# EDGAR Filing Document

**Accession Number:** 0000356349
**File Stem:** 0002071691-26-008228
**Filing Date:** 2026-4
**Character Count:** 625756
**Document Hash:** 30247cb52cd547197e68b2e3b31b3081
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-008228.hdr.sgml**: 20260422

**ACCESSION NUMBER**: 0002071691-26-008228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260422

**DATE AS OF CHANGE**: 20260422

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS SERIES TRUST XIII
- **CENTRAL INDEX KEY:** 0000356349

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03327
- **FILM NUMBER:** 26882498

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT SECURITIES FUND
- **DATE OF NAME CHANGE:** 19930408

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS GOVERNMENT GUARANTEED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19910522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORKING CAPITAL TRUST
- **DATE OF NAME CHANGE:** 19840529

## Series and Classes Contracts Data

### MFS Diversified Income Fund (Series ID: S000012219)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033358 | A            | DIFAX           |
| C000033359 | C            | DIFCX           |
| C000033360 | I            | DIFIX           |
| C000068409 | R1           | DIFDX           |
| C000068410 | R2           | DIFEX           |
| C000068411 | R3           | DIFFX           |
| C000068412 | R4           | DIFGX           |
| C000117928 | R6           | DIFHX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS Series Trust XIII

- **b. Investment Company Act file number:** 811-03327

- **c. CIK number of Registrant:** 0000356349

- **d. LEI of Registrant:** 5493000SCRZM3WD72S74

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

  - **Street Address 1:** 111 Huntington Avenue

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000012219

- **c. LEI of Series:** 7Z555RPCNKK7AVR16U38

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1901094140.59

**Total Liabilities:** $28708778.00

**Net Assets:** $1872385362.59

**Delayed Delivery Securities:** $6973586.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -965.72858570 | **1-Year:** -20236.75310700 | **5-Year:** -83430.83969530 | **10-Year:** -131056.16720190 | **30-Year:** -68644.84346810

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

- **3-Month:** -331.68880810 | **1-Year:** -8970.08090690 | **5-Year:** -30053.14793170 | **10-Year:** -33790.27495050 | **30-Year:** -8405.64292070

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033358 | 0.12%                | 1.84%                | 2.64%                |
| Class ID C000033359 | 0.14%                | 1.70%                | 2.58%                |
| Class ID C000033360 | 0.22%                | 1.78%                | 2.66%                |
| Class ID C000068409 | 0.14%                | 1.70%                | 2.58%                |
| Class ID C000068410 | 0.18%                | 1.74%                | 2.62%                |
| Class ID C000068411 | 0.20%                | 1.76%                | 2.64%                |
| Class ID C000068412 | 0.22%                | 1.78%                | 2.66%                |
| Class ID C000117928 | 0.23%                | 1.87%                | 2.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2726809.19              | $-6087088.52                               |
| Month 2  | $7602197.93              | $20794702.16                               |
| Month 3  | $4353826.54              | $37925034.50                               |

**Designated Index Information**

- **Index Name:** 25% BBG US HY 2% Issuer Cap, 20% ACWI HDivY, 15% JPM GBI-EM Gbl Div, 15% BBG US Credit, 15% MSCI US REIT, 10% BBG US Gov/Mtge BI

- **Index Identifier:** 25% LF89TRUU, 20% M1ACWIHD, 15% JGENVUUG, 15% LUCRTRUU, 15%, 10% LUMSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO Corp.                                                                | AGCO Corp.                                                                      | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      18392 | NS      | $2510508.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas, Inc.                                                           | AEP Texas, Inc.                                                                 | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1104811.39   | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     434000 | PA      | $466541.32    | 0.02%             | 2055-06-10      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA                                                                    | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     456000 | PA      | $474452.95    | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $990802.80    | 0.05%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                  | AEP Transmission Co. LLC                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     507000 | PA      | $529826.49    | 0.03%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                             | AIB Group plc                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1421000 | PA      | $1504057.59   | 0.08%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                 | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     643000 | PA      | $647764.27    | 0.03%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    1083000 | PA      | $1116660.14   | 0.06%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA Infrastructure Ltd.                                                   | APA Infrastructure Ltd.                                                         | CUSIP: 00205GAC1<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     307000 | PA      | $310462.05    | 0.02%             | 2035-03-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                       | Abbott Laboratories                                                             | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1173353.51   | 0.06%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      38418 | NS      | $8916049.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1232000 | PA      | $1235222.15   | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     468000 | PA      | $459614.10    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                              | AbbVie, Inc.                                                                    | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     448000 | PA      | $450346.84    | 0.02%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     864000 | PA      | $886242.06    | 0.05%             | 2035-05-06      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1214000 | PA      | $1286044.79   | 0.07%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                  | Abu Dhabi Developmental Holding Co. PJSC                                        | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     718000 | PA      | $696047.04    | 0.04%             | 2054-10-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Acadia Realty Trust                                                       | Acadia Realty Trust                                                             | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     311036 | NS      | $6506873.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     416000 | PA      | $417563.36    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                   | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     283000 | PA      | $279950.97    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                                  | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     865000 | PA      | $766334.87    | 0.04%             | 2041-08-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                          | Adani Transmission Step-One Ltd.                                                | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    2078125 | PA      | $1893624.10   | 0.10%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                             | Adani Electricity Mumbai Ltd.                                                   | CUSIP: 00654GAB9<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    1362000 | PA      | $1259828.22   | 0.07%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                        | Aegea Finance Sarl                                                              | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     893000 | PA      | $828840.61    | 0.04%             | 2036-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                      | Aeropuertos Dominicanos Siglo XXI SA                                            | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |     632000 | PA      | $667550.00    | 0.04%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                          | African Export-Import Bank (The)                                                | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |     821000 | PA      | $825236.86    | 0.04%             | 2035-05-07      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AL Jawaher Assets Co. Spc                                                 | AL Jawaher Assets Co. Spc                                                       | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |     803000 | PA      | $793302.24    | 0.04%             | 2030-10-29      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc., Class A                                                  | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     110945 | NS      | $1985915.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Finance Corp.                                                       | Alcon Finance Corp.                                                             | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    2224000 | PA      | $2208621.11   | 0.12%             | 2026-09-23      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                       | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    1014997 | PA      | $827628.54    | 0.04%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                         | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $476595.16    | 0.03%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                            | Alimentation Couche-Tard, Inc.                                                  | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     817000 | PA      | $620287.14    | 0.03%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                        | Altria Group, Inc.                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      59639 | NS      | $4117476.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux Sarl                                                          | Ambipar Lux Sarl                                                                | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     488000 | PA      | $70760.00     | 0.00%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                              | American Credit Acceptance Receivables Trust, Series 2026-1, Class A            | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     891000 | PA      | $891007.31    | 0.05%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                     | American Homes 4 Rent, Class A                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     224563 | NS      | $6736890.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent LP                                                  | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1413191.82   | 0.08%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1091476.69   | 0.06%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                        | American International Group, Inc.                                              | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     273000 | PA      | $280102.43    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| British American Tobacco plc                                              | British American Tobacco plc                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     147604 | NS      | $9229819.82   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     325000 | PA      | $245293.59    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     541000 | PA      | $558622.12    | 0.03%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                            | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     905000 | PA      | $947365.46    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems, Inc.                                       | American Transmission Systems, Inc.                                             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $279108.36    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                                              | Americold Realty Trust, Inc.                                                    | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |     332377 | NS      | $4450528.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-13, Class A1                              | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |     737057 | PA      | $742962.29    | 0.04%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     782000 | PA      | $766211.96    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     679000 | PA      | $689184.76    | 0.04%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                      | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2055403.11   | 0.11%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                     | Elevance Health, Inc.                                                           | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     641000 | PA      | $625904.07    | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                               | Apple, Inc.                                                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1044906.55   | 0.06%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                   | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     186781 | NS      | $7816784.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                            | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class AS       | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     484000 | PA      | $483993.56    | 0.03%             | 2036-11-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| ARDN Mortgage Trust                                                       | ARDN Mortgage Trust, Series 2025-ARCP, Class A                                  | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1097000 | PA      | $1099634.77   | 0.06%             | 2035-06-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2023-CRE8, Class A                                           | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     142661 | PA      | $142751.63    | 0.01%             | 2041-08-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| AREIT Trust                                                               | AREIT Trust, Series 2022-CRE6, Class AS                                         | CUSIP: 04002VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     946500 | PA      | $943162.73    | 0.05%             | 2037-01-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3927000 | PA      | $2960172.60   | 0.16%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                        | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3749000 | PA      | $2942965.00   | 0.16%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic                                                              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4236000 | PA      | $2965200.00   | 0.16%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-B, Class A2                                  | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74864 | PA      | $75351.53     | 0.00%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                   | Arrow Electronics, Inc.                                                         | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     906000 | PA      | $954573.95    | 0.05%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     751000 | PA      | $828164.06    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                  | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1144152.38   | 0.06%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     408000 | PA      | $407285.35    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                     | Ashtead Capital, Inc.                                                           | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     839000 | PA      | $877890.20    | 0.05%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                        | Atmos Energy Corp.                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      39621 | NS      | $7400806.59   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avilease Capital Ltd.                                                     | Avilease Capital Ltd.                                                           | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    1002000 | PA      | $998553.91    | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1323000 | PA      | $1287215.31   | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                              | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     867000 | PA      | $869075.48    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2021-C9, Class XA                                  | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3349296 | PA      | $201608.20    | 0.01%             | 2054-02-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2022-C18, Class XA                                 | CUSIP: 054975AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4153742 | PA      | $136393.11    | 0.01%             | 2055-12-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                         | BAT Capital Corp.                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     811000 | PA      | $881823.85    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                        | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     488000 | PA      | $493143.39    | 0.03%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance plc                                                  | Azule Energy Finance plc                                                        | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     556000 | PA      | $559227.95    | 0.03%             | 2033-01-22      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BDS LLC                                                                   | BDS LLC, Series 2024-FL13, Class A                                              | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     365500 | PA      | $366381.59    | 0.02%             | 2039-09-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     732000 | PA      | $735863.50    | 0.04%             | 2033-12-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                               | Commonwealth of the Bahamas                                                     | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     915000 | PA      | $1025284.95   | 0.05%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                  | Baiterek National Investment Holding JSC                                        | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     640000 | PA      | $652729.34    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                  | Baiterek National Investment Holding JSC                                        | CUSIP: 05709VAC8<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     751000 | PA      | $748253.29    | 0.04%             | 2030-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris SA                                                    | Banco GNB Sudameris SA                                                          | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     602000 | PA      | $600451.36    | 0.03%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Internacional del Peru SAA Interbank                                | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    1216000 | PA      | $1219161.60   | 0.07%             | 2031-07-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     829000 | PA      | $864195.20    | 0.05%             | 2035-07-30      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Chile                                                     | Banco Santander Chile                                                           | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     725000 | PA      | $729922.75    | 0.04%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1132000 | PA      | $1143832.48   | 0.06%             | 2030-11-26      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     886000 | PA      | $935865.09    | 0.05%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2141619.70   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2639802.40   | 0.14%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                           | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     989000 | PA      | $1031442.31   | 0.06%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    1041000 | PA      | $1091042.46   | 0.06%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2022-BNK43, Class XA                                               | CUSIP: 06541QBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7871715 | PA      | $372798.11    | 0.02%             | 2055-08-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| BANK                                                                      | BANK, Series 2021-BN32, Class XA                                                | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4768865 | PA      | $132049.86    | 0.01%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Barbados                                                                  | Barbados Government Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     690000 | PA      | $737610.00    | 0.04%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                                              | Bacardi Ltd.                                                                    | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    2504000 | PA      | $2403504.26   | 0.13%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                          | Barings CLO Ltd., Series 2021-3A, Class B1R                                     | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $901957.50    | 0.05%             | 2035-01-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                         | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      46694 | NS      | $1062755.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                      | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     255000 | PA      | $256616.69    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                | Baxter International, Inc.                                                      | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     360000 | PA      | $366076.12    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | Rio Tinto plc                                                                   | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |      73496 | NS      | $7265088.97   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     485000 | PA      | $517810.25    | 0.03%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     362000 | PA      | $406344.97    | 0.02%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico       | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     476000 | PA      | $523755.65    | 0.03%             | 2039-01-08      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B24, Class XA                             | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6614529 | PA      | $259162.52    | 0.01%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B26, Class XA                             | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6294483 | PA      | $194594.57    | 0.01%             | 2054-06-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2021-B27, Class XA                             | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7347072 | PA      | $333712.81    | 0.02%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                  | Benchmark Mortgage Trust, Series 2022-B36, Class XA                             | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6956840 | PA      | $267220.58    | 0.01%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government Bond                                                           | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     816000 | PA      | $858419.07    | 0.05%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                       | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     533000 | PA      | $569190.07    | 0.03%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Benin Sukuk SA                                                            | Benin Sukuk SA                                                                  | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |     433000 | PA      | $426668.49    | 0.02%             | 2033-01-29      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $254555.26    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    2322000 | PA      | $1634989.86   | 0.09%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda                                                                   | Bermuda Government Bond                                                         | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    3715000 | PA      | $3783727.50   | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK plc (The)                                                | Bidvest Group UK plc (The)                                                      | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     691000 | PA      | $706188.18    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Biocon Biologics Global plc                                               | Biocon Biologics Global plc                                                     | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     751000 | PA      | $760024.47    | 0.04%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2114000 | PA      | $2122540.75   | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     561000 | PA      | $581049.93    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                                 | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     734000 | PA      | $744583.20    | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co.                                                            | Boston Gas Co.                                                                  | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1399299.82   | 0.07%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BXP, Inc.                                                                 | BXP, Inc.                                                                       | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      91490 | NS      | $5267994.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP                                                            | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     637000 | PA      | $631963.27    | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                          | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $738794.53    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     684000 | PA      | $717981.12    | 0.04%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     474000 | PA      | $481110.00    | 0.03%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Federative Republic of Brazil                                                   | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     846000 | PA      | $852514.20    | 0.05%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     502000 | PA      | $519412.14    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     850000 | PA      | $878486.15    | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     576000 | PA      | $577422.03    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                            | Broadcom, Inc.                                                                  | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     605000 | PA      | $621256.27    | 0.03%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     317000 | PA      | $322966.52    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                       | Brown & Brown, Inc.                                                             | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     154000 | PA      | $157274.18    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                           | Brunswick Corp.                                                                 | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      56640 | NS      | $4509676.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires                                           | Ciudad Autonoma De Buenos Aires                                                 | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     453000 | PA      | $463844.82    | 0.02%             | 2033-11-26      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1172000 | PA      | $1120545.43   | 0.06%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     538000 | PA      | $537324.21    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                               | Business Jet Securities LLC, Series 2024-1A, Class A                            | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136672 | PA      | $141410.62    | 0.01%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                       | CBRE Services, Inc.                                                             | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     959000 | PA      | $1025659.86   | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                               | CFE Fibra E                                                                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     730860 | PA      | $726621.06    | 0.04%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                                         | Cigna Group (The)                                                               | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      32051 | NS      | $9289020.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                                           | CME Group, Inc.                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       4529 | NS      | $1447015.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial Capital LLC                                                | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     665000 | PA      | $689890.79    | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                       | COMM Mortgage Trust, Series 2024-CBM, Class A2                                  | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201342 | PA      | $205947.46    | 0.01%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     337000 | PA      | $338471.25    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                              | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1234000 | PA      | $1385276.94   | 0.07%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                              | Canadian Pacific Railway Co.                                                    | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1543000 | PA      | $1053528.31   | 0.06%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Group, Inc. (The)                                                 | Carlyle Group, Inc. (The)                                                       | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1212115.45   | 0.06%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                          | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    1215000 | PA      | $1010544.70   | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central American Bottling Corp.                                           | Central American Bottling Corp.                                                 | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    1214000 | PA      | $1201270.00   | 0.06%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     504000 | PA      | $526462.15    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $562605.69    | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                      | Charter Communications Operating LLC                                            | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     263000 | PA      | $256514.73    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     944000 | PA      | $979617.10    | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                 | Chesapeake Funding II LLC, Series 2023-2A, Class A2                             | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     361427 | PA      | $362936.25    | 0.02%             | 2035-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Chevron Corp.                                                             | Chevron Corp.                                                                   | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13016 | NS      | $2430868.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Electricity Lux MPC SARL                                            | Chile Electricity Lux MPC SARL                                                  | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     411940 | PA      | $433014.03    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     664703 | PA      | $686564.82    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                         | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |     708736 | PA      | $735718.85    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1491000 | PA      | $1596711.90   | 0.09%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                         | Republic of Chile                                                               | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     552000 | PA      | $552938.40    | 0.03%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                    | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     893000 | PA      | $918725.55    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2019-C7, Class XA                   | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8395041 | PA      | $232593.01    | 0.01%             | 2072-12-15      | Variable      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                      | Cognizant Technology Solutions Corp., Class A                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      23616 | NS      | $1521578.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colbun SA                                                                 | Colbun SA                                                                       | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     856000 | PA      | $863704.00    | 0.05%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                     | Colgate-Palmolive Co.                                                           | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     140332 | NS      | $13912514.48  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1115000 | PA      | $1188367.03   | 0.06%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1152000 | PA      | $1197504.00   | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     605000 | PA      | $636490.25    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     632000 | PA      | $630514.80    | 0.03%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     894000 | PA      | $887572.14    | 0.05%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                               | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |     572243 | PA      | $576297.83    | 0.03%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                        | Columbia Pipelines Holding Co. LLC                                              | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     313000 | PA      | $315100.93    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     263000 | PA      | $286821.08    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                      | Columbia Pipelines Operating Co. LLC                                            | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     781000 | PA      | $843875.46    | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                             | Comcast Corp.                                                                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1082286.40   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                           | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |     330000 | PA      | $349017.90    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad                                                | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1464000 | PA      | $1480470.00   | 0.08%             | 2034-01-28      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                          | Comision Federal de Electricidad                                                | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |     414000 | PA      | $419071.52    | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jscb Agrobank                                                             | Jscb Agrobank                                                                   | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     399000 | PA      | $438448.87    | 0.02%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                       | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     475000 | PA      | $476459.71    | 0.03%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     818000 | PA      | $797195.55    | 0.04%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                            | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1351000 | PA      | $1077974.63   | 0.06%             | 2041-03-11      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     608000 | PA      | $577400.42    | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                | Corebridge Financial, Inc.                                                      | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     949000 | PA      | $808331.69    | 0.04%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                   | Vale SA                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     147400 | NS      | $2543739.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp. Andina de Fomento                                                   | Corp. Andina de Fomento                                                         | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     613000 | PA      | $645059.90    | 0.03%             | 2030-06-17      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     597000 | PA      | $653094.72    | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     720000 | PA      | $778953.60    | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     817000 | PA      | $901134.66    | 0.05%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     688000 | PA      | $704512.00    | 0.04%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    1013000 | PA      | $1059344.76   | 0.06%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                               | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | USGA              | PE        |     423000 | PA      | $438162.44    | 0.02%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Corp. Quiport SA                                                          | Corp. Quiport SA                                                                | CUSIP: 22000FAA8<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     323000 | PA      | $352876.25    | 0.02%             | 2037-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     363000 | PA      | $335231.71    | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     641000 | PA      | $605143.58    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     701000 | PA      | $762155.24    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1919000 | PA      | $2185357.20   | 0.12%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1331000 | PA      | $1425624.34   | 0.08%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1910000 | PA      | $2085772.14   | 0.11%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1350000 | PA      | $1457967.44   | 0.08%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                                 | Republic of Cote d'Ivoire                                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     623000 | PA      | $593827.73    | 0.03%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties, Inc.                                                  | Cousins Properties, Inc.                                                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     148543 | NS      | $3440255.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                                        | Crown Castle, Inc.                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     986000 | PA      | $984934.90    | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                             | Cummins, Inc.                                                                   | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     638000 | PA      | $638828.15    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk Difc Ltd.                                                       | DAE Sukuk Difc Ltd.                                                             | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     735000 | PA      | $728566.56    | 0.04%             | 2030-10-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DAE Funding LLC                                                           | DAE Funding LLC                                                                 | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695838.55    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Finning International, Inc.                                               | Finning International, Inc.                                                     | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      59362 | NS      | $4002001.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                                             | Danaher Corp.                                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $928948.02    | 0.05%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                                        | Grupo Financiero Banorte SAB de CV, Class O                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |     137708 | NS      | $1570344.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                                                  | Manulife Financial Corp.                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     166224 | NS      | $5918771.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1091000 | PA      | $1107163.20   | 0.06%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     484000 | PA      | $492939.33    | 0.03%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1059000 | PA      | $1082291.00   | 0.06%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Dhafrah Pv2 Energy Co. LLC                                                | Dhafrah Pv2 Energy Co. LLC                                                      | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |     816000 | PA      | $840506.90    | 0.04%             | 2053-06-30      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital plc                                                        | Diageo Capital plc                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1299000 | PA      | $1392634.27   | 0.07%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                               | Dick's Sporting Goods, Inc.                                                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     967000 | PA      | $704696.84    | 0.04%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                                                | Digital Realty Trust, Inc.                                                      | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      88003 | NS      | $15594131.60  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     885000 | PA      | $750205.05    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                     | Walt Disney Co. (The)                                                           | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     561000 | PA      | $415611.02    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     839000 | PA      | $806253.83    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     610000 | PA      | $621724.20    | 0.03%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     931000 | PA      | $947432.15    | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1196000 | PA      | $1279600.40   | 0.07%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     717000 | PA      | $768624.00    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     755000 | PA      | $756510.00    | 0.04%             | 2038-05-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Douglas Emmett, Inc.                                                      | Douglas Emmett, Inc.                                                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     298949 | NS      | $2956605.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     695000 | PA      | $643693.08    | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     388000 | PA      | $289426.76    | 0.02%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     791000 | PA      | $858586.59    | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                                                 | ELM Trust, Series 2024-ELM, Class A10                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1030787 | PA      | $1035418.84   | 0.06%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                  | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1109000 | PA      | $1128285.51   | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1201229.99   | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     724000 | PA      | $744019.32    | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1086000 | PA      | $1093059.00   | 0.06%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    1100000 | PA      | $1113750.00   | 0.06%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                      | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      90543 | NS      | $6767183.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                                   | Republic of El Salvador                                                         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     294000 | PA      | $333690.00    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                            | Element Fleet Management Corp.                                                  | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1441227.76   | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     432000 | PA      | $460547.86    | 0.02%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | NUSS              | CL        |     487000 | PA      | $512000.15    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     900000 | PA      | $868873.44    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                       | Energuate Trust 2 0                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     795000 | PA      | $810129.65    | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                             | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1023000 | PA      | $1260950.76   | 0.07%             | 2052-10-14      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     958000 | PA      | $979685.72    | 0.05%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT Trust                                                                 | EQT Trust, Series 2024-EXTR, Class B                                            | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234585 | PA      | $239912.61    | 0.01%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                             | Equinix, Inc.                                                                   | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      20426 | NS      | $19900234.76  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                                                  | Equitable Holdings, Inc.                                                        | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      93274 | NS      | $3751480.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                                         | Equity LifeStyle Properties, Inc.                                               | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     141041 | NS      | $9472313.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                                        | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     114337 | NS      | $7227241.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eskom Holdings                                                            | Eskom Holdings                                                                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | NUSS              | ZA        |     684000 | PA      | $706262.77    | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                                   | Essential Properties Realty Trust, Inc.                                         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     221620 | NS      | $7521782.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                                                | Essex Property Trust, Inc.                                                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      28942 | NS      | $7383393.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1065006.58   | 0.06%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     413000 | PA      | $415340.68    | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1143000 | PA      | $1208436.20   | 0.06%             | 2033-01-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30218VAA4<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1099000 | PA      | $1158378.13   | 0.06%             | 2035-01-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30218VAB2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1048000 | PA      | $1065819.14   | 0.06%             | 2036-01-12      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                               | Export-Import Bank of India                                                     | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     455000 | PA      | $473402.04    | 0.03%             | 2056-01-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage, Inc.                                                 | Extra Space Storage, Inc.                                                       | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39914 | NS      | $6028211.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                         | Exxon Mobil Corp.                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      13142 | NS      | $2004155.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     853000 | PA      | $813077.27    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     437000 | PA      | $457823.20    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                           | Fairfax Financial Holdings Ltd.                                                 | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     888000 | PA      | $947608.69    | 0.05%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128KYA33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7281 | PA      | $7683.12      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5215 | PA      | $5465.41      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2192 | PA      | $2241.79      | 0.00%             | 2030-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXE30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1361 | PA      | $1401.50      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2446 | PA      | $2558.15      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        816 | PA      | $853.74       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4GZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4971 | PA      | $5077.39      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M4T37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3404 | PA      | $3563.45      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5HJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2573 | PA      | $2722.43      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M5M56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11622 | PA      | $12155.75     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6HH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        520 | PA      | $541.54       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6JU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1549 | PA      | $1594.98      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M6WA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75928 | PA      | $80331.95     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M72C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4458 | PA      | $4662.99      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M73V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4325 | PA      | $4453.90      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     115737 | PA      | $117506.00    | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45088 | PA      | $45772.95     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111636 | PA      | $108710.42    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9ND0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108876 | PA      | $113849.39    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128M9T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199976 | PA      | $199622.90    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJS43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36048 | PA      | $34895.34     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     805355 | PA      | $751912.40    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     268114 | PA      | $258713.69    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3128P8E23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91501 | PA      | $91259.35     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292JBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        730 | PA      | $747.38       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85113 | PA      | $82750.23     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292LSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     342351 | PA      | $332848.62    | 0.02%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     277423 | PA      | $268691.46    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31292SBD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70673 | PA      | $68448.90     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312932ZG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4590 | PA      | $4714.60      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312934RV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8330 | PA      | $8587.34      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5403 | PA      | $5540.27      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312940ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        823 | PA      | $844.21       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 312941LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109587 | PA      | $110660.15    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     270323 | PA      | $278765.33    | 0.01%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3129456V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42873 | PA      | $43515.63     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31296L3U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5175 | PA      | $5262.51      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CW22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17272 | PA      | $17728.27     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297CWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38119 | PA      | $38812.04     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297LBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6550 | PA      | $6672.96      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31297V6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2927 | PA      | $3052.86      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132A5GP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     748530 | PA      | $693631.73    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132CWWF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23893 | PA      | $22789.75     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     206553 | PA      | $196945.35    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNV59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     398342 | PA      | $332135.91    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     340110 | PA      | $296850.73    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     263223 | PA      | $272163.82    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27967 | PA      | $25310.69     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27814 | PA      | $23176.45     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1085907 | PA      | $902647.75    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      33643 | PA      | $26714.58     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63437 | PA      | $55309.16     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279995 | PA      | $244032.81    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193704 | PA      | $175535.21    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448927 | PA      | $458605.57    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9834 | PA      | $9965.84      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GEV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104000 | PA      | $107215.08    | 0.01%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132GRL58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40455 | PA      | $39319.22     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132J8ZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55692 | PA      | $52440.19     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JADZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     229641 | PA      | $216707.56    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132JAJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     109600 | PA      | $103268.27    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     680077 | PA      | $641352.74    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 3132L6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     364853 | PA      | $362180.80    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251229 | PA      | $254762.17    | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335AZE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     489329 | PA      | $455646.36    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     352689 | PA      | $368798.23    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC                                                                           | CUSIP: 31335B7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325481 | PA      | $335509.22    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A2EK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     445031 | PA      | $410318.85    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133A67D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     397015 | PA      | $365664.53    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B2JW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     714001 | PA      | $601589.75    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B4H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     219989 | PA      | $184813.37    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29131 | PA      | $25405.80     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     665157 | PA      | $607069.12    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BB3C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119511 | PA      | $113747.17    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     553579 | PA      | $481965.09    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133BNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89726 | PA      | $92239.20     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133C8PQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9326 | PA      | $9591.42      | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KKVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20023 | PA      | $16736.41     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27385 | PA      | $22971.82     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      50818 | PA      | $42218.06     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29787 | PA      | $26002.97     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     243133 | PA      | $214753.66    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KNGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     696994 | PA      | $583200.64    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     554845 | PA      | $543152.67    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     487796 | PA      | $429890.35    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 406, Class F36                                                    | CUSIP: 3133Q3JD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63662 | PA      | $64742.31     | 0.00%             | 2053-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133W6ZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1170710 | PA      | $1201555.02   | 0.06%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 3133WGP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      59963 | PA      | $61532.07     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31368HMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2677 | PA      | $2749.70      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-123, Class JF                                                 | CUSIP: 3136A2PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30174 | PA      | $30103.57     | 0.00%             | 2041-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-23, Class CE                                                  | CUSIP: 3136A4ES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189850 | PA      | $196899.46    | 0.01%             | 2042-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-40, Class PE                                                  | CUSIP: 3136A5AW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335339 | PA      | $325452.61    | 0.02%             | 2041-04-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2012-44, Class IK                                                  | CUSIP: 3136A5C38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24422 | PA      | $736.86       | 0.00%             | 2031-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-1, Class YI                                                   | CUSIP: 3136ABC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326161 | PA      | $21496.03     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-43, Class MA                                                  | CUSIP: 3136ADY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331954 | PA      | $319473.11    | 0.02%             | 2033-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2013-56, Class PK                                                  | CUSIP: 3136AEZE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317370 | PA      | $308556.79    | 0.02%             | 2043-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-3, Class PC                                                   | CUSIP: 3136AMNZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208361 | PA      | $205249.27    | 0.01%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-4, Class LI                                                   | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206513 | PA      | $14828.55     | 0.00%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-90, Class UQ                                                  | CUSIP: 3136AQVJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159795 | PA      | $156637.81    | 0.01%             | 2045-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2015-87, Class BF                                                  | CUSIP: 3136AQWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79914 | PA      | $79140.64     | 0.00%             | 2045-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-30, Class PA                                                  | CUSIP: 3136AR2J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259244 | PA      | $251205.93    | 0.01%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2016-82, Class FD                                                  | CUSIP: 3136AUAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     777589 | PA      | $773857.14    | 0.04%             | 2046-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2017-30, Class VH                                                  | CUSIP: 3136AWQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244829 | PA      | $241840.39    | 0.01%             | 2030-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2018-73, Class MV                                                  | CUSIP: 3136B3DM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170387 | PA      | $168638.11    | 0.01%             | 2030-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-49, Class JA                                                  | CUSIP: 3136BAF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156932 | PA      | $148449.17    | 0.01%             | 2044-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-67, Class IH                                                  | CUSIP: 3136BBP30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281588 | PA      | $37880.76     | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2020-65, Class EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409981 | PA      | $78423.14     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2021-1, Class IH                                                   | CUSIP: 3136BDV96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177173 | PA      | $25307.70     | 0.00%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2021-10, Class AC                                                  | CUSIP: 3136BFMA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202173 | PA      | $182047.50    | 0.01%             | 2041-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2022-29, Class MG                                                  | CUSIP: 3136BM3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69955 | PA      | $71258.40     | 0.00%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2023-54, Class FD                                                  | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     553299 | PA      | $562685.61    | 0.03%             | 2053-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2023-53, Class FJ                                                  | CUSIP: 3136BQUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     391945 | PA      | $400650.71    | 0.02%             | 2053-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-33, Class PF                                                  | CUSIP: 3136BSEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167247 | PA      | $168164.34    | 0.01%             | 2053-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-46, Class AM                                                  | CUSIP: 3136BSJF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397532 | PA      | $411694.06    | 0.02%             | 2054-07-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-88, Class FA                                                  | CUSIP: 3136BT5M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     860281 | PA      | $865562.76    | 0.05%             | 2054-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-88, Class FC                                                  | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     969298 | PA      | $980290.64    | 0.05%             | 2054-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2024-83, Class FA                                                  | CUSIP: 3136BTME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     455977 | PA      | $459489.59    | 0.02%             | 2054-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2025-11, Class FM                                                  | CUSIP: 3136BUX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560181 | PA      | $567952.56    | 0.03%             | 2055-03-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LQW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12302 | PA      | $12706.60     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371LTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1961 | PA      | $2024.40      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31371MMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        471 | PA      | $492.22       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust                                                 | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      66797 | NS      | $7265509.69   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3845, Class AI                                                    | CUSIP: 3137A9RJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94957 | PA      | $14269.40     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3923, Class DA                                                    | CUSIP: 3137AFKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212317 | PA      | $212210.59    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4096, Class DZ                                                    | CUSIP: 3137ATAP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     221558 | PA      | $214191.02    | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4231, Class FD                                                    | CUSIP: 3137B3HY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24793 | PA      | $24780.94     | 0.00%             | 2032-10-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4243, Class BZ                                                    | CUSIP: 3137B45J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     696945 | PA      | $689572.33    | 0.04%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4474, Class HJ                                                    | CUSIP: 3137BJF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79041 | PA      | $76986.05     | 0.00%             | 2039-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4471, Class PI                                                    | CUSIP: 3137BJGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13354 | PA      | $1242.77      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4543, Class HM                                                    | CUSIP: 3137BMPZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     596549 | PA      | $599476.57    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4604, Class FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41931 | PA      | $41650.81     | 0.00%             | 2046-08-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K066, Class A1   | CUSIP: 3137F2L38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84967 | PA      | $84741.25     | 0.00%             | 2026-12-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K074, Class X1   | CUSIP: 3137F4D66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57263963 | PA      | $296925.10    | 0.02%             | 2028-01-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K075, Class X1   | CUSIP: 3137F4X98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73218279 | PA      | $200120.20    | 0.01%             | 2028-02-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM  | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2193674 | PA      | $104922.33    | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5034, Class IJ                                                    | CUSIP: 3137F6JS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     377761 | PA      | $63085.67     | 0.00%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K125, Class XAM  | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4987462 | PA      | $178384.06    | 0.01%             | 2031-01-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class X1   | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42296493 | PA      | $260055.76    | 0.01%             | 2027-07-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K068, Class X1   | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31483648 | PA      | $172278.52    | 0.01%             | 2027-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K072, Class X1   | CUSIP: 3137FEBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201222 | PA      | $1216.27      | 0.00%             | 2027-12-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K073, Class X1   | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24019270 | PA      | $125447.84    | 0.01%             | 2028-01-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class X1   | CUSIP: 3137FEZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47480114 | PA      | $132431.53    | 0.01%             | 2028-04-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 4851, Class MS                                                    | CUSIP: 3137FKAV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     288830 | PA      | $42244.01     | 0.00%             | 2057-08-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K097, Class X1   | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7811721 | PA      | $252798.22    | 0.01%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K098, Class X1   | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13795100 | PA      | $481871.11    | 0.03%             | 2029-08-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K106, Class X1   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4046539 | PA      | $185046.99    | 0.01%             | 2030-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM  | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2188000 | PA      | $27379.76     | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM  | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3344437 | PA      | $220531.84    | 0.01%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM  | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8166315 | PA      | $560559.54    | 0.03%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM  | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9928903 | PA      | $685912.45    | 0.04%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM  | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4373949 | PA      | $278128.48    | 0.01%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class X1   | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3057786 | PA      | $124511.83    | 0.01%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM  | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3957955 | PA      | $205046.21    | 0.01%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM  | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3506241 | PA      | $222019.74    | 0.01%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5085, Class IK                                                    | CUSIP: 3137FXSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1106247 | PA      | $177633.80    | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1   | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12588058 | PA      | $153161.42    | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K130, Class XAM  | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3953830 | PA      | $232596.31    | 0.01%             | 2031-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K132, Class XAM  | CUSIP: 3137H3EZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5826990 | PA      | $239939.13    | 0.01%             | 2031-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K145, Class XAM  | CUSIP: 3137H7Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17860106 | PA      | $343069.42    | 0.02%             | 2032-06-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class XAM | CUSIP: 3137H9MC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11453817 | PA      | $141266.80    | 0.01%             | 2032-11-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class XAM | CUSIP: 3137HAAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2600000 | PA      | $53025.70     | 0.00%             | 2033-05-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-159, Class XAM | CUSIP: 3137HAMF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12475897 | PA      | $149830.53    | 0.01%             | 2033-08-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-161, Class XAM | CUSIP: 3137HB3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11781459 | PA      | $188992.27    | 0.01%             | 2033-10-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K511, Class X1   | CUSIP: 3137HB3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6092850 | PA      | $67109.69     | 0.00%             | 2028-10-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5367, Class MF                                                    | CUSIP: 3137HB7A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     532961 | PA      | $535338.50    | 0.03%             | 2053-12-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5370, Class FC                                                    | CUSIP: 3137HBFQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     475383 | PA      | $480210.11    | 0.03%             | 2054-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K755, Class XAM  | CUSIP: 3137HCKP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2871045 | PA      | $57060.87     | 0.00%             | 2031-02-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K522, Class X1   | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6539243 | PA      | $84954.58     | 0.00%             | 2029-05-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5451, Class FA                                                    | CUSIP: 3137HFL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     849837 | PA      | $856167.33    | 0.05%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K528, Class X1   | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4906286 | PA      | $128628.59    | 0.01%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-165, Class XAM | CUSIP: 3137HHJ44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1508629 | PA      | $102539.55    | 0.01%             | 2034-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5483, Class FD                                                    | CUSIP: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     541856 | PA      | $548076.07    | 0.03%             | 2054-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5481, Class FC                                                    | CUSIP: 3137HHQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1267096 | PA      | $1284391.92   | 0.07%             | 2054-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5492, Class MB                                                    | CUSIP: 3137HHZ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     336123 | PA      | $339564.12    | 0.02%             | 2055-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-168, Class XAM | CUSIP: 3137HJ6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17854931 | PA      | $161863.88    | 0.01%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K-169, Class XAM | CUSIP: 3137HK2F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6569974 | PA      | $148888.09    | 0.01%             | 2035-01-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC Multifamily Structured Pass-Through Certificates, Series K538, Class X1   | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2647580 | PA      | $54897.30     | 0.00%             | 2030-01-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5548                                                              | CUSIP: 3137HLJW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164881 | PA      | $26478.53     | 0.00%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 5575, Class MB                                                    | CUSIP: 3137HN3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94005 | PA      | $98128.12     | 0.01%             | 2055-09-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1367 | PA      | $1417.31      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31385XA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5472 | PA      | $5681.10      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A4XB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370414 | PA      | $381445.94    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138A7PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18667 | PA      | $18931.54     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138AA5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33264 | PA      | $33694.17     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ABYR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337805 | PA      | $342174.89    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138E2LH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49121 | PA      | $47780.63     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EHGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     135695 | PA      | $135392.22    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     243529 | PA      | $242497.57    | 0.01%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1168634 | PA      | $1203438.37   | 0.06%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EKET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249179 | PA      | $252402.45    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226917 | PA      | $234267.31    | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EPS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101954 | PA      | $101579.59    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138EQ5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214623 | PA      | $217398.65    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138ETDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381965 | PA      | $380580.16    | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138LQ2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47584 | PA      | $47409.28     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138MBH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149690 | PA      | $149132.94    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138W9A75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96296 | PA      | $95734.79     | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WAFE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     137101 | PA      | $135646.05    | 0.01%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEVB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115749 | PA      | $111656.18    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WEXT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106208 | PA      | $102452.82    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WFPH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     248617 | PA      | $239825.89    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WGUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     664951 | PA      | $639896.31    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     324720 | PA      | $287894.50    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3138X13A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147545 | PA      | $142818.86    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2004-60, Class FW                                                  | CUSIP: 31394AWL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6950 | PA      | $6949.89      | 0.00%             | 2034-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 2962, Class KF                                                    | CUSIP: 31395TR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14814 | PA      | $14745.15     | 0.00%             | 2035-04-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3113, Class QE                                                    | CUSIP: 31396HE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     153262 | PA      | $157771.98    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3233, Class PA                                                    | CUSIP: 31397BYP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     225034 | PA      | $237314.26    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2011-62, Class KF                                                  | CUSIP: 31397U6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33411 | PA      | $33324.59     | 0.00%             | 2041-07-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3531, Class FA                                                    | CUSIP: 31398CUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26449 | PA      | $26581.33     | 0.00%             | 2039-05-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | FNMA, Series 2010-116, Class BM                                                 | CUSIP: 31398NQG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95060 | PA      | $95385.18     | 0.01%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                     | FHLMC, Series 3632, Class PK                                                    | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     144170 | PA      | $147691.13    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7173 | PA      | $7398.94      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6772 | PA      | $6993.88      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9162 | PA      | $9410.98      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403C6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1808 | PA      | $1910.48      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6714 | PA      | $7015.27      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13495 | PA      | $13882.11     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1961 | PA      | $2048.44      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31403DD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      26666 | PA      | $27861.20     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404GYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12412 | PA      | $12957.71     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31404JT88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2966 | PA      | $3034.55      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        619 | PA      | $634.29       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405PNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4890 | PA      | $4990.00      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31405VJP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9292 | PA      | $9522.07      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406J2E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29204 | PA      | $30511.80     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406LYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1562 | PA      | $1599.24      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406PDM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4243 | PA      | $4413.87      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406V2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1921 | PA      | $1974.18      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31406XKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3095 | PA      | $3144.63      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31407KRH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35214 | PA      | $36230.52     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408DV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7064 | PA      | $7423.64      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31408GSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2637 | PA      | $2714.86      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409CA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6311 | PA      | $6590.26      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31409WVY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5441 | PA      | $5641.48      | 0.00%             | 2036-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A0UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249638 | PA      | $256690.79    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105184 | PA      | $108155.61    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1FW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1719000 | PA      | $1772502.65   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140A1VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27800 | PA      | $28580.08     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AAEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70161 | PA      | $72081.47     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52057 | PA      | $53437.10     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140AESU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41565 | PA      | $42789.41     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140ATKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139624 | PA      | $143232.16    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268391 | PA      | $267847.92    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140F5BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90284 | PA      | $87708.36     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140FDVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     621914 | PA      | $579034.88    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HF7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116049 | PA      | $103078.06    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HHF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19896 | PA      | $19415.84     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140HMPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39246 | PA      | $38468.25     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JAGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260002 | PA      | $271661.77    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346584 | PA      | $333854.01    | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KE2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56957 | PA      | $50598.58     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KFYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60431 | PA      | $53744.90     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KGJG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204405 | PA      | $180938.16    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KLRY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35311 | PA      | $32417.35     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36638 | PA      | $29162.03     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30252 | PA      | $25264.98     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140L1Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     538864 | PA      | $455762.48    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140LSKL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     199719 | PA      | $205252.46    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485336 | PA      | $426917.84    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MHS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221645 | PA      | $194832.93    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MJU78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24478 | PA      | $22175.65     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MS7K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38948 | PA      | $35275.07     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1566647 | PA      | $1581822.39   | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140MXVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14097 | PA      | $13948.95     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N0TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34614 | PA      | $35260.28     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N24Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285146 | PA      | $284107.40    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N2N56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     366578 | PA      | $369734.53    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     690606 | PA      | $704581.73    | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140N5ER1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16779 | PA      | $17081.58     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140NJQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15704 | PA      | $16008.53     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336689 | PA      | $324738.16    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QDT38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271489 | PA      | $239872.83    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEAV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     465655 | PA      | $411586.34    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QEWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108716 | PA      | $96307.46     | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249240 | PA      | $218122.67    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559497 | PA      | $485234.69    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24365 | PA      | $21130.48     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     431341 | PA      | $379673.20    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335324 | PA      | $303918.53    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X54P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     405418 | PA      | $357630.95    | 0.02%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X5XN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     510339 | PA      | $450457.10    | 0.02%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X6EF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268215 | PA      | $280139.75    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140X8ZU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32114 | PA      | $26833.59     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCAK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133134 | PA      | $117646.38    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147191 | PA      | $117139.84    | 0.01%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XEAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351987 | PA      | $321983.90    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     868011 | PA      | $785557.09    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     398902 | PA      | $352288.40    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XFLN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     341491 | PA      | $313873.50    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286073 | PA      | $259296.38    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     436530 | PA      | $398714.78    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353764 | PA      | $347150.14    | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270500 | PA      | $225565.85    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28964 | PA      | $25236.03     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64453 | PA      | $65060.98     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 3140XNCU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     345547 | PA      | $340679.32    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1055 | PA      | $1115.04      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410F5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3322 | PA      | $3413.31      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GBE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19322 | PA      | $20187.86     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6739 | PA      | $7040.55      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238150 | PA      | $245231.56    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1843 | PA      | $1963.58      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14220 | PA      | $14857.67     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KGB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73513 | PA      | $76807.30     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KJU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16684 | PA      | $17636.76     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410KQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12642 | PA      | $13208.39     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      70614 | PA      | $71548.40     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31410LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120376 | PA      | $119921.86    | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31411GNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7022 | PA      | $7418.69      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412FS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9799 | PA      | $10328.14     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412LKF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1393 | PA      | $1438.41      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2415 | PA      | $2553.29      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1099 | PA      | $1131.49      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412QSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2802 | PA      | $2885.67      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412V6B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        311 | PA      | $320.62       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1818 | PA      | $1922.15      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31412XZL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5613 | PA      | $5861.70      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31413ECR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4431 | PA      | $4684.46      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414AQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1514 | PA      | $1578.58      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31414QTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1576 | PA      | $1632.59      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415MM51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6431 | PA      | $6798.66      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31415PNH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        809 | PA      | $838.99       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152906 | PA      | $161258.49    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437859 | PA      | $457272.35    | 0.02%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416BW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12131 | PA      | $12170.10     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416WH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41804 | PA      | $43048.31     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31416XV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21313 | PA      | $21927.53     | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8822 | PA      | $8561.89      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417AYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90657 | PA      | $90324.18     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417F3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     219324 | PA      | $212185.93    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1759 | PA      | $1804.16      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417N4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12529 | PA      | $12902.35     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4627 | PA      | $4773.12      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417NCH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6917 | PA      | $7122.96      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31417YSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8817 | PA      | $9079.14      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138221 | PA      | $132648.16    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246412 | PA      | $235100.44    | 0.01%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1251961 | PA      | $994905.04    | 0.05%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45850 | PA      | $43791.29     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290729 | PA      | $241984.77    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84729 | PA      | $70496.53     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259907 | PA      | $216167.68    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     682527 | PA      | $598494.51    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339734 | PA      | $270407.87    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385804 | PA      | $322083.34    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     701150 | PA      | $582934.25    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288718 | PA      | $251995.13    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33255 | PA      | $28558.10     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     727405 | PA      | $642856.83    | 0.03%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4562 | PA      | $3791.77      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1328723 | PA      | $1158894.97   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384534 | PA      | $351601.41    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     589391 | PA      | $534845.20    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49674 | PA      | $43309.82     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184728 | PA      | $167635.68    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     271219 | PA      | $236469.07    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     859980 | PA      | $779212.24    | 0.04%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418ETA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176603 | PA      | $183646.68    | 0.01%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     399206 | PA      | $414453.00    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232856 | PA      | $238995.04    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418MUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4738 | PA      | $4843.91      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31418QPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6432 | PA      | $6623.38      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419ANB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302748 | PA      | $302633.94    | 0.02%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419AT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85754 | PA      | $87194.69     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195474 | PA      | $195360.33    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419EJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49357 | PA      | $50826.82     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419FG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     108306 | PA      | $108287.03    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419GP24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13339 | PA      | $13511.98     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419HBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9673 | PA      | $9937.64      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419JS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14456 | PA      | $14873.61     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                      | UMBS                                                                            | CUSIP: 31419LZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118677 | PA      | $118558.56    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                | UMBS                                                                            | CUSIP: 31427NMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     350814 | PA      | $368092.76    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                                                | Ferguson Enterprises, Inc.                                                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    1387000 | PA      | $1409060.79   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                               | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     329000 | PA      | $351245.66    | 0.02%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                              | Fiserv, Inc.                                                                    | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     682000 | PA      | $539660.14    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     932000 | PA      | $880522.46    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                 | Florida Power & Light Co.                                                       | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1465840.35   | 0.08%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     810000 | PA      | $802485.53    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                                       | Flowers Foods, Inc.                                                             | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     238000 | PA      | $208165.21    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     709000 | PA      | $728495.37    | 0.04%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1257000 | PA      | $1253397.53   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     946000 | PA      | $950888.40    | 0.05%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU             | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     711054 | PA      | $672690.93    | 0.04%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                                 | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MV              | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     748711 | PA      | $724580.59    | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177PCJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21860 | PA      | $21069.03     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177T4M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17287 | PA      | $16613.08     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36177UCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12231 | PA      | $12054.35     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     748639 | PA      | $725731.17    | 0.04%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1065448 | PA      | $1032956.20   | 0.06%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30677 | PA      | $28495.92     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     575120 | PA      | $536556.34    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229005 | PA      | $220223.68    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     278069 | PA      | $258881.51    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     465285 | PA      | $433167.04    | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     232774 | PA      | $216079.73    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2731 | PA      | $2790.99      | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     950678 | PA      | $839471.36    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49045 | PA      | $43308.56     | 0.00%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1148749 | PA      | $1014378.73   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1907942 | PA      | $1684762.91   | 0.09%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150872 | PA      | $127836.02    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     440470 | PA      | $427709.04    | 0.02%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33358 | PA      | $34097.48     | 0.00%             | 2052-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2916842 | PA      | $2905537.36   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     826000 | PA      | $834619.26    | 0.04%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA II, 30 Year                                                                | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     199309 | PA      | $203779.33    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2252624 | PA      | $2294349.29   | 0.12%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36200J6N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2029 | PA      | $2057.96      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30399 | PA      | $30499.94     | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3272 | PA      | $3401.24      | 0.00%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83052 | PA      | $84375.45     | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202F2V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19535 | PA      | $20306.69     | 0.00%             | 2042-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10596 | PA      | $10753.25     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19972 | PA      | $20265.76     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FSD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35645 | PA      | $35218.47     | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     626144 | PA      | $635166.20    | 0.03%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     402153 | PA      | $407926.68    | 0.02%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14386 | PA      | $14213.93     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AFWD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4466 | PA      | $4517.28      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620ALQ49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3723 | PA      | $3761.85      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMD58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4476 | PA      | $4510.20      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26697 | PA      | $27051.37     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36213FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22902 | PA      | $23318.63     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36225B2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21098 | PA      | $21874.08     | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241L4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18262 | PA      | $18349.52     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36241LLT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5876 | PA      | $6083.47      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                     | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     935000 | PA      | $900893.38    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                         | GLS Auto Receivables Issuer Trust, Series 2026-1A, Class A2                     | CUSIP: 36274AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     316000 | PA      | $315990.30    | 0.02%             | 2028-11-15      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36290VHK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1891 | PA      | $1920.20      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36294UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8686 | PA      | $8342.38      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GLY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15703 | PA      | $16151.11     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297GSD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66582 | PA      | $64048.97     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA                                                                            | CUSIP: 36297H6A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2466 | PA      | $2486.88      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     512493 | PA      | $502920.40    | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                         | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     597000 | PA      | $530921.85    | 0.03%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova, Inc.                                                          | GE Vernova, Inc.                                                                | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     675000 | PA      | $683540.93    | 0.04%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                    | General Dynamics Corp.                                                          | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      15146 | NS      | $5407879.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                       | General Mills, Inc.                                                             | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      88377 | NS      | $3997291.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     673000 | PA      | $689411.35    | 0.04%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                         | Georgia Power Co.                                                               | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     759000 | PA      | $716447.54    | 0.04%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2938576 | PA      | $2660436.40   | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                 | Golden State Tobacco Securitization Corp.                                       | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     560000 | PA      | $508387.71    | 0.03%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     704000 | PA      | $715461.17    | 0.04%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1119485.54   | 0.06%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     840000 | PA      | $845908.19    | 0.05%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-68, Class PN                                                  | CUSIP: 38373ATA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     139670 | PA      | $145535.37    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2009-121, Class MI                                                 | CUSIP: 38375AVL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      67375 | PA      | $9951.75      | 0.00%             | 2039-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-H31, Class DI                                                 | CUSIP: 38375BD66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     545792 | PA      | $26258.06     | 0.00%             | 2062-12-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-77, Class MY                                                  | CUSIP: 38375GBQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     120000 | PA      | $112005.85    | 0.01%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-H13, Class FL                                                 | CUSIP: 38375UKZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70924 | PA      | $71067.76     | 0.00%             | 2064-07-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H23, Class FB                                                 | CUSIP: 38375US43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     165664 | PA      | $165565.18    | 0.01%             | 2067-11-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H08, Class FM                                                 | CUSIP: 38376R2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     464900 | PA      | $468953.34    | 0.03%             | 2067-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H15, Class FB                                                 | CUSIP: 38376R6C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     584253 | PA      | $591359.32    | 0.03%             | 2067-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H23, Class F                                                  | CUSIP: 38376RB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     112012 | PA      | $112347.73    | 0.01%             | 2066-10-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2016-H22, Class FA                                                 | CUSIP: 38376RC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     280647 | PA      | $281572.91    | 0.02%             | 2066-10-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H03, Class F                                                  | CUSIP: 38376RS56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     262354 | PA      | $264823.48    | 0.01%             | 2067-01-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2017-H04, Class BF                                                 | CUSIP: 38376RT22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202765 | PA      | $204392.71    | 0.01%             | 2067-02-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2010-103, Class WA                                                 | CUSIP: 38377DSY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     193392 | PA      | $198304.27    | 0.01%             | 2034-08-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-52, Class GT                                                  | CUSIP: 38377VGJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77330 | PA      | $77204.50     | 0.00%             | 2039-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2011-123, Class MA                                                 | CUSIP: 38377YEC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     296298 | PA      | $294902.65    | 0.02%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-12, Class KN                                                  | CUSIP: 38378CP92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     194744 | PA      | $198014.48    | 0.01%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-6, Class GI                                                   | CUSIP: 38378FJG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     619003 | PA      | $89169.02     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2012-108, Class KI                                                 | CUSIP: 38378HQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     202163 | PA      | $27022.77     | 0.00%             | 2042-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2013-81, Class PI                                                  | CUSIP: 38378TKC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54009 | PA      | $454.20       | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-122, Class PI                                                 | CUSIP: 38379ETW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     168176 | PA      | $7388.94      | 0.00%             | 2029-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2014-129, Class BI                                                 | CUSIP: 38379GKK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47186 | PA      | $1586.86      | 0.00%             | 2029-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2018-H06, Class KF                                                 | CUSIP: 38380LBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     873360 | PA      | $880022.15    | 0.05%             | 2068-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-98, Class SW                                                  | CUSIP: 38381NMU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     585064 | PA      | $600565.03    | 0.03%             | 2055-06-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-115, Class GS                                                 | CUSIP: 38381PBA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     380357 | PA      | $19330.34     | 0.00%             | 2055-07-20      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2021-83, Class FM                                                  | CUSIP: 38382QWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89301 | PA      | $74770.65     | 0.00%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2022-H04, Class FB                                                 | CUSIP: 38382YLR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1006604 | PA      | $1006021.76   | 0.05%             | 2067-05-20      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-177, Class FA                                                 | CUSIP: 38383BF49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     441997 | PA      | $443038.83    | 0.02%             | 2065-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-40, Class FX                                                  | CUSIP: 38383WQB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     999351 | PA      | $983726.47    | 0.05%             | 2041-09-20      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-79, Class JI                                                  | CUSIP: 38384AZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     331966 | PA      | $45911.40     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-146, Class FD                                                 | CUSIP: 38384DAZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     979719 | PA      | $992345.60    | 0.05%             | 2053-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-149, Class YF                                                 | CUSIP: 38384DGD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1004491 | PA      | $1016234.66   | 0.05%             | 2053-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-135, Class FG                                                 | CUSIP: 38384EHJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1037630 | PA      | $1058604.61   | 0.06%             | 2053-09-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-173, Class FC                                                 | CUSIP: 38384GBV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     908898 | PA      | $918340.97    | 0.05%             | 2053-11-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2023-189, Class FG                                                 | CUSIP: 38384GMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     940760 | PA      | $949752.40    | 0.05%             | 2053-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-26, Class E                                                   | CUSIP: 38384J5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     396937 | PA      | $410486.54    | 0.02%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-19, Class JF                                                  | CUSIP: 38384KDM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1027511 | PA      | $1034787.39   | 0.06%             | 2054-02-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-19, Class GF                                                  | CUSIP: 38384KFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     853061 | PA      | $859428.68    | 0.05%             | 2054-02-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-43, Class FB                                                  | CUSIP: 38384KNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     190695 | PA      | $192210.07    | 0.01%             | 2054-03-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-51, Class CF                                                  | CUSIP: 38384KSF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     154439 | PA      | $155509.19    | 0.01%             | 2064-03-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-164, Class FM                                                 | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     501639 | PA      | $504306.25    | 0.03%             | 2054-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2024-197, Class FL                                                 | CUSIP: 38385BBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     809866 | PA      | $813664.02    | 0.04%             | 2064-12-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-63, Class FL                                                  | CUSIP: 38385E2Z6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     322375 | PA      | $326544.68    | 0.02%             | 2055-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-97, Class SC                                                  | CUSIP: 38385G5H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     397391 | PA      | $399034.85    | 0.02%             | 2055-06-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                      | GNMA, Series 2025-89, Class MD                                                  | CUSIP: 38385GFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     236599 | PA      | $242769.51    | 0.01%             | 2055-05-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                               | Grupo Energia Bogota SA ESP                                                     | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | NUSS              | CO        |     687000 | PA      | $674805.75    | 0.04%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                          | Grupo Nutresa SA                                                                | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     857000 | PA      | $923203.25    | 0.05%             | 2030-05-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     703000 | PA      | $762902.63    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $858703.06    | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1013000 | PA      | $1071926.21   | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     691000 | PA      | $756002.37    | 0.04%             | 2055-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     805000 | PA      | $801646.68    | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                       | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     541000 | PA      | $520857.40    | 0.03%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     804000 | PA      | $740030.13    | 0.04%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                         | HSBC Holdings plc                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     596000 | PA      | $614968.59    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                       | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       3862 | NS      | $2482912.86   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)                                      | Hartford Insurance Group, Inc. (The)                                            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      27801 | NS      | $3915214.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     453000 | PA      | $492816.49    | 0.03%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     631000 | PA      | $652896.20    | 0.03%             | 2030-04-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama A/S                                   | Hazine Mustesarligi Varlik Kiralama A/S                                         | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     672000 | PA      | $701345.70    | 0.04%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.                                             | Healthcare Realty Trust, Inc.                                                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     339333 | NS      | $6260693.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                                               | Healthpeak Properties, Inc.                                                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     124089 | NS      | $2193893.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Realty LP                                                       | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1145834.57   | 0.06%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties, Inc.                                                | Highwoods Properties, Inc.                                                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     273573 | NS      | $6152656.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      10986 | NS      | $4182589.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                                    | Home Depot, Inc. (The)                                                          | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1234000 | PA      | $995211.12    | 0.05%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | HOMES Trust, Series 2026-INV1, Class A1D                                        | CUSIP: 43761FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437733 | PA      | $440742.79    | 0.02%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     560000 | PA      | $487813.72    | 0.03%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     435000 | PA      | $448300.23    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                              | Humana, Inc.                                                                    | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     429000 | PA      | $436543.41    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1509000 | PA      | $1549511.61   | 0.08%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     903000 | PA      | $915804.12    | 0.05%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     698000 | PA      | $723166.01    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     454000 | PA      | $477812.35    | 0.03%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     698000 | PA      | $751009.34    | 0.04%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                       | Huntington Ingalls Industries, Inc.                                             | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     324000 | PA      | $346578.74    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1094627.10   | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     199000 | PA      | $200912.08    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                        | IRB Infrastructure Developers Ltd.                                              | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     751000 | PA      | $782827.77    | 0.04%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1724000 | PA      | $1739412.28   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                         | Indian Railway Finance Corp. Ltd.                                               | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    1354000 | PA      | $1262205.07   | 0.07%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GEA Group AG                                                              | GEA Group AG                                                                    | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |      25951 | NS      | $2020737.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Subordinated Trust                                             | Industrial Subordinated Trust 2 0                                               | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |     809000 | PA      | $831530.65    | 0.04%             | 2036-04-15      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp.                                                               | Intel Corp.                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     488000 | PA      | $463473.42    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     929000 | PA      | $1074553.51   | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| State of Israel                                                           | State of Israel Government Bond                                                 | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     575000 | PA      | $572574.27    | 0.03%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                           | State of Israel Government Bond                                                 | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3608000 | PA      | $3584174.10   | 0.19%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     465000 | PA      | $443497.33    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     592000 | PA      | $575066.08    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     461000 | PA      | $436289.66    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                    | JBS NV                                                                          | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     399000 | PA      | $421603.35    | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     565000 | PA      | $577041.28    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                           | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     516000 | PA      | $529598.66    | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                              | Kaspi.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    1064000 | PA      | $1095076.15   | 0.06%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3984000 | PA      | $3628491.82   | 0.19%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     675000 | PA      | $703497.97    | 0.04%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     788000 | PA      | $822994.63    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     499000 | PA      | $506749.12    | 0.03%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1138781.66   | 0.06%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1                          | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |     163115 | PA      | $163620.70    | 0.01%             | 2066-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                       | Japan Tobacco, Inc.                                                