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DK5789                          | CUSIP: 3618L5NE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     349600 | PA      | $362515.41     | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL2677                          | CUSIP: 3618LD6N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     590081 | PA      | $609113.73     | 0.01%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 DL3541                          | CUSIP: 3618LE5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251797 | PA      | $261098.63     | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0262                          | CUSIP: 3618N5JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242178 | PA      | $249381.78     | 0.01%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0311                          | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245519 | PA      | $253224.40     | 0.01%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787211                          | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     917029 | PA      | $935260.29     | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787228                          | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195350 | PA      | $202289.59     | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787278                          | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570093 | PA      | $589987.37     | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786410                          | CUSIP: 3622ACAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234052 | PA      | $235850.03     | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786474                          | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450239 | PA      | $452430.99     | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786661                          | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     650127 | PA      | $663052.09     | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786692                          | CUSIP: 3622ACKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410511 | PA      | $418929.37     | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786912                          | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     437763 | PA      | $446877.06     | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786901                          | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452586 | PA      | $461725.93     | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786932                          | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1075055 | PA      | $1127871.94    | 0.03%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786977                          | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1614960 | PA      | $1615250.93    | 0.04%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787071                          | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4988880 | PA      | $5088065.11    | 0.12%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787058                          | CUSIP: 3622ACWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448356 | PA      | $449978.14     | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1997759 | PA      | $2030610.01    | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787412                          | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2384121 | PA      | $2467320.75    | 0.06%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787663                          | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1426790 | PA      | $1424372.15    | 0.03%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787764                          | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1498030 | PA      | $1547846.51    | 0.04%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 B                     | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $110854.95     | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390000 | PA      | $393182.17     | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2836664.92    | 0.07%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 AS                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $108286.94     | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $210802.79     | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     260000 | PA      | $265159.25     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1275821.43    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2205276.27    | 0.05%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127397.58     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                     | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $252243.93     | 0.01%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                     | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $126615.76     | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1373876.37    | 0.03%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $131657.42     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $959201.13     | 0.02%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $465150.57     | 0.01%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $51025.20      | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 B                     | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $757880.85     | 0.02%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $434730.39     | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      17000 | PA      | $17636.03      | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $24119.71      | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5187.42       | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A1                  | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1445267 | PA      | $1465026.67    | 0.04%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A5                  | CUSIP: 367919AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1001471 | PA      | $1015520.24    | 0.02%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                               | GCAT 2024-INV4 A6                  | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     918015 | PA      | $923676.41     | 0.02%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2282374.47    | 0.06%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                     | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1780326.77    | 0.04%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $359820.11     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $428103.48     | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     600000 | PA      | $547203.89     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508276.49     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415203.54     | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C                   | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414829.36     | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90094.37      | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2197144.12    | 0.05%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     185000 | PA      | $176273.69     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     350000 | PA      | $343260.73     | 0.01%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1390688.45    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1766577.12    | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     207000 | PA      | $216506.52     | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     780000 | PA      | $810721.55     | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1126010.49    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     635000 | PA      | $646858.93     | 0.02%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1061264.25    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1958713.13    | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20342.24      | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5236.28       | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1059570.85    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1335451.15    | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1839034.60    | 0.05%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     120000 | PA      | $111572.92     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     680000 | PA      | $686605.78     | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $199685.89     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA                   | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $855132.25     | 0.02%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2109602.06    | 0.05%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     398000 | PA      | $460645.70     | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $73824.37      | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                                   | GMREV 2025-A B                     | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $285668.94     | 0.01%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 A4                    | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1280000 | PA      | $1291195.26    | 0.03%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 B                     | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80816.06      | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100870.67     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                     | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $330806.52     | 0.01%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 B                     | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $330589.22     | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                                  | GMREV 2023-1 A                     | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $128057.94     | 0.00%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40922.02      | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                    | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $514922.11     | 0.01%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70743.70      | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1778465.37    | 0.04%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $425946.18     | 0.01%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2785512.80    | 0.07%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     860000 | PA      | $898416.92     | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     410000 | PA      | $425248.49     | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1571781.63    | 0.04%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1547000 | PA      | $1732099.69    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109864.21     | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $977410.17     | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1074540.60    | 0.03%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60444.30      | 0.00%             | 2033-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86241.79      | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2013-149 MZ                    | CUSIP: 38378UMF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2019948 | PA      | $1753859.42    | 0.04%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-83 FN                     | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1136143 | PA      | $945400.01     | 0.02%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-227 F                     | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     494080 | PA      | $427762.65     | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2025-89 GT                     | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2913607 | PA      | $2635484.29    | 0.06%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254108.75     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                   | GALC 2025-1 A3                     | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     320000 | PA      | $323043.30     | 0.01%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     135000 | PA      | $137012.74     | 0.00%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     230000 | PA      | $221308.07     | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1374940.82    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $28884.89      | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     770000 | PA      | $760357.94     | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     340000 | PA      | $353459.81     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     370000 | PA      | $376590.51     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $763901.54     | 0.02%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $484834.72     | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                     | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     797000 | PA      | $868482.57     | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     920000 | PA      | $926271.60     | 0.02%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1750000 | PA      | $1794778.14    | 0.04%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2670000 | PA      | $2482890.91    | 0.06%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $718547.89     | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $392889.73     | 0.01%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $377501.73     | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $859219.55     | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2003000 | PA      | $2127792.01    | 0.05%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     220000 | PA      | $229318.10     | 0.01%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     650000 | PA      | $663545.84     | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $315378.40     | 0.01%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     719000 | PA      | $731674.76     | 0.02%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1030000 | PA      | $1062914.56    | 0.03%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $709885.68     | 0.02%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     879000 | PA      | $926436.60     | 0.02%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2787797.63    | 0.07%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     229000 | PA      | $218427.99     | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     710000 | PA      | $722101.89     | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    3747000 | PA      | $3727757.67    | 0.09%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1014698.20    | 0.02%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     420000 | PA      | $422702.28     | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     720000 | PA      | $726536.30     | 0.02%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                     | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $560472.96     | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                     | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $268680.97     | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                     | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     508000 | PA      | $478737.07     | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                   | HDMOT 2025-A A4                    | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $419039.07     | 0.01%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                         | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35275.64      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     380000 | PA      | $382411.90     | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     225000 | PA      | $224432.35     | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5137.93       | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31164.74      | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47016.63      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102592.36     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2063.36       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1133000 | PA      | $1192227.02    | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6404000 | PA      | $6431029.54    | 0.16%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     932000 | PA      | $936316.23     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1652286.05    | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991813.05     | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3774181.14    | 0.09%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3677000 | PA      | $3653672.08    | 0.09%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7166000 | PA      | $7154898.44    | 0.18%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     648000 | PA      | $573049.44     | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      74000 | PA      | $84189.72      | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                    | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10255.61      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25029.56      | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61299.30      | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76059.08      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                     | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1286647.89    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | HOME POINT CAP                     | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9982.73       | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                    | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1256795.13    | 0.03%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $141022.00     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     350000 | PA      | $336696.18     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     140000 | PA      | $134556.71     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61035.71      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | HGMT 2025-HGLR A                   | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $403258.01     | 0.01%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                             | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $168342.76     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      95000 | PA      | $98633.63      | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     135000 | PA      | $139026.19     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      33000 | PA      | $31781.94      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17752.86      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $256646.83     | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2104406.90    | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1391000 | PA      | $1448931.73    | 0.04%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237014.96     | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1735523.04    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | HACLN 2025-1 B                     | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     961937 | PA      | $967759.00     | 0.02%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52314.08      | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    9309000 | PA      | $9411281.25    | 0.23%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     211205 | PA      | $213255.44     | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2141941 | PA      | $2147181.04    | 0.05%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A A3                     | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $363572.89     | 0.01%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                     | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $444082.85     | 0.01%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40517.47      | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $121616.16     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                   | HALST 2024-C A3                    | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $171124.35     | 0.00%             | 2028-04-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                   | HALST 2024-C B                     | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990000 | PA      | $1000692.30    | 0.02%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B B                     | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $126740.88     | 0.00%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $153768.86     | 0.00%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $223010.57     | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     610000 | PA      | $617740.84     | 0.02%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                   | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     540000 | PA      | $547192.58     | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                            | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     720000 | PA      | $717461.50     | 0.02%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A A4                    | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $263621.20     | 0.01%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $121598.62     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B B                      | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $366451.24     | 0.01%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $488489.14     | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                        | IRV 2025-200P A                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1226625.36    | 0.03%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2080000 | PA      | $2094195.24    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1040000 | PA      | $1077917.24    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                    | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    5240000 | PA      | $5450112.59    | 0.13%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     530000 | PA      | $478979.42     | 0.01%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     575000 | PA      | $452585.83     | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $1671915.94    | 0.04%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4827000 | PA      | $4481354.83    | 0.11%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1113833.82    | 0.03%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     800000 | PA      | $784320.46     | 0.02%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     318000 | PA      | $278003.10     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     945000 | PA      | $599032.29     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     750000 | PA      | $448656.25     | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     925000 | PA      | $915082.76     | 0.02%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $877826.51     | 0.02%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1208027.25    | 0.03%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4593626.66    | 0.11%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1493000 | PA      | $1527212.14    | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98628.85      | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2681532.21    | 0.07%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     595000 | PA      | $582295.58     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $2137004.86    | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                   | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   10555000 | PA      | $10691844.87   | 0.26%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     369000 | PA      | $364673.91     | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54214.18      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56698.87      | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     715000 | PA      | $733937.32     | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    1360000 | PA      | $1401260.19    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                    | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    5000000 | PA      | $4945490.42    | 0.12%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      20000 | PA      | $17874.23      | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     130000 | PA      | $121298.94     | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3485000 | PA      | $3673304.13    | 0.09%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     228406 | PA      | $229340.74     | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 D                     | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     228406 | PA      | $229264.34     | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5082.17       | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10246.43      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1191930.06    | 0.03%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     760000 | PA      | $716098.44     | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     770000 | PA      | $763872.52     | 0.02%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403054.53     | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1605544.02    | 0.04%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1623146.77    | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2330270.42    | 0.06%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     428000 | PA      | $414905.97     | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $788311.77     | 0.02%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1462775.14    | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210525.83     | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $815882.61     | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     480000 | PA      | $485446.28     | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3144287.36    | 0.08%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1110700.07    | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3383719.39    | 0.08%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1549838.42    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1433524.31    | 0.04%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1471906.20    | 0.04%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     920000 | PA      | $930351.50     | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1774903.19    | 0.04%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1807204.38    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1046435.32    | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3771302.89    | 0.09%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $7303859.19    | 0.18%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2537670 | PA      | $2192706.66    | 0.05%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2271786 | PA      | $1974268.41    | 0.05%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4750864.21    | 0.12%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       8000 | PA      | $8844.63       | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2289471.66    | 0.06%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517461.09     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2063348.18    | 0.05%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     320000 | PA      | $319554.42     | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                        | JMIKE 2024-1A A2                   | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     845750 | PA      | $861886.99     | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2330000 | PA      | $2379139.70    | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      12000 | PA      | $12178.60      | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                                    | JDOT 2025-B A4                     | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $605644.50     | 0.01%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     550000 | PA      | $551146.52     | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |     540000 | PA      | $549347.65     | 0.01%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kallpa Generacion SA                                                             | KALLPA GENERACIO                   | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    1680000 | PA      | $1691443.52    | 0.04%             | 2035-09-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $52605.62      | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1985585.83    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251532.12     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22121.19      | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6783.08       | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504270.44     | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1619771.28    | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2012.46       | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15405.29      | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     125000 | PA      | $127709.67     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      20000 | PA      | $20516.44      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $369377.15     | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     780000 | PA      | $648932.59     | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1190210.72    | 0.03%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     520000 | PA      | $480762.90     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $962006.60     | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2226790.60    | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     550000 | PA      | $468460.80     | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155371.82     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3437529.31    | 0.08%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2873333.34    | 0.07%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1465296.31    | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KSA Ijarah Sukuk Ltd                                                             | KSA IJARAH SUKUK                   | CUSIP: 50116FAA0<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    1355000 | PA      | $1350640.69    | 0.03%             | 2030-09-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                        | KCOT 2025-1A A4                    | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     620000 | PA      | $635871.32     | 0.02%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                                 | KCOT 2025-2A A4                    | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $233323.09     | 0.01%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     182000 | PA      | $190385.59     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124946.11     | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     650000 | PA      | $481147.75     | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                    | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     300000 | PA      | $267870.23     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $141137.60     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $151210.04     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $131320.50     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $81018.86      | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A A3                   | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     790000 | PA      | $797160.64     | 0.02%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A A4                   | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $345531.43     | 0.01%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A B                    | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     370000 | PA      | $377070.63     | 0.01%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270000 | PA      | $275139.69     | 0.01%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $562326.11     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A B                    | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490000 | PA      | $491231.03     | 0.01%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $250706.98     | 0.01%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                                | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $261223.35     | 0.01%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A A4                   | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $71222.84      | 0.00%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $51137.57      | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30838.40      | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $31022.09      | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     110000 | PA      | $105648.96     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy Inc                                                                 | VITAL ENERGY INC                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3881.87       | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35055.02      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46643.01      | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $384397.12     | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14328.71      | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     772000 | PA      | $811619.33     | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $1805681.94    | 0.04%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     470000 | PA      | $304730.82     | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $934389.47     | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80610.49      | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2724782.88    | 0.07%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1655067.75    | 0.04%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    1835000 | PA      | $1954769.90    | 0.05%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     500000 | PA      | $383866.87     | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1074042.35    | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     645000 | PA      | $643498.47     | 0.02%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1832783.06    | 0.04%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   11310000 | PA      | $11215224.45   | 0.27%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $8930817.47    | 0.22%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |    1530000 | PA      | $1547236.52    | 0.04%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150920.49     | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     371000 | PA      | $371904.97     | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1835494.39    | 0.04%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2120191.43    | 0.05%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404746.66     | 0.01%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     900000 | PA      | $912505.49     | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1742000 | PA      | $1783393.87    | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2105871.86    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2705178.23    | 0.07%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                           | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127885.01     | 0.00%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A3                   | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390000 | PA      | $395364.14     | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                   | MTBAT 2025-1A A4                   | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $285263.86     | 0.01%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40764.95      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $29937.29      | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      45000 | PA      | $47472.37      | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     390000 | PA      | $395412.88     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39081.36      | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A3                   | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     630000 | PA      | $639423.48     | 0.02%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                                              | MTLRF 2025-1A A4                   | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $244571.88     | 0.01%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $111780.43     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      77000 | PA      | $57360.44      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      10000 | PA      | $7978.09       | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     260000 | PA      | $244740.63     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2012632.90    | 0.05%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $346052.77     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2086928.38    | 0.05%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     695000 | PA      | $710861.13     | 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        |    3783000 | PA      | $3865621.53    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2392404.48    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1794864.91    | 0.04%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5031.86       | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     236000 | PA      | $219270.52     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9782144.10    | 0.24%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1153227.04    | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3079.13       | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                        | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      70000 | PA      | $70346.83      | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     800000 | PA      | $642306.50     | 0.02%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     800000 | PA      | $503813.40     | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1988693.24    | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                      | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     947000 | PA      | $1155237.00    | 0.03%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      99000 | PA      | $100387.22     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     695000 | PA      | $731152.31     | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     370000 | PA      | $360139.31     | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     255000 | PA      | $262680.59     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $618525.41     | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $418511.84     | 0.01%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $419886.46     | 0.01%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                       | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1027274.47    | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     400000 | PA      | $325304.07     | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255504.12     | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B                   | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1406000 | PA      | $1426846.01    | 0.03%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $224549.71     | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $1034659.92    | 0.03%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     550000 | PA      | $522640.42     | 0.01%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $743535.03     | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1171892.80    | 0.03%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     900000 | PA      | $890515.22     | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     410000 | PA      | $386722.50     | 0.01%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1610940.77    | 0.04%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510622.19     | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8381.20       | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     650000 | PA      | $670002.18     | 0.02%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520870.89     | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     400000 | PA      | $424927.25     | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     519000 | PA      | $533231.16     | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204918.66     | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4664000 | PA      | $4714724.88    | 0.12%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509750.34     | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3228814.59    | 0.08%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1383116.16    | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     410500 | PA      | $409616.29     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1172369.87    | 0.03%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-1                            | MSRM 2023-1 A1                     | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4955325 | PA      | $4592090.00    | 0.11%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                         | MSRM 2024-INV3 A1                  | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709942 | PA      | $724640.25     | 0.02%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                         | MSRM 2024-INV4 A1                  | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16541089 | PA      | $16787088.18   | 0.41%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                         | MSRM 2024-INV4 A6                  | CUSIP: 61776XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     938495 | PA      | $935268.89     | 0.02%             | 2054-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010000 | PA      | $1072300.54    | 0.03%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $834979.20     | 0.02%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2667933.76    | 0.07%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24792.62      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $26630.54      | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      45000 | PA      | $46290.74      | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $29995.00      | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      15000 | PA      | $15077.96      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10254.45      | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20024.80      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59934.71      | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75033.46      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1057000 | PA      | $1064263.11    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     365000 | PA      | $258965.44     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1023000 | PA      | $1054844.08    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     349000 | PA      | $366357.88     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $421968.80     | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $319165.83     | 0.01%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA                   | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     312000 | PA      | $314770.26     | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA                   | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3070000 | PA      | $3104380.98    | 0.08%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $518487.57     | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15144.30      | 0.00%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | NATIONSTAR MTG                     | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10258.53      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $409806.66     | 0.01%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $182565.05     | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1370000 | PA      | $1395494.19    | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                    | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1276489.71    | 0.03%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                    | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $518537.66     | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVMT 2024-1 A                     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $125914.64     | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                              | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     599904 | PA      | $605787.38     | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     550000 | PA      | $557147.80     | 0.01%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     173000 | PA      | $152881.94     | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10148.72      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55347.34      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4934.23       | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4955.42       | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31813.29      | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $5267902.90    | 0.13%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1695079.95    | 0.04%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                            | NFMOT 2025-1A A                    | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1495650 | PA      | $1510527.55    | 0.04%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     295000 | PA      | $302744.91     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     500000 | PA      | $451179.65     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     900000 | PA      | $923143.04     | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     480000 | PA      | $498081.32     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1213624.68    | 0.03%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     360000 | PA      | $371330.39     | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2102838.53    | 0.05%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1319068.36    | 0.03%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126619.09     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100730.30     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                     | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $365199.62     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101475.91     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $303864.03     | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25017.41      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55026.02      | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A B                     | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270000 | PA      | $274218.62     | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $261295.29     | 0.01%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      50000 | PA      | $52912.08      | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      55000 | PA      | $59006.31      | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2115000 | PA      | $1995511.55    | 0.05%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     292000 | PA      | $298494.87     | 0.01%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     585000 | PA      | $395735.31     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42249.59      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     600000 | PA      | $402985.60     | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2534454.46    | 0.06%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1064997.12    | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     260000 | PA      | $238621.41     | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1047425.67    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30729.66      | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                              | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      13000 | PA      | $13947.89      | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2895.20       | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9108.06       | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5179.48       | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $184149.19     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $499057.17     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1448000 | PA      | $1364340.10    | 0.03%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $71197.64      | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1479000 | PA      | $1550214.06    | 0.04%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30387.39      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29785.87      | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2542308 | PA      | $2195125.00    | 0.05%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     320000 | PA      | $324834.12     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1060538.95    | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     680000 | PA      | $687626.02     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     550000 | PA      | $559221.76     | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                        | OLIN CORP                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30174.59      | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40558.55      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135078.24     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     698000 | PA      | $670141.47     | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2410590.46    | 0.06%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15364.94      | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10137.78      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $2156496.12    | 0.05%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15225.70      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40062.38      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3150000 | PA      | $3181235.72    | 0.08%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $445109.02     | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     175000 | PA      | $179716.39     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     105000 | PA      | $107555.86     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $311322.72     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     768000 | PA      | $527432.61     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1392082.49    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $377523.34     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     668000 | PA      | $611212.38     | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1769430.00    | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7358000 | PA      | $7355638.13    | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2548000 | PA      | $2551764.64    | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $2201588.68    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     360000 | PA      | $376043.05     | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                     | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     325000 | PA      | $335016.28     | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                     | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1541246.85    | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                         | OUTFRONT MEDIA C                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6732.68       | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      89000 | PA      | $90594.74      | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7074.86       | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-B A                     | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     265000 | PA      | $268120.96     | 0.01%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2024-D A                     | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $519434.29     | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-B A                     | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1280000 | PA      | $1300925.57    | 0.03%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1630000 | PA      | $1640739.91    | 0.04%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1356950.34    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $441708.65     | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74997.35      | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133846.33     | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1071908.32    | 0.03%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2202392.50    | 0.05%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                        | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     850000 | PA      | $848030.36     | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4643710.63    | 0.11%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5862529 | PA      | $5901087.33    | 0.14%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                         | PMTLT 2025-INV6 A8                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7625744 | PA      | $7735184.07    | 0.19%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5033984.50    | 0.12%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6758202.90    | 0.17%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                         | PMTLT 2025-INV9 A34                | CUSIP: 69392UBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6399907.20    | 0.16%             | 2056-09-01      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A1                 | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3654633 | PA      | $3704598.73    | 0.09%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                         | PMTLT 2025-INV1 A7                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1832227 | PA      | $1859936.72    | 0.05%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77036.99      | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $623828.45     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     408000 | PA      | $309589.58     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     678000 | PA      | $589807.62     | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69385.13      | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53865.96      | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2088000 | PA      | $2182824.91    | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1503139.69    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62189.61      | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301943.62     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                             | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    1500000 | PA      | $1396634.89    | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2061.01       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings Inc                                                          | PARK RIVER HOLD                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10131.59      | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1952.14       | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     580000 | PA      | $601748.33     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A B                     | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99597.64      | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $109523.12     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                       | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $109434.94     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1552815.04    | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5124.26       | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     270000 | PA      | $253543.83     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    7397000 | PA      | $6828193.77    | 0.17%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     425000 | PA      | $423551.56     | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2474000 | PA      | $2539513.50    | 0.06%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     940000 | PA      | $928850.89     | 0.02%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     996000 | PA      | $983144.48     | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3757000 | PA      | $3737441.35    | 0.09%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     575000 | PA      | $582067.08     | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1565000 | PA      | $1580428.78    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4923097 | PA      | $5304999.60    | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2856000 | PA      | $2950100.06    | 0.07%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1248000 | PA      | $1301514.99    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2400000 | PA      | $2319734.57    | 0.06%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63075.83      | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $532556.37     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     395000 | PA      | $412623.34     | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237433.05     | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2025713.70    | 0.05%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     370000 | PA      | $320581.23     | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     671000 | PA      | $661540.88     | 0.02%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $204031.53     | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)                   | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $208895.82     | 0.01%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     400000 | PA      | $265415.74     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67434.80      | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143756.79     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | PHINIA INC                         | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10304.44      | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      35000 | PA      | $37223.36      | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     840000 | PA      | $853366.70     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     140000 | PA      | $125794.61     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $820792.13     | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $723507.03     | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960000 | PA      | $962046.96     | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1285258.28    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV5 A8                 | CUSIP: 729907AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13899979 | PA      | $14128569.89   | 0.35%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A8                 | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798261 | PA      | $812918.41     | 0.02%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                         | PMTLT 2024-INV1 A9                 | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266087 | PA      | $267847.09     | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                         | PMTLT 2024-INV2 A1                 | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5802390 | PA      | $5881720.13    | 0.14%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                         | PMTLT 2024-INV2 A7                 | CUSIP: 73015CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2363844 | PA      | $2399497.17    | 0.06%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A1                 | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2932482 | PA      | $2981738.65    | 0.07%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                         | PMTLT 2025-INV7 A8                 | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8972425 | PA      | $9026573.54    | 0.22%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A7                 | CUSIP: 73015JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4209316 | PA      | $4269754.01    | 0.10%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140023 | PA      | $1145624.85    | 0.03%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                               | PFAST 2024-1A A4                   | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $251631.45     | 0.01%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6064.63       | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      99050 | PA      | $95608.28      | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                             | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124597 | PA      | $118664.83     | 0.00%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     539997 | PA      | $511423.77     | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     820000 | PA      | $776761.81     | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $306578.71     | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     588738 | PA      | $558571.19     | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     209763 | PA      | $199962.84     | 0.00%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     868926 | PA      | $830061.17     | 0.02%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $85831.82      | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87711.49      | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208369.90     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     800000 | PA      | $773157.55     | 0.02%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42796.99      | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106386.06     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135450.88     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     785000 | PA      | $806920.63     | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413128.25     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     240000 | PA      | $247628.92     | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      25000 | PA      | $24968.75      | 0.00%             | 2032-08-12      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30260.57      | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | QNITY ELECTRONIC                   | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20445.60      | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     260000 | PA      | $260223.63     | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28027.54      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42479.77      | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155882.64     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                                    | RCKT 2024-INV1 A1                  | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2098027 | PA      | $2138839.54    | 0.05%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                              | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100429.28     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20595.35      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41605.10      | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10278.97      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     593000 | PA      | $403817.75     | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      53000 | PA      | $51058.17      | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1713496.04    | 0.04%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     170000 | PA      | $180250.36     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307462.69     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     795000 | PA      | $808002.11     | 0.02%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                    | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205322.85     | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1873957.14    | 0.05%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $4311468.98    | 0.11%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $952775.62     | 0.02%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $313616.06     | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     541000 | PA      | $555614.74     | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | RIVERS BOR/FIN                     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8147.89       | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | RIVERS LLC/CORP                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15138.56      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30798.03      | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $46485.43      | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      31920 | PA      | $31935.96      | 0.00%             | 2028-11-28      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19609.86      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                     | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46980.00      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $26091.12      | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $68947.11      | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1016000 | PA      | $1017899.56    | 0.02%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     676000 | PA      | $690434.99     | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $519939.83     | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $816045.43     | 0.02%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     750000 | PA      | $774235.04     | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1733000 | PA      | $1773574.91    | 0.04%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     870000 | PA      | $873162.74     | 0.02%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1737000 | PA      | $1751919.33    | 0.04%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1170000 | PA      | $1184038.69    | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25296.07      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30464.02      | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1565260.47    | 0.04%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A A3                   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101178.90     | 0.00%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $128512.29     | 0.00%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $234610.14     | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     920000 | PA      | $934097.62     | 0.02%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127963.58     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50863.60      | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A A4                   | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     470000 | PA      | $475453.88     | 0.01%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $182501.12     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1317497.61    | 0.03%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                            | SBALT 2025-A A4                    | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $242913.67     | 0.01%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $92463.46      | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                             | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $191357.06     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                        | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340000 | PA      | $302204.89     | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9999.80       | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      25000 | PA      | $24391.03      | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204790.69     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     407000 | PA      | $408694.18     | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3875.25       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     408000 | PA      | $370702.95     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     240000 | PA      | $237077.79     | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                            | SBCLN 2024-B D                     | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $251111.95     | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4440000 | PA      | $4428284.04    | 0.11%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $129060.63     | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 B                     | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $172554.34     | 0.00%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $183876.73     | 0.00%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $194816.80     | 0.00%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6415000 | PA      | $6526932.77    | 0.16%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75000 | PA      | $76010.21      | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $202980.58     | 0.00%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2520000 | PA      | $2537539.96    | 0.06%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     159523 | PA      | $161949.09     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 B                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $171368.62     | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 B                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270000 | PA      | $271585.17     | 0.01%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1820000 | PA      | $1830628.25    | 0.04%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2305771.00    | 0.06%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                     | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |      55000 | PA      | $55300.80      | 0.00%             | 2032-07-09      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                               | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $141321.19     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                   | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     365000 | PA      | $370155.01     | 0.01%             | 2027-05-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     395000 | PA      | $430148.80     | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | SCIENCE APP                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15005.16      | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      81379 | PA      | $82139.89      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      29592 | PA      | $29855.12      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B B                     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     965095 | PA      | $973280.74     | 0.02%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     125105 | PA      | $126055.68     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     107233 | PA      | $107940.25     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                             | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1621895.00    | 0.04%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A2                  | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     660271 | PA      | $671345.13     | 0.02%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                 | SEMT 2024-INV1 A5                  | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230136 | PA      | $233058.03     | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9835.25       | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16245.21      | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17631.27      | 0.00%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A A4                   | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $264978.48     | 0.01%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $82067.65      | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $490339.01     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     182000 | PA      | $205913.94     | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     505000 | PA      | $510126.93     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15504.07      | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1930000 | PA      | $2085006.48    | 0.05%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     241000 | PA      | $184929.07     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5700.66       | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1810666.17    | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                           | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20383.07      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     674000 | PA      | $683662.19     | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     520000 | PA      | $538547.91     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2320000 | PA      | $2373156.17    | 0.06%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     801000 | PA      | $826574.48     | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | SOLSTICE ADVANCE                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30083.21      | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     387000 | PA      | $380915.75     | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3420000 | PA      | $3379782.93    | 0.08%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     420000 | PA      | $426412.57     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5220.92       | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      13000 | PA      | $13796.03      | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     129000 | PA      | $130991.16     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $683121.13     | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     510000 | PA      | $384992.18     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76581.65      | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     455000 | PA      | $463827.61     | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $704045.20     | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     410000 | PA      | $421941.28     | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     530000 | PA      | $540598.78     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     110000 | PA      | $85274.77      | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     550000 | PA      | $468373.90     | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     850000 | PA      | $898442.92     | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     500000 | PA      | $437212.38     | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     520000 | PA      | $533709.19     | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     490000 | PA      | $489473.70     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     790000 | PA      | $792243.30     | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1123018.00    | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1607664.95    | 0.04%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     240000 | PA      | $263962.55     | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      50000 | PA      | $60879.58      | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25322.52      | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20489.25      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10266.82      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15208.42      | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20289.23      | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36273.14      | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $375595.08     | 0.01%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1598309.61    | 0.04%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404906.02     | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3713247.24    | 0.09%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    1035000 | PA      | $1064734.99    | 0.03%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                            | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5117251.17    | 0.13%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA A3                   | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1160000 | PA      | $1167751.47    | 0.03%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA A4                   | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     320000 | PA      | $322649.95     | 0.01%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA B                    | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $302675.04     | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $505057.55     | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $411419.05     | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                          | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |       2000 | PA      | $1927.88       | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     446625 | PA      | $452790.79     | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2II                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     238200 | PA      | $244327.05     | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $855384.12     | 0.02%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $78839.68      | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7326.77       | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45801.71      | 0.00%             | 2174-03-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178722.51     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1702173.38    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2022132.84    | 0.05%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     870000 | PA      | $884302.06     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2129350.98    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1298119.65    | 0.03%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                    | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1520000 | PA      | $1546538.59    | 0.04%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2536553.04    | 0.06%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2036636.88    | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     960000 | PA      | $652229.42     | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158298.18     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     905000 | PA      | $924540.78     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     440000 | PA      | $450128.79     | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2052486.56    | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409723.79     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                                         | TMUST 2024-2A A                    | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     830000 | PA      | $833191.18     | 0.02%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                | TMUST 2025-1A A                    | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1519146.75    | 0.04%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                            | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2620000 | PA      | $2625473.18    | 0.06%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2680000 | PA      | $2044788.91    | 0.05%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $65322.88      | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12839.48      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $203003.95     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                     | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204547.95     | 0.01%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     330000 | PA      | $337715.86     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     936000 | PA      | $939048.57     | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      70000 | PA      | $74493.90      | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $421062.92     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96544.16      | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407969.07     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                   | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    6250000 | PA      | $6466731.25    | 0.16%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $410570.88     | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                           | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     610000 | PA      | $610804.90     | 0.01%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      59000 | PA      | $57929.84      | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $15064.20      | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      60000 | PA      | $62456.12      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      45000 | PA      | $46336.60      | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     105000 | PA      | $106000.04     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     272300 | PA      | $277443.75     | 0.01%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      30000 | PA      | $32754.75      | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     270000 | PA      | $258178.03     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     130000 | PA      | $104339.54     | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39856.87      | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $419780.33     | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1738651.97    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                      | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $186644.72     | 0.00%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     320000 | PA      | $324059.58     | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1988282.88    | 0.05%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                     | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     185000 | PA      | $187765.18     | 0.00%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                         | TLOT 2025-A A4                     | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $466104.80     | 0.01%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A3                     | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     660000 | PA      | $664505.95     | 0.02%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $141417.65     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     260000 | PA      | $264400.24     | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1558775.59    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $487388.51     | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     955000 | PA      | $955414.42     | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35800.63      | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61811.22      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      95000 | PA      | $96332.69      | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      15000 | PA      | $14804.70      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                     | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     275000 | PA      | $269568.62     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd                                                   | TRANSOCEAN TITAN                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       8095 | PA      | $8302.00       | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348457 | PA      | $345536.77     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $138732.36     | 0.00%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114382 | PA      | $115337.09     | 0.00%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $21650.00      | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      20000 | PA      | $21328.80      | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Tronox Inc                                                                       | TRONOX INC                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     115000 | PA      | $112668.87     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      60000 | PA      | $64995.71      | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     450000 | PA      | $463430.03     | 0.01%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                               | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1680000 | PA      | $1681240.34    | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     403000 | PA      | $319547.47     | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     494000 | PA      | $510662.48     | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2451732.78    | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     900000 | PA      | $891154.90     | 0.02%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739742.32     | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230247.13     | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1401544.72    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     135000 | PA      | $126638.10     | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     330000 | PA      | $344613.62     | 0.01%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3675000 | PA      | $3823797.78    | 0.09%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     947000 | PA      | $955202.16     | 0.02%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $987605.40     | 0.02%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46443.36      | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10065.90      | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                                     | USAOT 2024-A A4                    | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $81206.39      | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10173.11      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     280000 | PA      | $280008.06     | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5015.19       | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     705000 | PA      | $683542.38     | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     895000 | PA      | $886881.84     | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3431518.31    | 0.08%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                    | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1160000 | PA      | $1161290.62    | 0.03%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                       | USCLN 2025-SUP1 B                  | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1151622 | PA      | $1152307.34    | 0.03%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                      | USCAR 2025-1A A4                   | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $193328.93     | 0.00%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     750000 | PA      | $586848.61     | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     430000 | PA      | $405774.45     | 0.01%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     200000 | PA      | $141081.03     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59895.68      | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1196985.04    | 0.03%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5010000 | PA      | $4958337.19    | 0.12%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1619000 | PA      | $1585160.50    | 0.04%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     610000 | PA      | $544002.56     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     569000 | PA      | $551248.95     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6343000 | PA      | $6853204.57    | 0.17%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   24277000 | PA      | $25122478.00   | 0.62%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    8595000 | PA      | $8592751.72    | 0.21%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1982453.58    | 0.05%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399346.30     | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172531.82     | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     725000 | PA      | $728351.01     | 0.02%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     775000 | PA      | $778217.85     | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1085703.25    | 0.03%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517183.22     | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3851000 | PA      | $3957538.66    | 0.10%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3800000 | PA      | $3825976.57    | 0.09%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11400000 | PA      | $11303367.22   | 0.28%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $395640.62     | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8239000 | PA      | $8448837.03    | 0.21%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14153000 | PA      | $11782925.32   | 0.29%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7211000 | PA      | $5979778.07    | 0.15%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     992000 | PA      | $804411.25     | 0.02%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2363000 | PA      | $1828371.25    | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3794000 | PA      | $2969990.63    | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4099097.67    | 0.10%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $833867.19     | 0.02%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2104000 | PA      | $1683857.50    | 0.04%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2376000 | PA      | $1858570.31    | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17400000 | PA      | $12457312.50   | 0.30%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $773281.25     | 0.02%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9900000 | PA      | $6981433.57    | 0.17%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10300000 | PA      | $7236152.32    | 0.18%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $8464847.69    | 0.21%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2600000 | PA      | $1883273.44    | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1228316.40    | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5086000 | PA      | $3839135.31    | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7900000 | PA      | $6087628.93    | 0.15%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5200000 | PA      | $3907515.61    | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8500000 | PA      | $6825234.38    | 0.17%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8370000 | PA      | $6265729.69    | 0.15%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4800000 | PA      | $3500437.49    | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $4465507.83    | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $2223414.05    | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15200000 | PA      | $9086156.29    | 0.22%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15844000 | PA      | $7769130.12    | 0.19%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20566000 | PA      | $10335218.31   | 0.25%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9424000 | PA      | $5935279.40    | 0.15%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10539000 | PA      | $6705438.75    | 0.16%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14521000 | PA      | $7787453.44    | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10270000 | PA      | $5863528.13    | 0.14%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8000000 | PA      | $5619687.52    | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15055000 | PA      | $9681658.83    | 0.24%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $3455187.50    | 0.08%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $1300847.66    | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8400000 | PA      | $5894109.40    | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1116070.31    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $4994062.50    | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5652000 | PA      | $4747900.77    | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5273000 | PA      | $3855881.25    | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2866000 | PA      | $2440690.07    | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9525000 | PA      | $8427020.48    | 0.21%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5742000 | PA      | $4745897.59    | 0.12%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6350312.50    | 0.16%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5659000 | PA      | $4672875.05    | 0.11%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3388000 | PA      | $3068257.50    | 0.08%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8800000 | PA      | $7953343.73    | 0.19%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6093000 | PA      | $5879982.99    | 0.14%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13566000 | PA      | $13586136.96   | 0.33%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11260000 | PA      | $11375678.93   | 0.28%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $4984453.10    | 0.12%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $12418218.75   | 0.30%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2900000 | PA      | $2849250.00    | 0.07%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5360000 | PA      | $5320009.36    | 0.13%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4300000 | PA      | $3970277.33    | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3189100 | PA      | $2960008.00    | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4800000 | PA      | $4621687.49    | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8439000 | PA      | $8361532.60    | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4600000 | PA      | $4521296.85    | 0.11%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11600000 | PA      | $11672500.00   | 0.29%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $401250.00     | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6154000 | PA      | $6038372.12    | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7064000 | PA      | $6755501.84    | 0.17%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7580000 | PA      | $7365628.13    | 0.18%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7400000 | PA      | $6747296.84    | 0.17%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1127039.06    | 0.03%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2049000 | PA      | $1925979.97    | 0.05%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5396000 | PA      | $5016382.98    | 0.12%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12733000 | PA      | $11013050.17   | 0.27%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21070000 | PA      | $19619791.30   | 0.48%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18900000 | PA      | $17779288.97   | 0.44%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25800000 | PA      | $24334640.50   | 0.60%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30500000 | PA      | $29220429.54   | 0.72%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17357000 | PA      | $16317614.07   | 0.40%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18628000 | PA      | $18041508.97   | 0.44%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21600000 | PA      | $21276000.00   | 0.52%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26739000 | PA      | $25734198.38   | 0.63%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17650000 | PA      | $16407605.38   | 0.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2990000 | PA      | $2871918.35    | 0.07%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $694312.50     | 0.02%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5563000 | PA      | $5719024.74    | 0.14%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11400000 | PA      | $11983359.32   | 0.29%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1447578.12    | 0.04%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21232000 | PA      | $21830808.64   | 0.53%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8688000 | PA      | $8782346.21    | 0.21%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6655000 | PA      | $6638362.50    | 0.16%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2558007.80    | 0.06%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20699000 | PA      | $21545556.81   | 0.53%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18332000 | PA      | $18533938.35   | 0.45%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9800000 | PA      | $9650703.08    | 0.24%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17500000 | PA      | $17417968.75   | 0.43%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29812000 | PA      | $29462640.63   | 0.72%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7800000 | PA      | $7889273.42    | 0.19%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9884000 | PA      | $10094035.00   | 0.25%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8700000 | PA      | $9042562.50    | 0.22%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10474000 | PA      | $10622518.07   | 0.26%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39881000 | PA      | $40120908.94   | 0.98%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1418976.57    | 0.03%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1520039.06    | 0.04%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41736000 | PA      | $41861533.96   | 1.02%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26900000 | PA      | $26938878.84   | 0.66%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3650000 | PA      | $3671814.44    | 0.09%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12500000 | PA      | $12617675.75   | 0.31%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1600000 | PA      | $1620500.00    | 0.04%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20300000 | PA      | $20407843.75   | 0.50%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $12078281.28   | 0.30%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11800000 | PA      | $11857156.25   | 0.29%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     120000 | PA      | $131272.79     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1430246.74    | 0.04%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     500000 | PA      | $391514.90     | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     500000 | PA      | $407658.97     | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     400000 | PA      | $353910.54     | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111935.76     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     350000 | PA      | $297316.11     | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $333347.02     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     559000 | PA      | $575438.17     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     540000 | PA      | $564293.09     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1136383.93    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1279100.73    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994563.25     | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     695000 | PA      | $701590.65     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2867995.05    | 0.07%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     895000 | PA      | $925224.91     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1124299.55    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3107.82       | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     132000 | PA      | $136365.19     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     190000 | PA      | $201542.20     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $13572.98      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36222.19      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45297.00      | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      28000 | PA      | $29056.53      | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                      | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $288604.84     | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     780000 | PA      | $803289.93     | 0.02%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                         | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |    2610000 | PA      | $2623218.87    | 0.06%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21084.47      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $21263.86      | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19160.05      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      25000 | PA      | $23606.82      | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46933.75      | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42005.14      | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     900000 | PA      | $886344.80     | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $867379.90     | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     455000 | PA      | $329082.77     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1378276.71    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     901000 | PA      | $554754.24     | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $732698.83     | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286072.41     | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     750000 | PA      | $574059.47     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1375526.02    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS                   | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1299356.12    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-3 B                      | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $142057.59     | 0.00%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $128328.88     | 0.00%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 A                      | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     290000 | PA      | $298866.92     | 0.01%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $287609.64     | 0.01%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 C                      | CUSIP: 92348KDD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $133493.43     | 0.00%             | 2032-06-21      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-6 A1A                    | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1080000 | PA      | $1085049.76    | 0.03%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 B                      | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     370000 | PA      | $371569.39     | 0.01%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 B                      | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $434346.91     | 0.01%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $181719.18     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 B                      | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101571.85     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     163000 | PA      | $165024.10     | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 A                      | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1580000 | PA      | $1625965.20    | 0.04%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 B                      | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $163786.19     | 0.00%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 C                      | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $173899.32     | 0.00%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 B                      | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1090000 | PA      | $1097578.55    | 0.03%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     380000 | PA      | $382092.17     | 0.01%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 A                      | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1720000 | PA      | $1763213.45    | 0.04%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     630000 | PA      | $640363.19     | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     420000 | PA      | $427442.06     | 0.01%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $201612.52     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $343204.60     | 0.01%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $161734.51     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $407257.02     | 0.01%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $305280.90     | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $446388.45     | 0.01%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $558304.34     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     840000 | PA      | $889466.74     | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1060852.22    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     800000 | PA      | $731109.99     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     263000 | PA      | $259934.43     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1812115.88    | 0.04%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     362000 | PA      | $280347.76     | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1181175.98    | 0.03%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      75000 | PA      | $64800.95      | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1541651.73    | 0.04%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605635.78     | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809440.17     | 0.02%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407043.19     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      30000 | PA      | $29201.42      | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1405000 | PA      | $1383999.58    | 0.03%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1994891.45    | 0.05%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                    | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1960000 | PA      | $1982643.88    | 0.05%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                    | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $132270.96     | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27910.46      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     635000 | PA      | $717113.24     | 0.02%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                      | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $535396.62     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10339.38      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105013.86     | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd                                                    | WEATHERFORD INTE                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      30000 | PA      | $30027.12      | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                      | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270478.63     | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1164732.57    | 0.03%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1826516.30    | 0.04%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     860000 | PA      | $760029.36     | 0.02%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     630000 | PA      | $516415.07     | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $853478.15     | 0.02%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     670000 | PA      | $594764.85     | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5                   | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1670000 | PA      | $1729614.16    | 0.04%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     450000 | PA      | $425866.95     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1105919.17    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $747626.89     | 0.02%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $2502286.46    | 0.06%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     570000 | PA      | $554080.12     | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $837613.48     | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $377716.10     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1132296.85    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1572756.01    | 0.04%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2372380.92    | 0.06%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408726.89     | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413821.32     | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $499812.50     | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $722934.50     | 0.02%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      88241 | PA      | $86057.87      | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62190.83      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21983.60      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7531.92       | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136532.61     | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                    | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $420982.30     | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                     | WLAKE 2025-2A B                    | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $462421.95     | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $299183.19     | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $184659.25     | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     820000 | PA      | $731587.02     | 0.02%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295746.62     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174001.40     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61338.01      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      92000 | PA      | $97025.05      | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10086.81      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     147000 | PA      | $146729.68     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1148837.43    | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87625.82      | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1503816.67    | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403548.03     | 0.01%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     825000 | PA      | $763866.55     | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     101000 | PA      | $109310.67     | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $955408.74     | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A4                    | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $436931.60     | 0.01%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $163282.94     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $223414.55     | 0.01%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                         | WOART 2025-C B                     | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $502244.05     | 0.01%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A B                      | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     125000 | PA      | $127236.60     | 0.00%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $1959.17       | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                   | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      30000 | PA      | $30392.36      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4899.54       | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10273.98      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15727.97      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24814.83      | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1118000 | PA      | $1143774.04    | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    2438000 | PA      | $2411354.85    | 0.06%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                            | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     320000 | PA      | $323842.84     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: AP4289843<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     521000 | PA      | $224109.96     | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $73505.36      | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | CEMEX SAB                          | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |    1735000 | PA      | $1729587.47    | 0.04%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    5398000 | PA      | $5326989.93    | 0.13%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     313000 | PA      | $318488.66     | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    4500000 | PA      | $4643595.34    | 0.11%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1150000 | PA      | $1102009.14    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $510125.60     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1500000 | PA      | $1616667.01    | 0.04%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     450000 | PA      | $414121.63     | 0.01%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1538000 | PA      | $1540710.91    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1700000 | PA      | $1689827.65    | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1500000 | PA      | $1560608.82    | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     340000 | PA      | $340535.91     | 0.01%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    3314000 | PA      | $3337875.48    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    1000000 | PA      | $1010865.12    | 0.02%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                               | KOREA HYDRO & NU                   | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |     237000 | PA      | $242316.24     | 0.01%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    2200000 | PA      | $2137760.02    | 0.05%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        538 | NC      | $355508.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -72 | NC      | $-23396.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 3.940000 29-JAN-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -2000000 | NC      | $-61192.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.440000 29-JAN-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4000000 | NC      | $26521.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.944600 12-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 3899420000 | NC      | $-14960.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.300000 11-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10100000 | NC      | $146879.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 3933110000 | NC      | $2575.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  178962011 | NC      | $-4060767.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -15300000 | NC      | $-18526.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   15300000 | NC      | $2173.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   14400000 | NC      | $73002.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -14400000 | NC      | $-7261.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2463000 | NC      | $-9302.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.457300 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17611504 | NC      | $21869.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.508800 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17611504 | NC      | $40610.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.625000 18-JUN-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17230000 | NC      | $-199882.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.457500 18-JUN-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   62090000 | NC      | $155604.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.035000 18-DEC-2055 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1140000 | NC      | $22156.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.538900 10-DEC-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    9000000 | NC      | $-14340.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.130800 18-DEC-2030 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17449165 | NC      | $-57723.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.410500 09-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4600000 | NC      | $22623.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.105000 09-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5500000 | NC      | $-19537.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.823500 09-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1300000 | NC      | $-1351.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.961000 09-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1260000 | NC      | $-7093.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.072000 10-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   20000000 | NC      | $-82967.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.349000 10-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   16800000 | NC      | $127394.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.733000 10-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4600000 | NC      | $-37581.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.860000 10-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1300000 | NC      | $15994.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: USD 3.259500 15-SEP-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11200000 | NC      | $29755.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.780000 15-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5300000 | NC      | $-140377.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (MEX)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    7196000 | NC      | $-27875.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -2475000 | NC      | $-172489.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: OIS 3.793500 19-SEP-2055 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1260000 | NC      | $30320.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.221000 22-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   22800000 | NC      | $-35337.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.465000 22-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   19100000 | NC      | $53621.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.803500 22-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5200000 | NC      | $-15487.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (STLA)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -400000 | NC      | $71412.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    2000000 | NC      | $-38727.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.638350 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5000000 | NC      | $-7242.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.955020 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3200000 | NC      | $6297.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.927023 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3200000 | NC      | $-5274.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.619318 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5200000 | NC      | $308.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.000000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   60900000 | NC      | $149768.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 2.250000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -91350000 | NC      | $-42829.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.900000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7300000 | NC      | $0.73          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.500000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7300000 | NC      | $8.03          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -48900000 | NC      | $-408499.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTP 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -48900000 | NC      | $-495228.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -11300000 | NC      | $-403429.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   41300000 | NC      | $902290.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   41300000 | NC      | $884779.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -11300000 | NC      | $-477143.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.800000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3400000 | NC      | $95075.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.600000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -3400000 | NC      | $-55742.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.450000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -3400000 | NC      | $-36372.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.810000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -6900000 | NC      | $-202751.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 2.700000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -26700000 | NC      | $-58036.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 3.260000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6900000 | NC      | $42625.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -14 | NC      | $-7018.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       4988 | PA      | $4987.50       | 0.00%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20000 | PA      | $19956.76      | 0.00%             | 2032-07-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT Dec25            | CUSIP: XMZ520252<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         85 | NC      | $-40547.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: ED0617438<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     780000 | PA      | $1046956.06    | 0.03%             | 2026-03-31      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     300000 | PA      | $430434.02     | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $1075955.72    | 0.03%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $273400.85     | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    6312000 | PA      | $6376831.18    | 0.16%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    6340000 | PA      | $6343633.45    | 0.16%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CITY OF BUENOS                     | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     133340 | PA      | $132639.97     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     340000 | PA      | $390749.18     | 0.01%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     700000 | PA      | $709306.78     | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     600000 | PA      | $705471.64     | 0.02%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    1055000 | PA      | $1239114.85    | 0.03%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $423727.02     | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    2000000 | PA      | $2046627.40    | 0.05%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    2460000 | PA      | $2677533.31    | 0.07%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1236056.23    | 0.03%             | 2028-07-09      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |    1003000 | PA      | $1334563.29    | 0.03%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     113000 | PA      | $84589.94      | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     805000 | PA      | $1041446.74    | 0.03%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     760000 | PA      | $890823.41     | 0.02%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134226.52     | 0.00%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     648000 | PA      | $793287.65     | 0.02%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     900000 | PA      | $1049022.05    | 0.03%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $351757.16     | 0.01%             | 2174-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     100000 | PA      | $85410.65      | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     380000 | PA      | $439761.40     | 0.01%             | 2173-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                          | OQ SAOC                            | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |    2000000 | PA      | $2022119.00    | 0.05%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    2088897 | PA      | $2036674.19    | 0.05%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |     200000 | PA      | $199082.20     | 0.00%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    2040000 | PA      | $1782277.62    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     364000 | PA      | $409891.48     | 0.01%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $446378.20     | 0.01%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    1700000 | PA      | $1630387.55    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     500000 | PA      | $368611.75     | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $87697.90      | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $679109.55     | 0.02%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1918801 | PA      | $1742895.33    | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     312000 | PA      | $392898.23     | 0.01%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $584935.31     | 0.01%             | 2173-12-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1852281.07    | 0.05%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    4251000 | PA      | $4164077.68    | 0.10%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    1100000 | PA      | $1227882.48    | 0.03%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     337000 | PA      | $394462.66     | 0.01%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $744823.42     | 0.02%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     550000 | PA      | $599878.33     | 0.01%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1053297.76    | 0.03%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $433728.49     | 0.01%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $250335.01     | 0.01%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $157205.82     | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1180310.97    | 0.03%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     768000 | PA      | $887388.66     | 0.02%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                         | GACI FIRST INVST                   | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    7119000 | PA      | $7208416.06    | 0.18%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $279700.95     | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    6200000 | PA      | $6462632.00    | 0.16%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    3402000 | PA      | $3650287.83    | 0.09%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $227800.21     | 0.01%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     347000 | PA      | $412284.38     | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $380700.33     | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    2006000 | PA      | $2074296.68    | 0.05%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $207159.38     | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     400000 | PA      | $507612.96     | 0.01%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $124657.58     | 0.00%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     800000 | PA      | $1017968.88    | 0.02%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $375470.42     | 0.01%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $427204.57     | 0.01%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    3429000 | PA      | $4123308.66    | 0.10%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     600000 | PA      | $636802.68     | 0.02%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $345336.71     | 0.01%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     375000 | PA      | $440623.03     | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW                   | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     116000 | PA      | $141541.61     | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $387088.63     | 0.01%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     571000 | PA      | $702372.74     | 0.02%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    1038000 | PA      | $1093979.34    | 0.03%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |     530000 | PA      | $550930.39     | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $483757.35     | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     500000 | PA      | $636855.67     | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     264000 | PA      | $317105.93     | 0.01%             | 2031-07-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     111000 | PA      | $142211.55     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $404069.35     | 0.01%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                  | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1577738.29    | 0.04%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    4445000 | PA      | $4448059.05    | 0.11%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     123000 | PA      | $148158.22     | 0.00%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $361864.11     | 0.01%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                      | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     600000 | PA      | $696849.56     | 0.02%             | 2038-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |    3739000 | PA      | $4352729.41    | 0.11%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     400000 | PA      | $471553.47     | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $697943.04     | 0.02%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                            | ALBANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AL        |    1322000 | PA      | $1560145.43    | 0.04%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $658822.03     | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |    2000000 | PA      | $2097104.40    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |    2000000 | PA      | $2138839.20    | 0.05%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    6260000 | PA      | $7315716.40    | 0.18%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     600000 | PA      | $717572.69     | 0.02%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     826000 | PA      | $969732.72     | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    1993000 | PA      | $2349199.99    | 0.06%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    3375000 | PA      | $3971144.79    | 0.10%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1634958.71    | 0.04%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1312045.57    | 0.03%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                    | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    7633000 | PA      | $8920109.76    | 0.22%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    7571000 | PA      | $8855638.01    | 0.22%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |    1300000 | PA      | $1576997.28    | 0.04%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    9521000 | PA      | $11139195.50   | 0.27%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $465314.57     | 0.01%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                    | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |     700000 | PA      | $818680.06     | 0.02%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     800000 | PA      | $946434.48     | 0.02%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                           | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |     215000 | PA      | $250359.31     | 0.01%             | 2032-07-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |    2100000 | PA      | $2494682.28    | 0.06%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    3333000 | PA      | $3768383.49    | 0.09%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    1670000 | PA      | $1943834.15    | 0.05%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1573000 | PA      | $1877377.55    | 0.05%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA                   | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |    9796000 | PA      | $11458274.51   | 0.28%             | 2035-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                      | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     273000 | PA      | $320174.49     | 0.01%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    8936000 | PA      | $10473371.70   | 0.26%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer