# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-032306
**Filing Date:** 2026-3
**Character Count:** 294361
**Document Hash:** c57bc0068a30f337904024be35dbd151
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-032306.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-032306

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 26797738

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

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

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

## Series and Classes Contracts Data

### Short Duration Bond Fund (Series ID: S000001601)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004336 | Class S      | RFBSX           |
| C000004337 | Class C      | RSBCX           |
| C000043470 | Class A      | RSBTX           |
| C000066918 | Class Y      | RSBYX           |
| C000166204 | Class R6     | RDBRX           |
| C000178370 | Class M      | RSDTX           |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

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

- **b. EDGAR series identifier (if any):** S000001601

- **c. LEI of Series:** SYIWP2HFI2PTL75P6V57

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $486643494.09

**Total Liabilities:** $2302914.89

**Net Assets:** $484340579.20

**Delayed Delivery Securities:** $1848817.00

**Cash Not Reported:** $1358851.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1236.81000000 | **1-Year:** -35227.64000000 | **5-Year:** -25190.48000000 | **10-Year:** -1804.44000000 | **30-Year:** -870.93000000

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

- **3-Month:** -24.43000000 | **1-Year:** -875.75000000 | **5-Year:** -3090.29000000 | **10-Year:** -288.13000000 | **30-Year:** -50.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004336 | 0.47%                | 0.31%                | 0.32%                |
| Class ID C000004337 | 0.41%                | 0.19%                | 0.27%                |
| Class ID C000043470 | 0.45%                | 0.27%                | 0.32%                |
| Class ID C000066918 | 0.48%                | 0.28%                | 0.37%                |
| Class ID C000166204 | 0.48%                | 0.33%                | 0.32%                |
| Class ID C000178370 | 0.48%                | 0.32%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $831958.49               | $-502747.28                                |
| Month 2  | $168860.59               | $-239524.97                                |
| Month 3  | $102834.55               | $-440.98                                   |

### Schedule of Portfolio Investments

| Name                                                                                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                                                                       | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    557000 | PA      | $555521.73    | 0.11%             | 2028-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                                             | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386127.69    | 0.08%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2024-SFR2 Trust                                                            | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148116.57    | 0.03%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615168 | PA      | $2576092.67   | 0.53%             | 2038-08-17      | Fixed         | 1.53%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1721908.65   | 0.36%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    820000 | PA      | $803141.87    | 0.17%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1794390.80   | 0.37%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    790000 | PA      | $798383.26    | 0.16%             | 2027-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1170000 | PA      | $1191952.62   | 0.25%             | 2027-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    945000 | PA      | $960107.54    | 0.20%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1530000 | PA      | $1524671.36   | 0.31%             | 2029-02-28      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    446000 | PA      | $451985.98    | 0.09%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                                                                      | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597603.64    | 0.12%             | 2027-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    625000 | PA      | $608244.56    | 0.13%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                                             | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392198 | PA      | $393675.35    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                                                                              | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    546000 | PA      | $541290.97    | 0.11%             | 2027-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753303.96    | 0.16%             | 2028-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    615000 | PA      | $625994.53    | 0.13%             | 2028-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    817000 | PA      | $859420.76    | 0.18%             | 2028-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    649000 | PA      | $635428.86    | 0.13%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    695000 | PA      | $702991.30    | 0.15%             | 2028-02-16      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    915000 | PA      | $928388.21    | 0.19%             | 2029-04-25      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408756.59    | 0.08%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $608717.71    | 0.13%             | 2029-12-17      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2020791.72   | 0.42%             | 2030-04-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                    | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4430000 | PA      | $4482965.17   | 0.93%             | 2030-07-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                                            | Angel Oak Mortgage Trust 2025-10                                                | CUSIP: 034940AA4<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    234592 | PA      | $235468.78    | 0.05%             | 2070-09-25      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    381000 | PA      | $386472.23    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust                                                         | Arbor Multifamily Mortgage Securities Trust 2021-MF3                            | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $338320.85    | 0.07%             | 2054-10-15      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    602000 | PA      | $590591.12    | 0.12%             | 2027-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                                                        | ARES XLIV CLO Ltd                                                               | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $1026143.90   | 0.21%             | 2034-04-15      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| ARI Fleet Lease Trust                                                                               | ARI Fleet Lease Trust 2026-A                                                    | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $274993.33    | 0.06%             | 2034-11-15      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495966.63    | 0.10%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                                                | Atlas Warehouse Lending Co LP                                                   | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004885.18   | 0.21%             | 2028-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                                     | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $478936.83    | 0.10%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    419000 | PA      | $391496.65    | 0.08%             | 2030-04-30      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    626000 | PA      | $618083.35    | 0.13%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1269460.38   | 0.26%             | 2032-02-20      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    583000 | PA      | $604291.10    | 0.12%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $82848.17     | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                              | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $270599.21    | 0.06%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543000 | PA      | $555063.96    | 0.11%             | 2058-09-15      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                            | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202290.86    | 0.04%             | 2030-05-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                                                     | BAE Systems PLC                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1295000 | PA      | $1310102.99   | 0.27%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720476.18    | 0.15%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    775000 | PA      | $755670.21    | 0.16%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54898 | PA      | $52396.44     | 0.01%             | 2053-10-15      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                                                            | BCRED MML CLO 2021-1 LLC                                                        | CUSIP: 05554LAG7<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200298.60    | 0.04%             | 2035-01-15      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                                                                  | BMW US Capital LLC                                                              | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605011.46    | 0.12%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1537989.50   | 0.32%             | 2029-06-12      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-2                                                  | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365000 | PA      | $2368839.96   | 0.49%             | 2028-09-25      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $784390.48    | 0.16%             | 2042-12-15      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                                            | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419984.50    | 0.09%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    685000 | PA      | $685343.79    | 0.14%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $639770.51    | 0.13%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                              | CUSIP: 05970UE46<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |    850000 | PA      | $841667.45    | 0.17%             | 2026-05-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    579000 | PA      | $579472.08    | 0.12%             | 2027-06-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1064836.61   | 0.22%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829939.58    | 0.17%             | 2028-11-10      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1948710.03   | 0.40%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                            | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1354046.02   | 0.28%             | 2029-01-24      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank5                                                                                               | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $521372.73    | 0.11%             | 2058-11-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $737332.22    | 0.15%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1315906.92   | 0.27%             | 2026-12-11      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW YORK MELLON                                                                             | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    680000 | PA      | $691416.19    | 0.14%             | 2029-04-20      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    875000 | PA      | $873972.72    | 0.18%             | 2030-01-22      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $608541.22    | 0.13%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1450000.00   | 0.30%             | 2026-02-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1455000 | PA      | $1463768.67   | 0.30%             | 2028-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2019-BNK24                                                                 | CUSIP: 06540VBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110285 | PA      | $108223.24    | 0.02%             | 2062-11-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2019-BNK22                                                                 | CUSIP: 06540XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86672 | PA      | $84730.45     | 0.02%             | 2062-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $600765.88    | 0.12%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| BARDOT CLO LTD                                                                                      | Bardot CLO Ltd                                                                  | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |    699890 | PA      | $700261.35    | 0.14%             | 2032-10-22      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Loan Trust 2024-NQM4                                          | CUSIP: 06745KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1702838 | PA      | $1702324.36   | 0.35%             | 2064-12-26      | Variable      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| Battery Park CLO Ltd.                                                                               | Battery Park Clo Ltd                                                            | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100093.10    | 0.02%             | 2036-07-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2022-C14                                                   | CUSIP: 07336AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $668747.35    | 0.14%             | 2055-02-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BECTON DICKINSON & CO                                                                               | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    397000 | PA      | $402434.57    | 0.08%             | 2028-02-13      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2019-B15 Mortgage Trust                                               | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114793 | PA      | $112261.09    | 0.02%             | 2072-12-15      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4034326 | PA      | $169875.47    | 0.04%             | 2054-07-15      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V18 Mortgage Trust                                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $298901.52    | 0.06%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $630395.06    | 0.13%             | 2058-09-15      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| BGC GROUP INC                                                                                       | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    588000 | PA      | $628183.34    | 0.13%             | 2028-05-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    573000 | PA      | $599036.11    | 0.12%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    511000 | PA      | $506995.68    | 0.10%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $291308.05    | 0.06%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    647000 | PA      | $613062.33    | 0.13%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                              | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    472000 | PA      | $474203.48    | 0.10%             | 2027-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                                                                  | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $601257.02    | 0.12%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $242371.05    | 0.05%             | 2028-10-25      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Owner Trust                                                                             | BMW Vehicle Owner Trust 2024-A                                                  | CUSIP: 096919AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |   1231999 | PA      | $1243298.29   | 0.26%             | 2029-02-26      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363454.46    | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | Bravo Residential Funding Trust 2025-NQM9                                       | CUSIP: 10569WAC5<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |   1797262 | PA      | $1805744.41   | 0.37%             | 2065-09-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    601000 | PA      | $594842.26    | 0.12%             | 2027-06-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1467960.57   | 0.30%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249508.08    | 0.05%             | 2039-01-15      | Floating      | 4.68%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    905000 | PA      | $881676.29    | 0.18%             | 2028-06-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $258714.60    | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $349610.40    | 0.07%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    409000 | PA      | $423213.84    | 0.09%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300850.48    | 0.06%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17490 | PA      | $16559.17     | 0.00%             | 2053-03-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    587000 | PA      | $597322.31    | 0.12%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    830000 | PA      | $796023.11    | 0.16%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2025-10 Mortgage Loan Trust                                                | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-MBS          | CORP              | US        |    351184 | PA      | $353191.85    | 0.07%             | 2070-10-25      | Variable      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2025-11 Mortgage Loan Trust                                                | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |   1446511 | PA      | $1453956.22   | 0.30%             | 2070-11-25      | Variable      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    563000 | PA      | $561849.28    | 0.12%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                                                             | Cabot Trail Funding LLC                                                         | CUSIP: 12710HF37<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    600000 | PA      | $592314.72    | 0.12%             | 2026-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                                            | Caisse d'Amortissement de la Dette Sociale                                      | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $499405.17    | 0.10%             | 2028-05-24      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                                               | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    527000 | PA      | $527565.44    | 0.11%             | 2028-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1753665.79   | 0.36%             | 2026-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    603000 | PA      | $602488.54    | 0.12%             | 2027-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    512000 | PA      | $574749.89    | 0.12%             | 2031-10-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| CAPITAL POWER US HOLDING                                                                            | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $437338.97    | 0.09%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                                              | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    383000 | PA      | $383103.46    | 0.08%             | 2030-09-18      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle US CLO 2021-9 Ltd                                                       | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1040000 | PA      | $1040729.04   | 0.21%             | 2034-10-20      | Floating      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $76336.57     | 0.02%             | 2029-08-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278963.95    | 0.06%             | 2030-01-15      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1200000 | PA      | $1187891.28   | 0.25%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust                                                                      | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $758507.07    | 0.16%             | 2031-08-11      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                                                                      | CarVal CLO XI C Ltd                                                             | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180670.68    | 0.04%             | 2037-10-20      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding XII CLO Ltd                                                       | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375964.88    | 0.08%             | 2038-01-25      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    343000 | PA      | $339618.37    | 0.07%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    278000 | PA      | $270210.53    | 0.06%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CENCOSUD SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    601000 | PA      | $602086.54    | 0.12%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    653000 | PA      | $614255.83    | 0.13%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $608045.70    | 0.13%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                            | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1699123.38   | 0.35%             | 2028-09-15      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                            | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504328.52    | 0.10%             | 2030-07-15      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1476231.45   | 0.30%             | 2028-02-26      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266759.34    | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400085.37   | 0.29%             | 2029-04-23      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    614000 | PA      | $609093.23    | 0.13%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1299846.49   | 0.27%             | 2028-05-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1653223.20   | 0.34%             | 2029-03-04      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108839 | PA      | $106195.89    | 0.02%             | 2056-08-10      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                                                                                        | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405155.09    | 0.08%             | 2027-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2024-INV3 Mortgage Loan Trust                                              | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-MBS          | CORP              | US        |    549542 | PA      | $553308.72    | 0.11%             | 2069-09-25      | Variable      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $588324.41    | 0.12%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $582567.18    | 0.12%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    646000 | PA      | $616427.46    | 0.13%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    185000 | PA      | $186184.26    | 0.04%             | 2041-12-25      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $231637.12    | 0.05%             | 2044-02-25      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754VAC1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101358.90    | 0.02%             | 2045-03-25      | Floating      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    464000 | PA      | $448085.97    | 0.09%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1031054.83   | 0.21%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | US        |    600000 | PA      | $593310.00    | 0.12%             | 2026-05-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    464000 | PA      | $476271.93    | 0.10%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                                                                         | CoreVest American Finance 2022-1 Trust                                          | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360876 | PA      | $362708.82    | 0.07%             | 2055-06-17      | Variable      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Colony American Finance Ltd                                                                         | Corevest American Finance 2021-1 Trust                                          | CUSIP: 21873LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546646 | PA      | $538172.48    | 0.11%             | 2053-04-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $502912.61    | 0.10%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    521000 | PA      | $516052.76    | 0.11%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    358000 | PA      | $360705.22    | 0.07%             | 2028-09-11      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                                                   | Credit Acceptance Auto Loan Trust 2025-1                                        | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $702352.06    | 0.15%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    647000 | PA      | $643694.76    | 0.13%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                                                | Cross 2023-H2 Mortgage Trust                                                    | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159996 | PA      | $162019.43    | 0.03%             | 2068-11-25      | Variable      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    855000 | PA      | $863136.55    | 0.18%             | 2028-05-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $761347.12    | 0.16%             | 2042-11-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| DLLAA LLC                                                                                           | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $426990.01    | 0.09%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012563.82   | 0.21%             | 2027-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    879000 | PA      | $882610.71    | 0.18%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    599000 | PA      | $602974.32    | 0.12%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 55 CLO Ltd                                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     38383 | PA      | $38454.72     | 0.01%             | 2031-04-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Elm CLO Ltd                                                                                         | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $452309.54    | 0.09%             | 2039-06-10      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Elm CLO Ltd                                                                                         | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAG6<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101280.72    | 0.02%             | 2039-06-10      | Variable      | 6.20%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    793000 | PA      | $861631.44    | 0.18%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                                | ERAC USA Finance LLC                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293821.40    | 0.06%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    601000 | PA      | $602191.37    | 0.12%             | 2027-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    233000 | PA      | $235272.69    | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    221000 | PA      | $219475.31    | 0.05%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    424000 | PA      | $431296.03    | 0.09%             | 2027-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                                                  | Elmwood CLO I Ltd                                                               | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $130026.00    | 0.03%             | 2037-04-20      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    581000 | PA      | $599282.34    | 0.12%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $486551.18    | 0.10%             | 2028-06-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $447517.23    | 0.09%             | 2027-05-25      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    444000 | PA      | $438413.77    | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    605000 | PA      | $602075.70    | 0.12%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $513676.24    | 0.11%             | 2027-01-11      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $983364.69    | 0.20%             | 2028-06-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $835800.47    | 0.17%             | 2049-07-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                                                             | EQUATE Petrochemical Co KSC                                                     | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    260000 | PA      | $259521.86    | 0.05%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    588000 | PA      | $598837.00    | 0.12%             | 2027-12-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    631000 | PA      | $611756.11    | 0.13%             | 2027-07-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $471438.07    | 0.10%             | 2027-04-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                     | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1530000 | PA      | $1545261.20   | 0.32%             | 2028-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                                            | Equitable America Global Funding                                                | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    645000 | PA      | $652268.03    | 0.13%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| Evergreen Credit Card Trust                                                                         | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    320000 | PA      | $323956.86    | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| EVERGY INC                                                                                          | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    293000 | PA      | $301101.53    | 0.06%             | 2055-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    428000 | PA      | $435719.43    | 0.09%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $593285.02    | 0.12%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| FNB CORP                                                                                            | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    442000 | PA      | $452079.57    | 0.09%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    555000 | PA      | $542190.78    | 0.11%             | 2030-01-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB52 Mortgage Trust                                                  | CUSIP: 30297CAJ1<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    141628 | PA      | $140267.47    | 0.03%             | 2028-06-25      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB53 Mortgage Trust                                                  | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    214931 | PA      | $213370.10    | 0.04%             | 2028-06-25      | Variable      | 3.61%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB54 Mortgage Trust                                                  | CUSIP: 30297JAE7<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |     17689 | PA      | $17534.02     | 0.00%             | 2028-05-25      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712741.16    | 0.15%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $318885.08    | 0.07%             | 2030-04-29      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                                         | CUSIP: 3130B64J2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1998894.50   | 0.41%             | 2030-05-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ET2J5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $698010.29    | 0.14%             | 2028-11-28      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ET2L0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1934000 | PA      | $1922667.22   | 0.40%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ET5X1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $496524.07    | 0.10%             | 2029-12-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETJJ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2275000 | PA      | $2276564.11   | 0.47%             | 2030-05-28      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETYY7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    825000 | PA      | $823708.22    | 0.17%             | 2028-03-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ETZA8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $597702.77    | 0.12%             | 2028-09-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EWAH3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    605000 | PA      | $603634.97    | 0.12%             | 2029-01-22      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                                                                         | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134HA6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1200000 | PA      | $1200108.96   | 0.25%             | 2028-02-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BRTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726247 | PA      | $729544.25    | 0.15%             | 2044-03-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316545 | PA      | $317999.90    | 0.07%             | 2051-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278300 | PA      | $1277984.07   | 0.26%             | 2051-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BYCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    476308 | PA      | $479089.02    | 0.10%             | 2055-12-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BYCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543811 | PA      | $546739.81    | 0.11%             | 2055-12-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137F7TN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104839 | PA      | $98600.73     | 0.02%             | 2046-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHJZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752126 | PA      | $755913.75    | 0.16%             | 2052-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1776326 | PA      | $1786527.18   | 0.37%             | 2051-12-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HLU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840134 | PA      | $851716.10    | 0.18%             | 2055-06-25      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMPW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1282842 | PA      | $1284283.52   | 0.27%             | 2037-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HN6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431582 | PA      | $1430822.21   | 0.30%             | 2052-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HNEQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1658708 | PA      | $1660403.04   | 0.34%             | 2054-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HNHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552933 | PA      | $1551614.15   | 0.32%             | 2052-11-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5022 | PA      | $4927.97      | 0.00%             | 2037-07-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295444 | PA      | $288071.07    | 0.06%             | 2033-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JAUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200743 | PA      | $197779.55    | 0.04%             | 2033-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JCS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203676 | PA      | $207905.77    | 0.04%             | 2055-05-01      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140JCSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226138 | PA      | $229837.09    | 0.05%             | 2053-07-01      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140W4BU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314749 | PA      | $305536.39    | 0.06%             | 2036-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142JCBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    753662 | PA      | $762580.63    | 0.16%             | 2041-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                                                            | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    910000 | PA      | $910712.64    | 0.19%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                             | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    646000 | PA      | $614863.46    | 0.13%             | 2028-03-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339297.35    | 0.07%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                                      | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1968187 | PA      | $1964157.77   | 0.41%             | 2038-07-17      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    363000 | PA      | $362178.61    | 0.07%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    233000 | PA      | $211379.62    | 0.04%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435626.22    | 0.09%             | 2028-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    664000 | PA      | $634337.41    | 0.13%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    510000 | PA      | $525919.95    | 0.11%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                                            | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $270638.89    | 0.06%             | 2030-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                                            | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $215221.95    | 0.04%             | 2030-09-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2024-B                                             | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $607125.52    | 0.13%             | 2029-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2025-B                                             | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1568919.89   | 0.32%             | 2030-04-15      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2022-B                                             | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221299 | PA      | $221300.42    | 0.05%             | 2027-08-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011219.45   | 0.21%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    878000 | PA      | $873772.89    | 0.18%             | 2027-08-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    975000 | PA      | $980574.08    | 0.20%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    445000 | PA      | $451208.22    | 0.09%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    296860 | PA      | $297882.72    | 0.06%             | 2041-10-25      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     10981 | PA      | $10978.64     | 0.00%             | 2042-02-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304218.75    | 0.06%             | 2042-02-25      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    618000 | PA      | $605851.68    | 0.13%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $512491.44    | 0.11%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546499.86    | 0.11%             | 2027-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                                                              | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511464.79    | 0.11%             | 2028-12-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ4                                    | CUSIP: 36271WAE5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    629048 | PA      | $632159.71    | 0.13%             | 2055-09-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-NQM5                                   | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    946336 | PA      | $950224.71    | 0.20%             | 2065-07-25      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    408000 | PA      | $393631.32    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| GCAT                                                                                                | GCAT 2025-NQM6 Trust                                                            | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050696 | PA      | $1052756.03   | 0.22%             | 2070-10-25      | Variable      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    553000 | PA      | $541667.75    | 0.11%             | 2027-08-20      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1368790.42   | 0.28%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    775000 | PA      | $790148.50    | 0.16%             | 2028-04-04      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS CO                                                                                    | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    452000 | PA      | $399409.49    | 0.08%             | 2030-11-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                                 | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    905000 | PA      | $914293.14    | 0.19%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                           | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $532360.96    | 0.11%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    675000 | PA      | $656939.37    | 0.14%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| GM Financial Automobile Leasing Trust                                                               | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $371508.23    | 0.08%             | 2029-08-20      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    920000 | PA      | $929782.69    | 0.19%             | 2028-04-23      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959291.06    | 0.20%             | 2029-10-21      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1080251.73   | 0.22%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38379LWP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240976 | PA      | $232296.53    | 0.05%             | 2043-01-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                        | CUSIP: 38383U2A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298586 | PA      | $289101.01    | 0.06%             | 2044-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $609181.01    | 0.13%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $599319.65    | 0.12%             | 2028-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1119355.24   | 0.23%             | 2028-03-01      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203776.43    | 0.04%             | 2028-05-17      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Hin Timeshare Trust                                                                                 | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103255 | PA      | $105203.60    | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295110.65    | 0.06%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1189571.14   | 0.25%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBJ7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $209143.40    | 0.04%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $1022261.43   | 0.21%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $856753.03    | 0.18%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1181110.75   | 0.24%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1200035.25   | 0.25%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    327000 | PA      | $324726.33    | 0.07%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    477000 | PA      | $469839.66    | 0.10%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2025-1                                             | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522235 | PA      | $523671.50    | 0.11%             | 2042-05-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64228 | PA      | $63140.97     | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873669.92    | 0.18%             | 2027-06-25      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2020-2 Trust                                           | CUSIP: 437301AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    892562 | PA      | $821821.87    | 0.17%             | 2041-01-17      | Fixed         | 1.53%                 | Yes           | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2019-2 Trust                                           | CUSIP: 43732TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888375 | PA      | $864837.58    | 0.18%             | 2039-10-19      | Fixed         | 2.92%                 | Yes           | 2                  | On Loan: No      |
| HONDA MOTOR CO LTD                                                                                  | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $349912.95    | 0.07%             | 2027-03-10      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1386719.59   | 0.29%             | 2026-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603923.48    | 0.12%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793202.27    | 0.16%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                                             | Hyundai Auto Lease Securitization Trust 2026-A                                  | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300126.72    | 0.06%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                                                                | Hyundai Floorplan Master Owner Trust                                            | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $884528.99    | 0.18%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2024-B                                           | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368000 | PA      | $1381867.77   | 0.29%             | 2029-03-15      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2025-C                                           | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600528.80    | 0.12%             | 2028-07-17      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $251977.98    | 0.05%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $349569.07    | 0.07%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                                                                                        | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $270106.10    | 0.06%             | 2028-03-28      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| INGREDION INC                                                                                       | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    383000 | PA      | $361330.44    | 0.07%             | 2030-06-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    513000 | PA      | $499497.35    | 0.10%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    925000 | PA      | $889965.67    | 0.18%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    606000 | PA      | $604892.10    | 0.12%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Invitation Homes Trust                                                                              | Invitation Homes 2024-SFR1 Trust                                                | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169575 | PA      | $166835.34    | 0.03%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    488000 | PA      | $502929.65    | 0.10%             | 2028-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    599000 | PA      | $606233.56    | 0.13%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-3                                          | CUSIP: 46593RAB2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    863167 | PA      | $869590.86    | 0.18%             | 2055-09-25      | Variable      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust                                                        | CUSIP: 46593VAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    534605 | PA      | $535977.25    | 0.11%             | 2055-11-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-7MPR                                       | CUSIP: 46594CAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    412308 | PA      | $413691.58    | 0.09%             | 2056-02-25      | Variable      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24076 | PA      | $23745.19     | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                   | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183092 | PA      | $179595.76    | 0.04%             | 2037-01-25      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    840000 | PA      | $848631.90    | 0.18%             | 2028-01-23      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1491845.27   | 0.31%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1211904.67   | 0.25%             | 2028-07-22      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009059.83   | 0.21%             | 2028-10-22      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    920000 | PA      | $936533.28    | 0.19%             | 2029-01-24      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112891 | PA      | $112410.92    | 0.02%             | 2050-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-6                                          | CUSIP: 46657YAP9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    352625 | PA      | $354010.13    | 0.07%             | 2054-12-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-CCM1                                              | CUSIP: 46658NAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1149592 | PA      | $1149756.17   | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-11                                                | CUSIP: 46659AAW4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    360163 | PA      | $361605.74    | 0.07%             | 2055-04-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-NQM4                                       | CUSIP: 46660HAD8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    627517 | PA      | $629115.38    | 0.13%             | 2066-03-25      | Variable      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-12MPR                                      | CUSIP: 46660LAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    849489 | PA      | $847882.67    | 0.18%             | 2056-06-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2024-C                                                   | CUSIP: 477911AD3<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    403000 | PA      | $404284.84    | 0.08%             | 2029-06-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2025-B                                                   | CUSIP: 47800UAB2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $902321.16    | 0.19%             | 2028-07-17      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                                          | JPMDB Commercial Mortgage Securities Trust 2019-COR6                            | CUSIP: 48129RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79884 | PA      | $78305.77     | 0.02%             | 2052-11-13      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    443000 | PA      | $444878.10    | 0.09%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    503000 | PA      | $527773.30    | 0.11%             | 2028-02-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    624000 | PA      | $610200.11    | 0.13%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    855000 | PA      | $867747.56    | 0.18%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    621000 | PA      | $612457.75    | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECH INC                                                                                   | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1252192.90   | 0.26%             | 2027-01-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1293354.26   | 0.27%             | 2027-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| LEHMAN BROS CAP TR VII                                                                              | Lehman Brothers Holdings Capital Trust VII                                      | CUSIP: 524908XA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $27.00        | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    541000 | PA      | $558488.71    | 0.12%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LMA AMERICAS LLC                                                                                    | LMA-Americas LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    600000 | PA      | $590310.48    | 0.12%             | 2026-07-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1407548.30   | 0.29%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    602000 | PA      | $606073.59    | 0.13%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    945000 | PA      | $959799.09    | 0.20%             | 2029-01-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                                            | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346629.93    | 0.07%             | 2027-08-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     63858 | PA      | $63819.01     | 0.01%             | 2036-10-16      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| MFRA Trust                                                                                          | MFA 2025-NQM4 Trust                                                             | CUSIP: 55287RAC2<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   1414208 | PA      | $1425037.27   | 0.29%             | 2070-08-25      | Variable      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715562.21    | 0.15%             | 2027-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    885000 | PA      | $887624.72    | 0.18%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    276000 | PA      | $270366.53    | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MVW Owner Trust                                                                                     | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56461 | PA      | $54396.40     | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    860000 | PA      | $871246.35    | 0.18%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682759.64    | 0.14%             | 2027-11-08      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    391000 | PA      | $371876.64    | 0.08%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $706998.86    | 0.15%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                                      | Mercedes-Benz Auto Lease Trust 2025-B                                           | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1205373.42   | 0.25%             | 2029-04-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495636 | PA      | $496313.53    | 0.10%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Merchants Fleet Funding LLC                                                                         | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    207768 | PA      | $208877.54    | 0.04%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330027.36   | 0.27%             | 2028-12-10      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697895.61    | 0.14%             | 2028-07-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                                                                          | MFA 2025-NQM5 Trust                                                             | CUSIP: 59319DAC7<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |    400433 | PA      | $403142.08    | 0.08%             | 2070-11-25      | Variable      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| County of Miami-Dade Seaport Department                                                             | MIAMI-DADE CNTY FL SEAPORT REVENUE                                              | CUSIP: 59335KCP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $331915.68    | 0.07%             | 2027-10-01      | Fixed         | 1.52%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $344010.44    | 0.07%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Mill City Mortgage Trust                                                                            | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103173 | PA      | $101140.46    | 0.02%             | 2069-10-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874281.27    | 0.18%             | 2028-05-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                                                                                | Monongahela Power Co                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1232310.85   | 0.25%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Inc                                                                          | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                 | CUSIP: 61744CDH6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     65056 | PA      | $67215.04     | 0.01%             | 2034-03-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1623649.96   | 0.34%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1762341.90   | 0.36%             | 2028-04-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845086.46    | 0.17%             | 2029-04-12      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | CUSIP: 61779CAA2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    141725 | PA      | $142575.35    | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Taxable Municipal Funding Trust                                                                     | TXBL MUNI FUNDING TRUST VARIOUS STATES                                          | CUSIP: 62630WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110000.00    | 0.02%             | 2030-09-01      | Floating      | 3.97%                 | Yes           | 2                  | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                                              | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538201.29    | 0.11%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                                              | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907719.95    | 0.19%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    576000 | PA      | $573433.89    | 0.12%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1169824.59   | 0.24%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                     | CUSIP: 6325C0EK3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1015053.87   | 0.21%             | 2027-11-22      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                             | National Bank of Canada                                                         | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $651358.18    | 0.13%             | 2029-01-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608053.83    | 0.13%             | 2027-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                                            | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1082207.66   | 0.22%             | 2027-12-10      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-F                                | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     30556 | PA      | $28929.52     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    183101 | PA      | $166234.42    | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    317963 | PA      | $291622.20    | 0.06%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    223633 | PA      | $219651.61    | 0.05%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                                           | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    280132 | PA      | $264758.85    | 0.05%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                             | CUSIP: 641062BK9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502429.10   | 0.31%             | 2026-03-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                                            | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    696000 | PA      | $704405.19    | 0.15%             | 2027-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    357000 | PA      | $347741.37    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262450.12    | 0.05%             | 2077-12-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434861.34    | 0.09%             | 2027-09-01      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    331000 | PA      | $342055.35    | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648459.20    | 0.13%             | 2028-02-04      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                                               | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856000 | PA      | $862044.66    | 0.18%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           | 2                  | On Loan: No      |
| Nissan Master Owner Trust Receivables                                                               | Nissan Master Owner Trust Receivables                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $237752.69    | 0.05%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Nissan Auto Lease Trust                                                                             | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268918.25    | 0.06%             | 2029-02-15      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Lease Trust                                                                             | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268344.19    | 0.06%             | 2029-06-15      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| NOKIA OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    599000 | PA      | $599221.22    | 0.12%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                                 | Nissan Auto Receivables 2025-B Owner Trust                                      | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $952226.62    | 0.20%             | 2030-04-15      | Fixed         | 3.99%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                                                                                 | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    542000 | PA      | $534813.49    | 0.11%             | 2032-05-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2021-SFR4 Trust                                                            | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143319 | PA      | $140805.81    | 0.03%             | 2038-12-17      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                                                                  | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    534000 | PA      | $536842.03    | 0.11%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                                              | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $730123.12    | 0.15%             | 2042-02-15      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-NQM1 Trust                                                             | CUSIP: 67123HAF0<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $530940.77    | 0.11%             | 2065-11-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2025-NQM20 Trust                                                            | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   1556252 | PA      | $1564810.33   | 0.32%             | 2065-10-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2025-NQM19 Trust                                                            | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    446560 | PA      | $447716.67    | 0.09%             | 2065-10-25      | Variable      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    537000 | PA      | $577362.63    | 0.12%             | 2030-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    598000 | PA      | $603087.46    | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    536000 | PA      | $564280.98    | 0.12%             | 2030-11-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    572000 | PA      | $590650.12    | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    952000 | PA      | $879710.21    | 0.18%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1075878.16   | 0.22%             | 2028-08-03      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                                              | Orlando Health Obligated Group                                                  | CUSIP: 686514AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $850164.66    | 0.18%             | 2028-10-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    645000 | PA      | $631529.57    | 0.13%             | 2027-04-13      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $892202.01    | 0.18%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $533817.09    | 0.11%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351920.44    | 0.07%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    820000 | PA      | $830179.03    | 0.17%             | 2028-01-21      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1562096.23   | 0.32%             | 2029-01-26      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF1 LLC                                                              | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556359 | PA      | $549584.81    | 0.11%             | 2054-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    571000 | PA      | $558375.29    | 0.12%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                                                                               | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1219173.82   | 0.25%             | 2028-03-03      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                            | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175550.79    | 0.04%             | 2056-01-25      | Variable      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF5 LLC                                                              | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457960 | PA      | $465604.87    | 0.10%             | 2055-10-25      | Variable      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                          | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729261 | PA      | $734261.37    | 0.15%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    291000 | PA      | $282656.18    | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $608150.21    | 0.13%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                             | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    254000 | PA      | $240687.83    | 0.05%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Higher Educational Facilities Authority                                                | PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE                                   | CUSIP: 70917TSC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $609103.52    | 0.13%             | 2026-11-01      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                                                 | PHILADELPHIA PA REDEV AUTH                                                      | CUSIP: 717868JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $473882.36    | 0.10%             | 2027-09-01      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1080338.63   | 0.22%             | 2027-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    578000 | PA      | $532982.29    | 0.11%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J1                                                          | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $854995.47    | 0.18%             | 2057-01-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2025-SFR4 Trust                                            | CUSIP: 74290JAA0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2325000 | PA      | $2299401.08   | 0.47%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2024-SFR5 Trust                                            | CUSIP: 74332HAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    583726 | PA      | $554723.99    | 0.11%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    171559 | PA      | $169638.21    | 0.04%             | 2038-07-17      | Fixed         | 1.43%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2025-SFR6 Trust                                            | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $815525.06    | 0.17%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2026-SFR1 Trust                                            | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $385431.46    | 0.08%             | 2043-02-17      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                                             | Promigas SA ESP / Gases del Pacifico SAC                                        | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    262000 | PA      | $246019.68    | 0.05%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF1 LLC                                                              | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493224 | PA      | $495141.85    | 0.10%             | 2055-02-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606514.12    | 0.13%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159030 | PA      | $159385.84    | 0.03%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150195 | PA      | $150588.16    | 0.03%             | 2043-06-25      | Variable      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES10                                                  | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |   1255081 | PA      | $1257855.89   | 0.26%             | 2055-11-25      | Variable      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES10                                                  | CUSIP: 74939LAB0<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    649180 | PA      | $648750.34    | 0.13%             | 2055-11-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    161349 | PA      | $161900.26    | 0.03%             | 2055-08-25      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711148 | PA      | $716721.50    | 0.15%             | 2044-11-25      | Variable      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144483 | PA      | $145611.62    | 0.03%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                   | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709600 | PA      | $716993.53    | 0.15%             | 2045-01-25      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                   | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |    669037 | PA      | $676269.50    | 0.14%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    265084 | PA      | $267312.94    | 0.06%             | 2055-07-25      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                   | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    132542 | PA      | $133460.53    | 0.03%             | 2055-07-25      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $697092.82    | 0.14%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| Radian Mortgage Capital Trust                                                                       | Radian Mortgage Capital Trust 2025-J4                                           | CUSIP: 75024UBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907688 | PA      | $912725.25    | 0.19%             | 2056-03-25      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J4                                                     | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350220 | PA      | $1359352.52   | 0.28%             | 2054-12-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J1                                                     | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $13983.19     | 0.00%             | 2054-07-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    298000 | PA      | $308863.82    | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    895000 | PA      | $886846.21    | 0.18%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  30151796 | NS      | $30145765.39  | 6.22%             |  |  |  | No            | N/A                | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    383000 | PA      | $383792.68    | 0.08%             | 2030-09-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $272944.26    | 0.06%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    172000 | PA      | $181297.05    | 0.04%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    520000 | PA      | $530812.25    | 0.11%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1788835.16   | 0.37%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $798201.61    | 0.16%             | 2029-08-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1029877.31   | 0.21%             | 2028-10-18      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                                              | SLM Private Credit Student Loan Trust 2006-B                                    | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    135788 | PA      | $133449.65    | 0.03%             | 2039-12-15      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2023-B                                         | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182873 | PA      | $186204.03    | 0.04%             | 2056-10-16      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46508 | PA      | $44058.05     | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| STAR 2022-SFR3 Trust                                                                                | STAR 2022-SFR3 Trust                                                            | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934730 | PA      | $934729.56    | 0.19%             | 2039-05-17      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| SANOFI SA                                                                                           | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $900574.56    | 0.19%             | 2028-11-03      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $517339.36    | 0.11%             | 2028-11-03      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    834000 | PA      | $869859.05    | 0.18%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1710000 | PA      | $1742115.37   | 0.36%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339005.75    | 0.07%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    334000 | PA      | $330514.04    | 0.07%             | 2027-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    276000 | PA      | $272721.05    | 0.06%             | 2028-02-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2024-INV1                                                | CUSIP: 816939AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549558 | PA      | $1556436.48   | 0.32%             | 2054-10-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-4                                                   | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869314 | PA      | $871861.56    | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    403000 | PA      | $381411.66    | 0.08%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    635000 | PA      | $610555.64    | 0.13%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                 | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511684 | PA      | $508287.78    | 0.10%             | 2044-08-22      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                 | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256295 | PA      | $257652.99    | 0.05%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| Signal Rail I LLC                                                                                   | Signal Rail I LLC                                                               | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658106 | PA      | $621905.66    | 0.13%             | 2051-08-17      | Fixed         | 2.23%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    367000 | PA      | $384728.93    | 0.08%             | 2028-08-14      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    211000 | PA      | $217063.36    | 0.04%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83050UE61<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    500000 | PA      | $495067.25    | 0.10%             | 2026-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83050UFF0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    280000 | PA      | $276108.28    | 0.06%             | 2026-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1008333 | PA      | $1015768.28   | 0.21%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2024-A                                         | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177021 | PA      | $180512.28    | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    602000 | PA      | $608962.07    | 0.13%             | 2028-09-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    594000 | PA      | $610849.50    | 0.13%             | 2027-11-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    859000 | PA      | $872187.59    | 0.18%             | 2027-08-01      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    569000 | PA      | $610331.85    | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $713314.32    | 0.15%             | 2036-02-18      | Fixed         | 3.27%                 | Yes           | 2                  | On Loan: No      |
| STAR 2024-SFR4 Trust                                                                                | STAR 2024-SFR4 Trust                                                            | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2205122 | PA      | $2213374.65   | 0.46%             | 2041-10-17      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $235932.85    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                                            | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $334840.51    | 0.07%             | 2026-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610056.03    | 0.13%             | 2027-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                                                                        | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1372387.01   | 0.28%             | 2028-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                                                            | Pinnacle Financial Partners Inc                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    433000 | PA      | $451187.49    | 0.09%             | 2030-11-01      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| PINNACLE BANK TN                                                                                    | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464801.68    | 0.10%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    699000 | PA      | $712160.64    | 0.15%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Synchrony Card Issuance Trust                                                                       | Synchrony Card Issuance Trust                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1279559.82   | 0.26%             | 2031-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    397000 | PA      | $409199.00    | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $603154.20    | 0.12%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TC PIPELINES LP                                                                                     | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $412116.62    | 0.09%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    638000 | PA      | $610742.87    | 0.13%             | 2029-02-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1095268.87   | 0.23%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $437072.45    | 0.09%             | 2027-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Tesla Sustainable Energy Trust                                                                      | Tesla Sustainable Energy Trust 2024-1                                           | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464843 | PA      | $467251.26    | 0.10%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $136865.84    | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    835000 | PA      | $845163.88    | 0.17%             | 2027-09-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1518086.51   | 0.31%             | 2028-10-13      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    693000 | PA      | $726414.00    | 0.15%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89119BBA3<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    370000 | PA      | $369610.57    | 0.08%             | 2026-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ1                                              | CUSIP: 89180FCD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    416724 | PA      | $405666.90    | 0.08%             | 2068-07-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ2                                              | CUSIP: 89180LAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    138318 | PA      | $135413.67    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2026-FIX1                                             | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1567778.08   | 0.32%             | 2065-12-25      | Variable      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2026-CES1                                             | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1842668.66   | 0.38%             | 2065-12-25      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2025-D Owner Trust                                      | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1266244.76   | 0.26%             | 2030-06-17      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2024-A Owner Trust                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467292 | PA      | $470146.74    | 0.10%             | 2028-10-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2024-D Owner Trust                                      | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293000 | PA      | $1301602.70   | 0.27%             | 2029-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Toyota Credit de Puerto Rico Corp                                                                   | Toyota Credit de Puerto Rico Corp                                               | CUSIP: 000000000<br>LEI: 549300C3PZBB11ZOEC65 | Long             | STIV             | CORP              | US        |    600000 | PA      | $595741.02    | 0.12%             | 2026-04-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    434000 | PA      | $435540.71    | 0.09%             | 2028-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    484000 | PA      | $491966.07    | 0.10%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2023-SFR2 Trust                                              | CUSIP: 895978AA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    205683 | PA      | $205938.64    | 0.04%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2026-SFR1 Trust                                              | CUSIP: 895989AA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $940272.76    | 0.19%             | 2043-02-17      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Tricon American Homes                                                                               | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210490 | PA      | $2108116.66   | 0.44%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2024-SFR1 Trust                                              | CUSIP: 89616UAB8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199497.90    | 0.04%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Trillium Credit Card Trust II                                                                       | Trillium Credit Card Trust II                                                   | CUSIP: 89621ACD9<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175015.33    | 0.04%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| Trinity Rail Leasing L.P.                                                                           | Trinity Rail Leasing 2021 LLC                                                   | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223911 | PA      | $212547.70    | 0.04%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           | 2                  | On Loan: No      |
| Trinity Rail Leasing L.P.                                                                           | Trinity Rail Leasing 2021 LLC                                                   | CUSIP: 89656GAC8<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    141028 | PA      | $142270.85    | 0.03%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| TRUIST BANK                                                                                         | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1813457.92   | 0.37%             | 2029-10-23      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| TRUIST BANK                                                                                         | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850923.87    | 0.18%             | 2029-01-27      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    606000 | PA      | $602420.76    | 0.12%             | 2027-06-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186828.14    | 0.04%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $207968.10    | 0.04%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                     | CUSIP: 90367VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66069.17     | 0.01%             | 2031-01-15      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    275000 | PA      | $279547.07    | 0.06%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    272000 | PA      | $291583.46    | 0.06%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                                                               | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646169.44    | 0.13%             | 2028-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                                                             | United Airlines 2014-1 Class A Pass Through Trust                               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394595 | PA      | $394113.78    | 0.08%             | 2026-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                                             | United Airlines 2014-2 Class A Pass Through Trust                               | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765940 | PA      | $763136.92    | 0.16%             | 2026-09-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                             | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     75000 | PA      | $74675.00     | 0.02%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3030000 | PA      | $2978868.75   | 0.62%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2753074.23   | 0.57%             | 2027-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2643375.00   | 0.55%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    715000 | PA      | $712290.82    | 0.15%             | 2027-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4050000 | PA      | $4024845.69   | 0.83%             | 2027-08-31      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10095000 | PA      | $10108407.47  | 2.09%             | 2028-05-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7510000 | PA      | $7664307.07   | 1.58%             | 2028-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Floating Rate Notes                                               | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1500000.00   | 0.31%             | 2026-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23395000 | PA      | $23336512.50  | 4.82%             | 2027-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4270000 | PA      | $4328378.93   | 0.89%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2465000 | PA      | $2449208.59   | 0.51%             | 2030-08-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $3978466.43   | 0.82%             | 2029-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    697000 | PA      | $635526.73    | 0.13%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                     | UPM-Kymmene Oyj                                                                 | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |    503000 | PA      | $531448.25    | 0.11%             | 2027-11-26      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    654000 | PA      | $631554.46    | 0.13%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    847000 | PA      | $881051.39    | 0.18%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    835000 | PA      | $803851.46    | 0.17%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1196153.37   | 0.25%             | 2030-08-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $472733.08    | 0.10%             | 2030-08-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $319834.83    | 0.07%             | 2031-01-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                            | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $339841.52    | 0.07%             | 2031-01-21      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2025-9                                               | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    537313 | PA      | $539426.79    | 0.11%             | 2070-10-27      | Variable      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2025-11                                              | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1439721 | PA      | $1444676.33   | 0.30%             | 2070-11-25      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                                                            | Vertiv Group Corp                                                               | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    595000 | PA      | $585772.09    | 0.12%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2026-1                                               | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240379.59    | 0.05%             | 2071-01-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    284000 | PA      | $278976.22    | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                                                                  | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    351000 | PA      | $354584.19    | 0.07%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                                                                                       | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $339653.16    | 0.07%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $408620.51    | 0.08%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    531000 | PA      | $529092.69    | 0.11%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    589000 | PA      | $566524.84    | 0.12%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    397000 | PA      | $379166.32    | 0.08%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    376000 | PA      | $362073.78    | 0.07%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Card issuance Trust                                                                     | WF Card Issuance Trust                                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $419810.07    | 0.09%             | 2030-05-15      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1080039.41   | 0.22%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAS5<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    537786 | PA      | $535512.72    | 0.11%             | 2048-07-15      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1340905.70   | 0.28%             | 2029-10-23      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1448586.73   | 0.30%             | 2028-04-22      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $958794.98    | 0.20%             | 2029-09-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1025659.88   | 0.21%             | 2030-01-23      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50683 | PA      | $49284.77     | 0.01%             | 2053-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63327 | PA      | $61930.07     | 0.01%             | 2052-08-15      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2025-5C6                                  | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $576131.48    | 0.12%             | 2058-10-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                          | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $696346.16    | 0.14%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                          | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $304750.71    | 0.06%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    604000 | PA      | $607297.83    | 0.13%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                                               | Westlake Automobile Receivables Trust 2025-P1                                   | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201727.10    | 0.04%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                                               | Westlake Automobile Receivables Trust 2025-P1                                   | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $187499.90    | 0.04%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           | 2                  | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                                             | Westpac New Zealand Ltd                                                         | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    700000 | PA      | $701962.88    | 0.14%             | 2029-01-29      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                                                      | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001741.66   | 0.21%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue                           | WISCONSIN ST HSG & ECON DEV AUTH HOME OWNERSHIP REVENUE                         | CUSIP: 97689P2K3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    670000 | PA      | $670000.00    | 0.14%             | 2037-09-01      | Floating      | 3.73%                 | No            | 2                  | On Loan: No      |
| WOORI BANK                                                                                          | Woori Bank                                                                      | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    461000 | PA      | $480081.47    | 0.10%             | 2029-07-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                  | YMCA of Greater New York                                                        | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $375640.48    | 0.08%             | 2026-08-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| YMCA OF GREATER NY                                                                                  | YMCA of Greater New York                                                        | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $380349.95    | 0.08%             | 2026-08-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| YAMANA GOLD INC                                                                                     | Yamana Gold Inc                                                                 | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    318000 | PA      | $320054.65    | 0.07%             | 2027-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    593000 | PA      | $599273.93    | 0.12%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Zais CLO 13, Limited                                                                                | Zais Clo 13 Ltd                                                                 | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |     46908 | PA      | $46945.49     | 0.01%             | 2032-07-15      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    658000 | PA      | $621277.48    | 0.13%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | CHF CURRENCY FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -40 | NC      | $-198386.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | JPN YEN CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -10 | NC      | $-4636.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | EURO FX CURR FUT MAR26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        40 | NC      | $68711.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -50 | NC      | $10663.33     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -35 | NC      | $27025.74     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $1493.13      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       136 | NC      | $-91075.18    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       271 | NC      | $-88542.29    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -49 | NC      | $17001.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        41 | NC      | $-11894.71    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT MAR26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       188 | NC      | $-9347.86     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) MAR26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -11 | NC      | $123964.85    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWEDISH KRONA FUT MAR26                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -9 | NC      | $-88720.00    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NZD FUT MAR26                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        73 | NC      | $176812.55    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NORWEGIAN KRONE MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        10 | NC      | $111766.00    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | CCPCDX--2I65BRAD5-20301220                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5172750 | OU      | $433543.70    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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