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    1013000 | PA      | $1057845.40   | 0.06%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                           | Jefferies Financial Group, Inc.                                                 | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     910000 | PA      | $894980.50    | 0.05%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                          | Jersey Central Power & Light Co.                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1466540.95   | 0.08%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                                   | Sberbank of Russia PJSC                                                         | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    1738404 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Johnson & Johnson                                                         | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      42012 | NS      | $10437041.16  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                        | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     592000 | PA      | $614543.64    | 0.03%             | 2030-04-07      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class A                                             | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     118499 | PA      | $118476.70    | 0.01%             | 2039-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                                 | KREF Ltd., Series 2021-FL2, Class AS                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |     526000 | PA      | $525426.13    | 0.03%             | 2039-02-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kazakhstan                                                    | Republic of Kazakhstan                                                          | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     995000 | PA      | $1014961.94   | 0.05%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Higher Education Student Loan Corp.                              | Kentucky Higher Education Student Loan Corp., Series 2025A-2                    | CUSIP: 49130NHA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     890000 | PA      | $945887.82    | 0.05%             | 2040-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     588000 | PA      | $581925.36    | 0.03%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                         | Republic of Kenya                                                               | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     648000 | PA      | $632505.80    | 0.03%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                      | Kimberly-Clark Corp.                                                            | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      74448 | NS      | $8296485.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                                        | Kimco Realty Corp.                                                              | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     244701 | NS      | $5762708.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                     | Kingston Airport Revenue Finance Ltd.                                           | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     447000 | PA      | $460812.30    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     506000 | PA      | $436186.00    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                     | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     628000 | PA      | $590147.97    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                          | Kroger Co. (The)                                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     384000 | PA      | $371214.09    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-25745.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19793.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11526.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5632.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21295.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5625.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $57149.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11878.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11111.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-214.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3740.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-57238.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $16529.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-180084.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5441.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-371.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17577.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                      | State of Kuwait                                                                 | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1273000 | PA      | $1277198.93   | 0.07%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Kuwait International Government Bond                                      | State of Kuwait                                                                 | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     602000 | PA      | $605966.68    | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2163.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10674.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27172.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14710.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2625.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-915.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10031.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6977.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $17500.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-12666.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-24178.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9808.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18654.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4883.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2514.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17599.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4251.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3763.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3858.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1337.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2323.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1363.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8207.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2016.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3753.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1866.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1408.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1902.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-121.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $166.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-668.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-554.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-488.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-408.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3194.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                | L'Oreal SA                                                                      | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     662000 | PA      | $688435.75    | 0.04%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439730.15    | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1245586.02   | 0.07%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                        | LPL Holdings, Inc.                                                              | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     902000 | PA      | $915236.06    | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                                          | LSEG Finance plc                                                                | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    1473000 | PA      | $1413903.18   | 0.08%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     493000 | PA      | $499534.99    | 0.03%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                               | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1116761.06   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                               | Hellenic Telecommunications Organization SA                                     | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     140215 | NS      | $2899365.77   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                                                        | Lam Research Corp.                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      23515 | NS      | $5499923.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                                                     | Lamar Advertising Co., Class A                                                  | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      48829 | NS      | $6725706.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     297000 | PA      | $302195.06    | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                     | Las Vegas Sands Corp.                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     594000 | PA      | $627239.07    | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings, Inc.                                                     | Leidos Holdings, Inc.                                                           | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      24664 | NS      | $4318666.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Costa Rica Senior Secured Finance                                 | Liberty Costa Rica Senior Secured Finance                                       | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     570000 | PA      | $605625.03    | 0.03%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1596095.26   | 0.09%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                           | Eli Lilly & Co.                                                                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     272000 | PA      | $274004.18    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                    | Lincoln National Corp.                                                          | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      16613 | NS      | $569825.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                                    | Lincoln National Corp.                                                          | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     665000 | PA      | $685938.81    | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer Ltd.                                                      | LoanCore Issuer Ltd., Series 2021-CRE5, Class AS                                | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     196839 | PA      | $196592.79    | 0.01%             | 2036-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       9938 | NS      | $2156347.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     694000 | PA      | $705047.34    | 0.04%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                            | M&T Bank Corp.                                                                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     269000 | PA      | $291783.00    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                         | Manufacturers & Traders Trust Co.                                               | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     588000 | PA      | $596709.63    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2021-FL7, Class A                                              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     239702 | PA      | $239648.73    | 0.01%             | 2036-10-16      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                                                  | MF1 Ltd., Series 2022-FL8, Class A                                              | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     545752 | PA      | $545750.17    | 0.03%             | 2037-02-19      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                  | MFS Institutional Money Market Portfolio, Class A                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |   15407813 | NS      | $15409353.50  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MFS High Yield Pooled Portfolio                                           | MFS High Yield Pooled Portfolio                                                 | CUSIP: 552984668<br>LEI: 549300B758U8480GXX22 | Long             |  | RF                | US        |   48623079 | NS      | $410378785.42 | 21.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    1287000 | PA      | $1321588.64   | 0.07%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ma'aden Sukuk Ltd.                                                        | Ma'aden Sukuk Ltd.                                                              | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    1211000 | PA      | $1225895.30   | 0.07%             | 2036-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                        | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1411000 | PA      | $1441709.79   | 0.08%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt.                                            | Magyar Export-Import Bank Zrt.                                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     798000 | PA      | $822087.74    | 0.04%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                  | Marathon Petroleum Corp.                                                        | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     428000 | PA      | $450819.75    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                 | Sanofi SA                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      42963 | NS      | $4172889.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marin General Hospital                                                    | Marin General Hospital, Series 2023                                             | CUSIP: 568039AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     839000 | PA      | $938572.08    | 0.05%             | 2045-08-01      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     758000 | PA      | $613703.98    | 0.03%             | 2049-04-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     463000 | PA      | $469352.37    | 0.03%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1450406.76   | 0.08%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                                | Mars, Inc.                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     932000 | PA      | $945097.94    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     902000 | PA      | $573399.24    | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     799000 | PA      | $822058.84    | 0.04%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                               | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     758000 | PA      | $726334.99    | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series GG                                         | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     347000 | PA      | $327746.01    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                              | Marriott International, Inc., Series HH                                         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     646000 | PA      | $604853.35    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                             | Massachusetts Educational Financing Authority, Series 2024A                     | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     760000 | PA      | $802095.79    | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                          | Mastercard, Inc.                                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     977000 | PA      | $777156.43    | 0.04%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                              | Mattel, Inc.                                                                    | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     482000 | PA      | $472604.51    | 0.03%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                          | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     705000 | PA      | $736781.40    | 0.04%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                                       | MF1, Series 2024-FL15, Class A                                                  | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1151000 | PA      | $1153366.46   | 0.06%             | 2041-08-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                                                   | Meituan                                                                         | CUSIP: 58533EAG8<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     786000 | PA      | $785042.73    | 0.04%             | 2031-05-05      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                         | Merck & Co., Inc.                                                               | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1055525.69   | 0.06%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                             | MetLife, Inc.                                                                   | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      65644 | NS      | $4730963.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Welltower, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        281 | NC      | $44960.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Welltower, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        644 | NC      | $708400.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Welltower, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        363 | NC      | $455202.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $889740.77    | 0.05%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                           | Microsoft Corp.                                                                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $983921.56    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                   | Mid-America Apartment Communities, Inc.                                         | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      54241 | NS      | $7260700.26   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                                        | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |     663936 | NS      | $3766417.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                                                    | MidAmerican Energy Co.                                                          | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     806000 | PA      | $839772.83    | 0.04%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                             | Berkshire Hathaway Energy Co.                                                   | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     292000 | PA      | $283746.71    | 0.02%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                           | Telefonaktiebolaget LM Ericsson, Class B                                        | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     585088 | NS      | $6775992.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2438000 | PA      | $2404442.22   | 0.13%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                      | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2319000 | PA      | $2105660.58   | 0.11%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Anhui Conch Cement Co. Ltd.                                               | Anhui Conch Cement Co. Ltd., Class H                                            | CUSIP: N/A<br>LEI: 300300JVKW56SSAEQZ33       | Long             | EC               | CORP              | CN        |     715500 | NS      | $2240681.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                                                         | CLP Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |     319000 | NS      | $3025513.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd.                                  | Montego Bay Airport Revenue Finance Ltd.                                        | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     543000 | PA      | $545443.50    | 0.03%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                                     | DB Insurance Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |       9471 | NS      | $1205519.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2018-H4, Class XA                        | CUSIP: 61691RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8708890 | PA      | $164022.36    | 0.01%             | 2051-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                            | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                        | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2630823 | PA      | $112493.71    | 0.01%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     705000 | PA      | $726977.12    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1168715.64   | 0.06%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                  | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1593468.25   | 0.09%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                   | DBS Group Holdings Ltd.                                                         | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      55840 | NS      | $2521607.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1      | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273883 | PA      | $274298.49    | 0.01%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM3, Class A1      | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     326304 | PA      | $329385.16    | 0.02%             | 2070-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-INV1, Class A9      | CUSIP: 61780JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265828 | PA      | $265925.56    | 0.01%             | 2061-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                         | Lenovo Group Ltd.                                                               | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |     806000 | NS      | $1002426.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PetroChina Co. Ltd.                                                       | PetroChina Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    5696000 | NS      | $6945808.73   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Group                                                                 | APA Group                                                                       | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |     199979 | NS      | $1309298.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                                                | KDDI Corp.                                                                      | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     545900 | NS      | $9336912.24   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Muangthai Capital PCL                                                     | Muangthai Capital PCL                                                           | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     403000 | PA      | $417952.82    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     714000 | PA      | $729126.99    | 0.04%             | 2028-02-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                      | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     669000 | PA      | $681894.27    | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                              | NBK SPC Ltd.                                                                    | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     426000 | PA      | $441710.88    | 0.02%             | 2030-06-06      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                              | NBN Co. Ltd.                                                                    | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1470000 | PA      | $1535811.86   | 0.08%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1059000 | PA      | $1094839.50   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                         | NTT Finance Corp.                                                               | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     716000 | PA      | $748047.04    | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                              | National Australia Bank Ltd.                                                    | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1931000 | PA      | $1791472.04   | 0.10%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                  | New Hampshire Business Finance Authority, Series 2024 A                         | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     630000 | PA      | $674649.36    | 0.04%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     172970 | NS      | $7839000.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                                            | NNN REIT, Inc.                                                                  | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     745000 | PA      | $785471.45    | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society                                                     | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1019000 | PA      | $1026532.64   | 0.05%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     752000 | PA      | $808317.70    | 0.04%             | 2031-10-17      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1234000 | PA      | $1300719.04   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | Hon Hai Precision Industry Co. Ltd.                                             | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |     947000 | NS      | $7294860.03   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1                 | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     493468 | PA      | $493662.03    | 0.03%             | 2065-12-25      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1                 | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     973689 | PA      | $974449.26    | 0.05%             | 2066-02-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                            | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     107185 | NS      | $5633643.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $983254.95    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     703000 | PA      | $755441.28    | 0.04%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     575000 | PA      | $625071.05    | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     601000 | PA      | $610663.89    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp                                                                 | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1837000 | PA      | $1812117.38   | 0.10%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| NEC Corp.                                                                 | NEC Corp.                                                                       | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      40900 | NS      | $1135085.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd.                                              | Northern Star Resources Ltd.                                                    | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    1119000 | PA      | $1200074.45   | 0.06%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Co.                                                 | Northern States Power Co.                                                       | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1087806.69   | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                      | Northern Trust Corp.                                                            | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      79795 | NS      | $11417866.55  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Mutual Life Insurance Co. (The)                              | Northwestern Mutual Life Insurance Co. (The)                                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     872000 | PA      | $940868.39    | 0.05%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Nova Securitisation Sarl                                                  | Nova Securitisation Sarl                                                        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     816000 | PA      | $805871.89    | 0.04%             | 2031-02-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                              | NVIDIA Corp.                                                                    | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      11298 | NS      | $2001892.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Finance SARL                                                        | nVent Finance SARL                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     952000 | PA      | $1006063.45   | 0.05%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1376000 | PA      | $1148844.42   | 0.06%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1309000 | PA      | $1417814.09   | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    1481000 | PA      | $1665076.81   | 0.09%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     316000 | PA      | $330219.52    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                    | OCP SA                                                                          | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     723000 | PA      | $779574.45    | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM3, Class A1                                           | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |     285148 | PA      | $287698.40    | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM16, Class A1                                          | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |     287803 | PA      | $290705.90    | 0.02%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A1                                           | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     228629 | PA      | $230120.53    | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM1, Class A2                                           | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      61711 | PA      | $62138.97     | 0.00%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2025-NQM8, Class A1                                           | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |     269483 | PA      | $272345.22    | 0.01%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM15, Class A1                                          | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     150403 | PA      | $151335.83    | 0.01%             | 2064-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     625000 | PA      | $511472.63    | 0.03%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     414000 | PA      | $445012.33    | 0.02%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | Samsung Electronics Co. Ltd. (Preference)                                       | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |      47802 | NS      | $4778538.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co. Ltd.                                                        | Shimamura Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      80400 | NS      | $1851364.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Omnicom Group, Inc.                                                       | Omnicom Group, Inc.                                                             | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      28561 | NS      | $2435967.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                           | Oncor Electric Delivery Co. LLC                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     673000 | PA      | $700856.84    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                      | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1421000 | PA      | $1290031.15   | 0.07%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                        | Ooredoo International Finance Ltd.                                              | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |     662000 | PA      | $671168.70    | 0.04%             | 2034-10-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     598000 | PA      | $417166.50    | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     273000 | PA      | $266755.19    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     726000 | PA      | $724512.91    | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     929000 | PA      | $932131.71    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                              | Oracle Corp.                                                                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     576000 | PA      | $576322.61    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                                       | Toyota Tsusho Corp.                                                             | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     295600 | NS      | $13227373.61  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp., Series A                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      86227 | NS      | $3908669.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1015360.00   | 0.05%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2023-C, Class B                                     | CUSIP: 69335PEZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208000 | PA      | $209833.46    | 0.01%             | 2028-10-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                       | PFS Financing Corp., Series 2025-A, Class A                                     | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     692000 | PA      | $692790.26    | 0.04%             | 2029-01-15      | Floating      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     686000 | PA      | $694225.87    | 0.04%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     698000 | PA      | $740823.55    | 0.04%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                  | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     292000 | PA      | $307321.20    | 0.02%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                              | PPL Electric Utilities Corp.                                                    | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1040846.23   | 0.06%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     863000 | PA      | $890586.30    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PSEG Power LLC                                                            | PSEG Power LLC                                                                  | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $701598.61    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2026-INV2, Class A35                                     | CUSIP: 69383NBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     975706 | PA      | $975686.68    | 0.05%             | 2057-01-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     605000 | PA      | $466720.37    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                              | Pacific Gas and Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     670000 | PA      | $612574.49    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Insurance Co.                                                | Pacific Life Insurance Co.                                                      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1111348.89   | 0.06%             | 2055-09-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-3A, Class A2R                      | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250046.50    | 0.01%             | 2032-08-08      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A2                       | CUSIP: 69704AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1225000 | PA      | $1225673.75   | 0.07%             | 2033-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     336000 | PA      | $365736.00    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1037000 | PA      | $802741.70    | 0.04%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     906000 | PA      | $967064.40    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     952000 | PA      | $1130928.40   | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     895000 | PA      | $894552.50    | 0.05%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                        | Republic of Panama                                                              | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     746000 | PA      | $749730.00    | 0.04%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1713000 | PA      | $1611917.89   | 0.09%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 6685000000 | PA      | $1040149.86   | 0.06%             | 2038-04-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     372000 | PA      | $379906.91    | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                             | Paychex, Inc.                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     429000 | PA      | $439962.23    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                               | Novartis AG (Registered)                                                        | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      64899 | NS      | $11015568.06  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP Holding SA                                                           | OPAP Holding SA                                                                 | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |      19064 | NS      | $355911.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                          | Roche Holding AG                                                                | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      15336 | NS      | $7320429.21   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                             | PepsiCo, Inc.                                                                   | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      19141 | NS      | $3248993.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                         | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     221312 | NS      | $5140088.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                 | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |     920000 | PA      | $919906.10    | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1119000 | PA      | $930678.23    | 0.05%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1147000 | PA      | $919460.43    | 0.05%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1840000 | PA      | $1680034.17   | 0.09%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     739000 | PA      | $609785.85    | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1199000 | PA      | $1249083.46   | 0.07%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1187000 | PA      | $1250765.02   | 0.07%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                     | Petronas Capital Ltd.                                                           | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     580000 | PA      | $617824.52    | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                   | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     324000 | PA      | $310222.28    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     393376 | NS      | $10876846.40  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                              | Pfizer, Inc.                                                                    | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     826000 | PA      | $619880.87    | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                         | Philip Morris International, Inc.                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      20214 | NS      | $3776581.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                         | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     978000 | PA      | $993850.74    | 0.05%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                               | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      75487 | NS      | $11649908.71  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1367387.11   | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                             | Pioneer Natural Resources Co.                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     501000 | PA      | $461108.99    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1391448.39   | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                           | Plains All American Pipeline LP                                                 | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $497211.98    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2026-CNF1, Class A26                                     | CUSIP: 729920BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182017 | PA      | $182004.92    | 0.01%             | 2057-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |      74222 | NS      | $8375418.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     981000 | PA      | $1019338.72   | 0.05%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                             | Popular, Inc.                                                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      22298 | NS      | $3018257.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie de Saint-Gobain SA                                                    | Cie de Saint-Gobain SA                                                          | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |      33422 | NS      | $3405741.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, Inc.                                                            | Prologis, Inc.                                                                  | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     199482 | NS      | $28440148.74  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis LP                                                               | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     954000 | PA      | $988847.97    | 0.05%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     852000 | PA      | $607736.98    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                 | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $606925.01    | 0.03%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2025-3, Class A4                       | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     861054 | PA      | $870312.64    | 0.05%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                          | Provident Funding Mortgage Trust, Series 2024-1, Class A3                       | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     349111 | PA      | $352810.26    | 0.02%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sorik Marapi Geothermal Power PT                                          | Sorik Marapi Geothermal Power PT                                                | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     554380 | PA      | $569430.55    | 0.03%             | 2031-08-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Cordoba                                                      | Provincia de Cordoba                                                            | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     740000 | PA      | $720365.52    | 0.04%             | 2035-02-03      | Fixed         | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Province of Santa Fe                                                      | Province of Santa Fe                                                            | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     666000 | PA      | $651015.00    | 0.03%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                  | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     858000 | PA      | $874896.78    | 0.05%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                       | Public Service Electric and Gas Co., Series Q                                   | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     518000 | PA      | $513292.25    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                | RCKT Trust, Series 2025-1A, Class A                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116182 | PA      | $116457.68    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                   | Raizen Fuels Finance SA                                                         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1517000 | PA      | $713945.71    | 0.04%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                       | Realty Income Corp.                                                             | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1123410.58   | 0.06%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1122000 | PA      | $1163426.85   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     724000 | PA      | $773061.55    | 0.04%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                       | Regal Rexnord Corp.                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     258000 | PA      | $280530.04    | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                                     | Regency Centers Corp.                                                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      83202 | NS      | $6572958.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                                                   | Regions Financial Corp.                                                         | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      54002 | NS      | $1502875.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentokil Terminix Funding LLC                                             | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1183603.41   | 0.06%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     753000 | PA      | $696976.80    | 0.04%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     940742 | PA      | $893234.53    | 0.05%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     967000 | PA      | $1014141.25   | 0.05%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                    | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   34699123 | PA      | $946995.96    | 0.05%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, Inc.                                           | Rexford Industrial Realty, Inc.                                                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     148088 | NS      | $5548857.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto Finance USA plc                                                 | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $181881.90    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                      | Roche Holdings, Inc.                                                            | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416454.74    | 0.02%             | 2028-11-13      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                     | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     779000 | PA      | $680949.08    | 0.04%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     928000 | PA      | $958875.60    | 0.05%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     554000 | PA      | $586825.85    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     610000 | PA      | $691424.43    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1680000 | PA      | $1789092.56   | 0.10%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1074000 | PA      | $1077080.23   | 0.06%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1035000 | PA      | $1034782.25   | 0.06%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     590000 | PA      | $608170.05    | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     339000 | PA      | $346245.50    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                                        | Ryman Hospitality Properties, Inc.                                              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      37073 | NS      | $3660958.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SA Global Sukuk Ltd.                                                      | SA Global Sukuk Ltd.                                                            | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    1023000 | PA      | $1014372.32   | 0.05%             | 2030-09-17      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1660000 | PA      | $1713713.18   | 0.09%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                         | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     806000 | PA      | $819934.99    | 0.04%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STC Sukuk Co. II Ltd.                                                     | STC Sukuk Co. II Ltd.                                                           | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |     507000 | PA      | $508299.44    | 0.03%             | 2031-01-15      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| STC Sukuk Co. II Ltd.                                                     | STC Sukuk Co. II Ltd.                                                           | CUSIP: 784772AB1<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |     510000 | PA      | $517177.74    | 0.03%             | 2036-01-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     795000 | PA      | $877680.00    | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                             | Sammons Financial Group, Inc.                                                   | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     859000 | PA      | $838950.41    | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    1194036 | PA      | $1198062.29   | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet SA                                              | SAN Miguel Industrias Pet SA                                                    | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $1937240.00   | 0.10%             | 2028-08-02      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1094000 | PA      | $1046997.06   | 0.06%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                          | Sands China Ltd.                                                                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1670000 | PA      | $1555282.02   | 0.08%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                    | Santander Drive Auto Receivables Trust, Series 2026-1, Class A2                 | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     321000 | PA      | $321118.22    | 0.02%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                             | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     764000 | PA      | $848559.52    | 0.05%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                       | Santos Finance Ltd.                                                             | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     321000 | PA      | $328236.16    | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     736000 | PA      | $493176.75    | 0.03%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     973000 | PA      | $992843.86    | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     835000 | PA      | $838723.92    | 0.04%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     968000 | PA      | $972241.19    | 0.05%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     638000 | PA      | $621599.57    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     893000 | PA      | $941099.00    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                     | Saudi Arabian Oil Co.                                                           | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |     726000 | PA      | $726980.10    | 0.04%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $546464.20    | 0.03%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                | Charles Schwab Corp. (The)                                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     977000 | PA      | $977293.15    | 0.05%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Republic of Serbia                                                        | Republic of Serbia                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     657000 | PA      | $693721.39    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shackleton 2019-XIV CLO Ltd.                                              | Shackleton 2019-XIV CLO Ltd., Series 2019-14A, Class BRR                        | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |     948207 | PA      | $948519.91    | 0.05%             | 2034-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                               | SierraCol Energy Andina LLC                                                     | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     628000 | PA      | $638205.00    | 0.03%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                                | Simon Property Group, Inc.                                                      | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      81456 | NS      | $16604805.60  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2008-20B, Class 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4555 | PA      | $4595.63      | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20B, Class 1           | CUSIP: 83162CVH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46090 | PA      | $43687.34     | 0.00%             | 2033-02-01      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20C, Class 1           | CUSIP: 83162CVK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89613 | PA      | $85175.05     | 0.00%             | 2033-03-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20G, Class 1           | CUSIP: 83162CVR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92129 | PA      | $89570.72     | 0.00%             | 2033-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20H, Class 1           | CUSIP: 83162CVS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115687 | PA      | $112421.23    | 0.01%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Small Business Administration                               | United States Small Business Administration, Series 2013-20I, Class 1           | CUSIP: 83162CVU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86229 | PA      | $85509.43     | 0.00%             | 2033-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sonangol Finance Ltd.                                                     | Sonangol Finance Ltd.                                                           | CUSIP: 83540CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |    1019000 | PA      | $1013816.19   | 0.05%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1812000 | PA      | $1834988.28   | 0.10%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1486000 | PA      | $1598789.17   | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1529000 | PA      | $1654043.59   | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1159000 | PA      | $1144164.80   | 0.06%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     879000 | PA      | $879426.32    | 0.05%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                            | Southern California Edison Co.                                                  | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     289000 | PA      | $257816.69    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                               | Spire, Inc.                                                                     | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1225949.89   | 0.07%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Spire, Inc.                                                               | Spire, Inc.                                                                     | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    1332000 | PA      | $1342734.16   | 0.07%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1349000 | PA      | $1414915.89   | 0.08%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     325000 | PA      | $326500.16    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                         | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1108344.07   | 0.06%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                             | Stryker Corp.                                                                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1211407.44   | 0.06%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                     | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2461000 | PA      | $2194054.62   | 0.12%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600674.09    | 0.03%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                            | Sunstone Hotel Investors, Inc.                                                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     409897 | NS      | $3803844.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     336000 | PA      | $345744.00    | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                                    | Suriname Government International Bond                                          | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     443000 | PA      | $470687.50    | 0.03%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                                               | Sysco Corp.                                                                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     640000 | PA      | $548514.60    | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     563000 | PA      | $543785.96    | 0.03%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     701000 | PA      | $723101.38    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                              | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     427000 | PA      | $424288.25    | 0.02%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                     | Targa Resources Corp.                                                           | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1234083.18   | 0.07%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Telecommunications co Telekom Srbija AD Belgrade                          | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | NUSS              | RS        |     886000 | PA      | $903634.68    | 0.05%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Termocandelaria Power SA                                                  | Termocandelaria Power SA                                                        | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     847000 | PA      | $882150.50    | 0.05%             | 2031-09-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     832000 | PA      | $625945.82    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     581000 | PA      | $604492.19    | 0.03%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                            | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1053000 | PA      | $1064904.02   | 0.06%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                           | 3650R Commercial Mortgage Trust, Series 2021-PF1, Class XA                      | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6344963 | PA      | $217226.14    | 0.01%             | 2054-11-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                               | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     552000 | PA      | $559202.57    | 0.03%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                    | Truist Financial Corp.                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1093766.55   | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1575000 | PA      | $1288736.24   | 0.07%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1529000 | PA      | $1522330.62   | 0.08%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     592000 | PA      | $589209.41    | 0.03%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     777000 | PA      | $788244.75    | 0.04%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     565000 | PA      | $565146.90    | 0.03%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                       | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     749000 | PA      | $745410.93    | 0.04%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                     | TC Ziraat Bankasi A/S                                                           | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     586000 | PA      | $607750.68    | 0.03%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                              | Turkiye Vakiflar Bankasi TAO                                                    | CUSIP: 90015WAQ6<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     712000 | PA      | $730806.75    | 0.04%             | 2030-01-07      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1759000 | PA      | $1353043.15   | 0.07%             | 2043-02-11      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2681000 | PA      | $2790875.66   | 0.15%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG                                                                    | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     613000 | PA      | $622658.61    | 0.03%             | 2035-02-05      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     188729 | PA      | $117209.66    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     440367 | PA      | $268459.41    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     629096 | PA      | $378454.29    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     779905 | PA      | $381976.96    | 0.02%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     217038 | PA      | $123342.00    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     180865 | PA      | $102507.28    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                         | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2512960 | PA      | $1959594.15   | 0.10%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     817000 | PA      | $812567.16    | 0.04%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1089000 | PA      | $1056221.10   | 0.06%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     578000 | PA      | $563723.40    | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     703000 | PA      | $757658.25    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     741000 | PA      | $812358.30    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1166000 | PA      | $1205469.10   | 0.06%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     698000 | PA      | $737437.00    | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     929000 | PA      | $928117.45    | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2225000 | PA      | $2218325.00   | 0.12%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1401000 | PA      | $1413230.73   | 0.08%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1030000 | PA      | $1042720.50   | 0.06%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                           | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     658000 | PA      | $667047.50    | 0.04%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106000 | PA      | $110401.48    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2965000 | PA      | $3125874.41   | 0.17%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6853400 | PA      | $5495837.82   | 0.29%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2136000 | PA      | $1636793.43   | 0.09%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5989000 | PA      | $4553511.56   | 0.24%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1714000 | PA      | $1473504.38   | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2027000 | PA      | $2086384.78   | 0.11%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5301000 | PA      | $5433525.00   | 0.29%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2462000 | PA      | $2602603.29   | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     955000 | PA      | $972458.59    | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     402000 | PA      | $418142.81    | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     705000 | PA      | $709626.56    | 0.04%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     545000 | PA      | $555389.06    | 0.03%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6034500 | PA      | $5846629.06   | 0.31%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4940000 | PA      | $4489610.91   | 0.24%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $6796289.10   | 0.36%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7333000 | PA      | $6941429.24   | 0.37%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4658000 | PA      | $4725322.63   | 0.25%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11275000 | PA      | $11327411.16  | 0.60%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2748000 | PA      | $2886580.79   | 0.15%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1464000 | PA      | $1500371.25   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5555000 | PA      | $5561075.78   | 0.30%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6338000 | PA      | $6345179.75   | 0.34%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     552000 | PA      | $553983.75    | 0.03%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     599000 | PA      | $546987.87    | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     584000 | PA      | $610934.01    | 0.03%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     776000 | PA      | $789191.95    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                  | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     529000 | PA      | $526908.14    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                                | Uzbek Industrial and Construction Bank ATB                                      | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     741000 | PA      | $808290.86    | 0.04%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     771000 | PA      | $839978.91    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     668000 | PA      | $714441.55    | 0.04%             | 2028-10-12      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     907000 | PA      | $980586.49    | 0.05%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                         | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |     324000 | PA      | $316430.59    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                        | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     443000 | PA      | $464662.70    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    1121000 | PA      | $495594.10    | 0.03%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ventas, Inc.                                                              | Ventas, Inc.                                                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     172489 | NS      | $14861652.24  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                    | Verisk Analytics, Inc.                                                          | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       5807 | NS      | $1205358.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-1, Class A2                             | CUSIP: 92540EAB9<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     133291 | PA      | $133996.14    | 0.01%             | 2069-01-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP                                                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $686936.94    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties, Inc.                                                     | VICI Properties, Inc.                                                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     237140 | NS      | $7163999.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $836008.18    | 0.04%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd.                                                            | Videotron Ltd.                                                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     898000 | PA      | $928313.00    | 0.05%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                    | Virginia Power Fuel Securitization LLC, Series A-1                              | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     226541 | PA      | $227725.19    | 0.01%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     851000 | PA      | $855868.93    | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     851000 | PA      | $856891.47    | 0.05%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     952000 | PA      | $925825.21    | 0.05%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     404000 | PA      | $406149.45    | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     419000 | PA      | $365192.64    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     532000 | PA      | $520277.80    | 0.03%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co.                                                      | Vulcan Materials Co.                                                            | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     581000 | PA      | $585941.22    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     781000 | PA      | $749634.88    | 0.04%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                     | WMG Acquisition Corp.                                                           | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     588000 | PA      | $565674.29    | 0.03%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      10033 | NS      | $2648210.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     569000 | PA      | $588660.22    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                     | Wells Fargo Commercial Mortgage Trust, Series 2018-C48, Class XA                | CUSIP: 95001RAY5<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    4816224 | PA      | $99389.04     | 0.01%             | 2052-01-15      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1250205.14   | 0.07%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                 | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     527000 | PA      | $558852.01    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                 | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     707000 | PA      | $716608.03    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     804000 | PA      | $809977.86    | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      24870 | NS      | $2073163.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                                         | Xcel Energy, Inc.                                                               | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     262000 | PA      | $273540.06    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                              | Glencore Finance Canada Ltd.                                                    | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      63000 | PA      | $63120.95     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Australian Dollar                                                         | Australian Dollar                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         87 | OU      | $61.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tata Consultancy Services Ltd.                                            | Tata Consultancy Services Ltd.                                                  | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |      55082 | NS      | $1596826.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     882000 | PA      | $338335.20    | 0.02%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                                             | China Construction Bank Corp., Class H                                          | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    8126000 | NS      | $8299043.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                          | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |      69855 | NS      | $5553336.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                                    | Yangzijiang Shipbuilding Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |     784300 | NS      | $2691012.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd.                                        | Chow Tai Fook Jewellery Group Ltd.                                              | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |    1286800 | NS      | $2157989.62   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenovus Energy, Inc.                                                      | Cenovus Energy, Inc.                                                            | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |      48330 | NS      | $1076755.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   28272000 | PA      | $1481397.74   | 0.08%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                      | Sompo Holdings, Inc.                                                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     110300 | NS      | $4410869.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     551000 | PA      | $250760.10    | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                                               | Astra International Tbk. PT                                                     | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |    7083600 | NS      | $2820341.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bolivarian Republic of Venezuela                                          | Venezuela Government Bond                                                       | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    4085000 | PA      | $1562921.00   | 0.08%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                               | Cie Financiere Richemont SA (Registered)                                        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      10358 | NS      | $2118482.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     495000 | PA      | $505955.34    | 0.03%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                                          | Telkom Indonesia Persero Tbk. PT                                                | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |    5916500 | NS      | $1249293.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Midea Group Co. Ltd.                                                      | Midea Group Co. Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |     226200 | NS      | $2594682.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                          | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |     870000 | PA      | $808484.27    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    1446000 | PA      | $1246261.81   | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1218000 | PA      | $1319985.89   | 0.07%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     595000 | PA      | $594706.89    | 0.03%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                             | Empresa Nacional del Petroleo                                                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     895000 | PA      | $758050.34    | 0.04%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    5356000 | PA      | $983177.59    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1457000 | PA      | $1609334.25   | 0.09%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                | FDJ UNITED                                                                      | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |      55459 | NS      | $1681508.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     349000 | PA      | $315760.45    | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Ambev SA                                                                  | Ambev SA                                                                        | CUSIP: N/A<br>LEI: 549300TH5Q6VRP8OT012       | Long             | EC               | CORP              | BR        |    3231000 | NS      | $10254241.69  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     937000 | PA      | $982649.08    | 0.05%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                 | Republic of Uzbekistan                                                          | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |    1081000 | PA      | $1092962.68   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Celular del Paraguay SA                                        | Telefonica Celular del Paraguay SA                                              | CUSIP: N/A<br>LEI: 254900R8A8IKGF4THL54       | Long             | DBT              | CORP              | PY        |     399000 | PA      | $398002.50    | 0.02%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1091000 | PA      | $1026621.38   | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                        | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     824000 | PA      | $791839.28    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                          | Bangkok Bank PCL                                                                | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |    1222000 | PA      | $1172853.58   | 0.06%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Notas do Tesouro Nacional                                                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    3456000 | PA      | $603467.30    | 0.03%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     625000 | PA      | $649322.75    | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    1922000 | PA      | $1700997.39   | 0.09%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd.                                                          | QNB Finance Ltd.                                                                | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |    1129000 | PA      | $1116863.25   | 0.06%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |     272000 | PA      | $301979.84    | 0.02%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tesco plc                                                                 | Tesco plc                                                                       | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    1700222 | NS      | $11012007.88  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    1366000 | PA      | $1326556.09   | 0.07%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                                             | WH Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    1764000 | NS      | $2218697.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase, Inc.                                                             | NetEase, Inc.                                                                   | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     151700 | NS      | $3474785.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Square Co. Ltd.                                                        | SK Square Co. Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       4478 | NS      | $2007862.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    2495789 | PA      | $2263680.62   | 0.12%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                       | Republic of Ecuador                                                             | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    1402000 | PA      | $1145434.00   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                | Woodside Energy Group Ltd.                                                      | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     136722 | NS      | $2754512.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                                                | Tenaris SA                                                                      | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     223697 | NS      | $6111087.07   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Central Cooling Co. PJSC                                         | National Central Cooling Co. PJSC                                               | CUSIP: N/A<br>LEI: 254900E7M1Y3DXGQ1283       | Long             | DBT              | CORP              | AE        |     957000 | PA      | $929606.83    | 0.05%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dua Capital Ltd.                                                          | Dua Capital Ltd.                                                                | CUSIP: N/A<br>LEI: 213800ILVLALFTITCB43       | Long             | DBT              | CORP              | MY        |     878000 | PA      | $820399.69    | 0.04%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                            | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     706000 | PA      | $809159.01    | 0.04%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                     | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     936000 | PA      | $850346.64    | 0.05%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Sultanate of Oman Government Bond                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    1416000 | PA      | $1620111.36   | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |     515000 | PA      | $607858.57    | 0.03%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   17950000 | PA      | $920844.76    | 0.05%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |    1229000 | PA      | $1229125.30   | 0.07%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                          | Bank Hapoalim BM                                                                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |     685000 | PA      | $692443.58    | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     557000 | PA      | $556709.49    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group A/S                                                    | Czechoslovak Group A/S                                                          | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |     403000 | PA      | $421705.61    | 0.02%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1082000 | PA      | $1005199.80   | 0.05%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                              | Bulgarian Energy Holding EAD                                                    | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | NUSS              | BG        |    1054000 | PA      | $1209002.54   | 0.06%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                             | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                          | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |     228700 | NS      | $870005.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1220000 | PA      | $1234494.25   | 0.07%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Nigeria Government Bond                                                         | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    1553000 | PA      | $1577971.74   | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                              | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     113833 | NS      | $4626974.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                             | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     852000 | PA      | $907856.40    | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     592000 | PA      | $648463.47    | 0.03%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   12080000 | PA      | $765993.27    | 0.04%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EPH Financing International A/S                                           | EPH Financing International A/S                                                 | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |     953000 | PA      | $1219515.97   | 0.07%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     643000 | PA      | $652117.44    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                                      | Republic of Honduras                                                            | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     788000 | PA      | $914395.20    | 0.05%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    4502000 | PA      | $1277555.43   | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Peru                                                          | Bonos de la Tesoreria                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    1802000 | PA      | $584456.81    | 0.03%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     246839 | PA      | $240110.70    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     271301 | PA      | $270121.79    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |    1630525 | PA      | $1528617.19   | 0.08%             | 2033-03-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     565350 | PA      | $563468.96    | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |     498971 | PA      | $496514.58    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                                        | Republic of Zambia                                                              | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     893165 | PA      | $869076.31    | 0.05%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                                 | Mizrahi Tefahot Bank Ltd.                                                       | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | DBT              | CORP              | IL        |     757000 | PA      | $776145.76    | 0.04%             | 2036-04-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                               | National Bank of Uzbekistan                                                     | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | USGA              | UZ        |     668000 | PA      | $724597.95    | 0.04%             | 2029-07-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1805000 | PA      | $440889.04    | 0.02%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     695000 | PA      | $856530.14    | 0.05%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Montenegro                                                    | Republic of Montenegro                                                          | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     568000 | PA      | $690898.16    | 0.04%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                          | Nigeria OMO Bill                                                                | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 1132434000 | PA      | $747476.39    | 0.04%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     644000 | PA      | $816492.56    | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    1599000 | PA      | $449816.28    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                               | Bank Gospodarstwa Krajowego                                                     | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     844000 | PA      | $1040269.21   | 0.06%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt.                                          | MFB Magyar Fejlesztesi Bank Zrt.                                                | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     523000 | PA      | $636551.14    | 0.03%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  238960000 | PA      | $772614.17    | 0.04%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     515000 | PA      | $611570.84    | 0.03%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     430000 | PA      | $510789.59    | 0.03%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2380000 | PA      | $590821.18    | 0.03%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                           | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     520000 | PA      | $629925.32    | 0.03%             | 2032-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     970000 | PA      | $1143329.69   | 0.06%             | 2033-03-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Momentive Performance Materials, Inc.                                     | Momentive Performance Materials, Inc.                                           | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     913000 | PA      | $915236.38    | 0.05%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                                    | Republic of Costa Rica                                                          | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |    1215000 | PA      | $1361322.45   | 0.07%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp. Ltd.                                                | Israel Electric Corp. Ltd.                                                      | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | NUSS              | IL        |     721000 | PA      | $732347.10    | 0.04%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ryanair Holdings plc                                                      | Ryanair Holdings plc                                                            | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      55745 | NS      | $1806108.57   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     776000 | PA      | $699929.57    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                      | Banca Mediolanum SpA                                                            | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      51153 | NS      | $1102469.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Bobcat, Inc.                                                       | Doosan Bobcat, Inc.                                                             | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |      63633 | NS      | $2875318.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                         | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     697000 | PA      | $607835.33    | 0.03%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                     | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     704000 | PA      | $736970.98    | 0.04%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      69876 | NS      | $2033587.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    6000000 | PA      | $21421.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    6000000 | PA      | $25281.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Repub. Kronas                                                       | Czech Repub. Kronas                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |          0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Egyptian Pound                                                            | Egyptian Pound                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     941192 | OU      | $19628.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                                      | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     175049 | OU      | $206838.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        325 | NC      | $201969.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                             | Accenture plc, Class A                                                          | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       3010 | NS      | $628247.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                             | Medtronic plc                                                                   | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      30397 | NS      | $2968571.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd.                                                          | Nomad Foods Ltd.                                                                | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |      45661 | NS      | $500901.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                                           | Seagate Technology Holdings plc                                                 | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       9532 | NS      | $3887530.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                                      | Smurfit Westrock plc                                                            | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |      27536 | NS      | $1294467.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                             | British Pound                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |         32 | OU      | $43.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesian Rupiah                                                         | Indonesian Rupiah                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | ID        |         -3 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                              | Indian Rupee                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN US GOVERNMENT MONEY MKT FD                                       | JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD                      | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |     112350 | NS      | $112350.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                              | Japanese Yen                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |          1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                                           | South Korea Won                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |       2164 | OU      | $1.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                   | CUSIP: 00P990MF8<br>LEI: N/A                  | N/A              | DE               |  | US        |        170 | NC      | $1995800.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigerian Naira                                                            | Nigerian Naira                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NG        |         -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   76625000 | PA      | $1547957.81   | 0.08%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | S&P 500 Index                                                                   | CUSIP: 00PBZ2MB9<br>LEI: N/A                  | N/A              | DE               |  | US        |        105 | NC      | $765450.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   86575000 | PA      | $1800733.19   | 0.10%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -78 | NC      | $-143845.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10629000 | PA      | $-8406.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10529000 | PA      | $-7379.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   10467000 | PA      | $5365.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    9850000 | PA      | $-44571.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5904000 | PA      | $-72449.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2 Year Note                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        490 | NC      | $120744.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         19 | NC      | $17901.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10 Year Ultra Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -44 | NC      | $-49697.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria OMO Bill                                                          | Nigeria OMO Bill                                                                | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 1736133000 | PA      | $1255848.81   | 0.07%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                          | Nigeria OMO Bill                                                                | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 1084864000 | PA      | $751524.77    | 0.04%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Egypt Treasury Bill                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   39250000 | PA      | $779145.63    | 0.04%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South African Rand                                                        | South African Rand                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    1205011 | OU      | $75673.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** MFS Series Trust XIII

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer