# EDGAR Filing Document

**Accession Number:** 0000832808
**File Stem:** 0001410368-26-051294
**Filing Date:** 2026-5
**Character Count:** 331147
**Document Hash:** 8d9dced8d8a3a109d86e5853ec7de2e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-051294.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0001410368-26-051294

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BERNSTEIN SANFORD C FUND INC
- **CENTRAL INDEX KEY:** 0000832808

**ORGANIZATION NAME:**
- **EIN:** 133464161
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05555
- **FILM NUMBER:** 261017838

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

## Series and Classes Contracts Data

### AB Core Bond Portfolio (Series ID: S000011057)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000030494 | Core Bond Class      | SNIDX           |
| C000213294 | AB Core Bond Class Z | IDPZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BERNSTEIN SANFORD C FUND INC

- **b. Investment Company Act file number:** 811-05555

- **c. CIK number of Registrant:** 0000832808

- **d. LEI of Registrant:** 549300GA5IHQHIM7CU60

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000011057

- **c. LEI of Series:** 549300MB31JEFJHRDI51

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5068961425.07

**Total Liabilities:** $594855985.59

**Net Assets:** $4474105439.48

**Delayed Delivery Securities:** $4269377.50

**Cash Not Reported:** $130558869.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5490.22000000 | **1-Year:** -113416.79000000 | **5-Year:** -285464.77000000 | **10-Year:** -217508.76000000 | **30-Year:** -49217.79000000

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

- **3-Month:** -1893.47000000 | **1-Year:** -14320.21000000 | **5-Year:** -21034.41000000 | **10-Year:** -12460.16000000 | **30-Year:** -2500.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030494 | 0.25%                | 1.54%                | -1.91%               |
| Class ID C000213294 | 0.17%                | 1.63%                | -1.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $510001.77               | $-4134691.25                               |
| Month 2  | $745434.18               | $43649387.27                               |
| Month 3  | $5623725.99              | $-87162269.18                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Index

- **Index Identifier:** LBUSTRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Issuer LLC                                     | AB Issuer LLC                                                                                             | CUSIP: 00091JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7999735 | PA      | $7615252.08   | 0.17%             | 2051-07-30      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                                                        | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1558935 | PA      | $1446301.53   | 0.03%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    6158000 | PA      | $6305792.00   | 0.14%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4071067.60   | 0.09%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                           | AEP Transmission Co LLC                                                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2673947.30   | 0.06%             | 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        |    1569000 | PA      | $1641581.94   | 0.04%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                     | AIB Group PLC                                                                                             | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5091000 | PA      | $5183503.47   | 0.12%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-1                                                                                     | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     871281 | PA      | $871211.53    | 0.02%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2025-2                                                                                     | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4356475 | PA      | $4362190.95   | 0.10%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2034000 | PA      | $1927357.38   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3671000 | PA      | $3629113.89   | 0.08%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                                                    | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4045000 | PA      | $3961228.05   | 0.09%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                    | ACM Auto Trust 2024-2                                                                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76994 | PA      | $77014.46     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    6237000 | PA      | $6315399.09   | 0.14%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    6547000 | PA      | $5687706.25   | 0.13%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     937043 | PA      | $937591.60    | 0.02%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd                                                                                             | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     530000 | PA      | $529369.30    | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7552590 | PA      | $7571471.48   | 0.17%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                           | Alexander Funding Trust II                                                                                | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1700304.30   | 0.04%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  118039703 | PA      | $94869795.93  | 2.12%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69193000 | PA      | $58165365.63  | 1.30%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37576893 | PA      | $33023629.48  | 0.74%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33691000 | PA      | $33208009.19  | 0.74%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60514163 | PA      | $60767094.05  | 1.36%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                     | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27124250 | PA      | $27639187.61  | 0.62%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4741000 | PA      | $4936661.07   | 0.11%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1706305.65   | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                                                        | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2302297.19   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1637629.67   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2850485.75   | 0.06%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2853874.80   | 0.06%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                              | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3849000 | PA      | $3833680.98   | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-24CB                                                                          | CUSIP: 02146TAR8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    1800552 | PA      | $868949.57    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                          | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6302000 | PA      | $6328657.46   | 0.14%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6978289.00   | 0.16%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                            | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5507326.88   | 0.12%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                            | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5481432.44   | 0.12%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                           | Amazon Conservation DAC                                                                                   | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    5572000 | PA      | $5684442.96   | 0.13%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                       | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9890000 | PA      | $9919899.45   | 0.22%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1624000 | PA      | $1717006.48   | 0.04%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                           | American Electric Power Co Inc                                                                            | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1596266.70   | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9109000 | PA      | $9159372.77   | 0.20%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1515000 | PA      | $1364181.75   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                                                       | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    1936000 | PA      | $1922138.24   | 0.04%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC            | Amur Equipment Finance Receivables XI LLC                                                                 | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      88247 | PA      | $88307.12     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple Inc                                                                                                 | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $3825842.40   | 0.09%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                                                       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176065 | PA      | $176708.03    | 0.00%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                       | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4744883 | PA      | $4758696.77   | 0.11%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                   | AREIT 2022-CRE6 Trust                                                                                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5010155 | PA      | $5006386.96   | 0.11%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     606000 | PA      | $536673.60    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3079000 | PA      | $2868242.45   | 0.06%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1073712.30   | 0.02%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     541000 | PA      | $546437.05    | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                     | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5885085.50   | 0.13%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation Inc                                                                                            | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2318000 | PA      | $2299038.76   | 0.05%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                   | AutoNation Finance Trust 2025-1                                                                           | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4654390 | PA      | $4660479.67   | 0.10%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     893000 | PA      | $876559.87    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1466823.60   | 0.03%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                            | Aviation Capital Group LLC                                                                                | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1112000 | PA      | $1113478.96   | 0.02%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    4800000 | PA      | $4834285.92   | 0.11%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                  | CUSIP: 05377RHD9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3817000 | PA      | $3867905.42   | 0.09%             | 2028-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2843404.76   | 0.06%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     704000 | PA      | $807565.44    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                                          | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6424000 | PA      | $6591216.72   | 0.15%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | Barclays Commercial Mortgage Trust 2019-C3                                                                | CUSIP: 05550MAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3523000 | PA      | $3275813.64   | 0.07%             | 2052-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10014000 | PA      | $10042840.32  | 0.22%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW US Capital LLC                                                                                        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     317000 | PA      | $318347.25    | 0.01%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8900000 | PA      | $9209453.00   | 0.21%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     475000 | PA      | $488893.75    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     469000 | PA      | $490756.91    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772174 | PA      | $1754452.26   | 0.04%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2019-IMC                                                                     | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6595459 | PA      | $6513015.76   | 0.15%             | 2034-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     414000 | PA      | $419295.06    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATL INV HOLD                            | Baiterek National Investment Holding JSC                                                                  | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    1330000 | PA      | $1332992.50   | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                           | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                   | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3978133.90   | 0.09%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                     | Ballyrock CLO 27 Ltd                                                                                      | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |    3533305 | PA      | $3533651.26   | 0.08%             | 2037-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $902568.00    | 0.02%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                          | Banco Bilbao Vizcaya Argentaria SA                                                                        | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   10600000 | PA      | $10303518.00  | 0.23%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3185760.00   | 0.07%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3452640.00   | 0.08%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                                                        | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3148560.00   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2087990 | PA      | $2087989.57   | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10267000 | PA      | $10445235.12  | 0.23%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                             | Bank of Ireland Group PLC                                                                                 | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    1428000 | PA      | $1464970.92   | 0.03%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                            | Banque Federative du Credit Mutuel SA                                                                     | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9994000 | PA      | $10263738.06  | 0.23%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1648000 | PA      | $1654377.76   | 0.04%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4811000 | PA      | $5047268.21   | 0.11%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     736000 | PA      | $742947.84    | 0.02%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2534000 | PA      | $2507088.92   | 0.06%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                              | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1032000 | PA      | $998563.20    | 0.02%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                  | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6489000 | PA      | $6340142.34   | 0.14%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXXVIII Ltd                                                                   | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4052820 | PA      | $4056633.70   | 0.09%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                               | BHMS Commercial Mortgage Trust 2025-ATLS                                                                  | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7313000 | PA      | $7317697.87   | 0.16%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2660000 | PA      | $2619062.60   | 0.06%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6651000 | PA      | $6803374.41   | 0.15%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     904000 | PA      | $906368.48    | 0.02%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4752951.50   | 0.11%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3092003.20   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     873000 | PA      | $880857.00    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                              | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5097286.60   | 0.11%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                            | CHL Mortgage Pass-Through Trust 2006-13                                                                   | CUSIP: 12543TAU9<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     592888 | PA      | $254993.07    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                       | CLNY Trust 2019-IKPR                                                                                      | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2751000 | PA      | $2627205.00   | 0.06%             | 2038-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     241000 | PA      | $243262.99    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4093000 | PA      | $4212351.88   | 0.09%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2005-20CB                                                                          | CUSIP: 12667GQL0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     217734 | PA      | $139932.72    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                | Alternative Loan Trust 2006-J1                                                                            | CUSIP: 12668BKK8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     401158 | PA      | $263849.68    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    5127000 | PA      | $5173860.78   | 0.12%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2782000 | PA      | $2892667.96   | 0.06%             | 2035-03-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1593000 | PA      | $1592506.17   | 0.04%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                               | CALIFORNIA ST                                                                                             | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    8520000 | PA      | $10139231.11  | 0.23%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1911395.64   | 0.04%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5768000 | PA      | $6078087.68   | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76808.16     | 0.00%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3735204.33   | 0.08%             | 2032-10-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                       | Cargill Inc                                                                                               | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    7256000 | PA      | $7143386.88   | 0.16%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                    | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225438 | PA      | $220160.15    | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N4                                                                    | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403001 | PA      | $394933.97    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-P4                                                                    | CUSIP: 14687KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4063000 | PA      | $3936903.58   | 0.09%             | 2028-09-11      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp                                                                       | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10001000 | PA      | $10018701.77  | 0.22%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                       | Cencosud SA                                                                                               | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    1110000 | PA      | $1132144.50   | 0.03%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                                                        | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    2633000 | PA      | $2615411.56   | 0.06%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                | Cenovus Energy Inc                                                                                        | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    2841000 | PA      | $2824777.89   | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     409000 | PA      | $410955.02    | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9309000 | PA      | $9286379.13   | 0.21%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                   | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     621000 | PA      | $615199.86    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems Inc                                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10247000 | PA      | $10435134.92  | 0.23%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5373000 | PA      | $5330768.22   | 0.12%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5011000 | PA      | $5018616.72   | 0.11%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     431000 | PA      | $425849.55    | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-C LLC                                                                      | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1347838 | PA      | $1246863.04   | 0.03%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2490000 | PA      | $2126460.00   | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                                                    | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1634000 | PA      | $1597235.00   | 0.04%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     314000 | PA      | $307790.65    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                          | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    4505000 | PA      | $4498242.50   | 0.10%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753ACJ1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3093102 | PA      | $3118054.54   | 0.07%             | 2043-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753CAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    7467643 | PA      | $7460623.79   | 0.17%             | 2045-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     998489 | PA      | $997875.30    | 0.02%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    6435377 | PA      | $6559753.53   | 0.15%             | 2042-03-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    1746986 | PA      | $1770941.20   | 0.04%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3478337 | PA      | $3483658.12   | 0.08%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    5000855 | PA      | $5071952.16   | 0.11%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754EAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2237672 | PA      | $2241162.62   | 0.05%             | 2043-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     984965 | PA      | $984354.28    | 0.02%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    4083612 | PA      | $4159838.04   | 0.09%             | 2043-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2329163 | PA      | $2325567.89   | 0.05%             | 2045-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    4307426 | PA      | $4317744.44   | 0.10%             | 2045-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754YAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3280896 | PA      | $3273227.31   | 0.07%             | 2045-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20754YAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3931953 | PA      | $3926263.46   | 0.09%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755BAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    6268312 | PA      | $6267063.52   | 0.14%             | 2046-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    8034997 | PA      | $8015094.74   | 0.18%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2288627 | PA      | $2289133.40   | 0.05%             | 2045-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 20755TAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    3081789 | PA      | $3082785.06   | 0.07%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207941AA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2034880 | PA      | $2032978.61   | 0.05%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                  | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    2803605 | PA      | $2815827.60   | 0.06%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                                         | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10063000 | PA      | $9589737.11   | 0.21%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1870711.70   | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2921457.10   | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                             | Continental Resources Inc/OK                                                                              | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $5643941.94   | 0.13%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                  | COOPR Residential Mortgage Trust 2026-CES1                                                                | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8429298 | PA      | $8358634.75   | 0.19%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75208679 | PA      | $64566485.46  | 1.44%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26390439 | PA      | $23534280.96  | 0.53%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4156513 | PA      | $3888774.96   | 0.09%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43828296 | PA      | $42270892.56  | 0.94%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   57025124 | PA      | $56427483.59  | 1.26%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22421312 | PA      | $22545304.10  | 0.50%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38471926 | PA      | $39106112.62  | 0.87%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4108000 | PA      | $4259174.40   | 0.10%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2885000 | PA      | $2917629.35   | 0.07%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                                                        | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3656000 | PA      | $3603024.56   | 0.08%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2852000 | PA      | $2789027.84   | 0.06%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9944000 | PA      | $9111190.00   | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1240000 | PA      | $1218920.00   | 0.03%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1920000 | PA      | $1966233.60   | 0.04%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                                           | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    4563000 | PA      | $4410960.84   | 0.10%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                   | DTE Electric Co                                                                                           | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6869000 | PA      | $6740481.01   | 0.15%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                           | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4420000 | PA      | $4401568.60   | 0.10%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   10401000 | PA      | $10292621.58  | 0.23%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     736000 | PA      | $747614.08    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                               | Delta Air Lines Inc                                                                                       | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    9641000 | PA      | $9714753.65   | 0.22%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust | Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4                                             | CUSIP: 25150PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3385263 | PA      | $1053776.05   | 0.02%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4403000 | PA      | $4386664.87   | 0.10%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4421000 | PA      | $4342925.14   | 0.10%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     604000 | PA      | $594782.96    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1492000 | PA      | $1501936.72   | 0.03%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                              | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2398000 | PA      | $2361910.10   | 0.05%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                          | Devon Energy Corp                                                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4914000 | PA      | $4756211.46   | 0.11%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                | Diamond Infrastructure Funding LLC                                                                        | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650820 | PA      | $3579741.46   | 0.08%             | 2049-04-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                | Diamond Issuer LLC                                                                                        | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7710557 | PA      | $7469344.56   | 0.17%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                    | Capital One NA                                                                                            | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2320169.84   | 0.05%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC                          | Duke Energy Carolinas NC Storm Funding LLC                                                                | CUSIP: 26443KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3641000 | PA      | $2946370.02   | 0.07%             | 2043-07-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust 2017-1                                                                 | CUSIP: 26846MAA2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    3682067 | PA      | $3646926.38   | 0.08%             | 2060-12-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                   | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   10363000 | PA      | $10745498.33  | 0.24%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                                                      | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    4401000 | PA      | $4912660.26   | 0.11%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                              | ERAC USA Finance LLC                                                                                      | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2528427.18   | 0.06%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                          | Eagle Funding Luxco Sarl                                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    4908000 | PA      | $4920270.00   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD AUD                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $10398.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD EUR                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $192912.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD JPY                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1912724.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED JPY / SOLD USD                                                                                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $1274.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3217000 | PA      | $3395060.95   | 0.08%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2327000 | PA      | $2355738.45   | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                          | Electricite de France SA                                                                                  | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1420000 | PA      | $1643309.20   | 0.04%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                  | ENA Master Trust                                                                                          | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |    1235000 | PA      | $972080.85    | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                                                             | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6934000 | PA      | $7032393.46   | 0.16%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | ENEL Finance International NV                                                                             | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2684000 | PA      | $2660568.68   | 0.06%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                           | Entergy Mississippi LLC                                                                                   | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2066379.00   | 0.05%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                                         | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9957000 | PA      | $10377085.83  | 0.23%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                                   | Equify ABS 2024-1 LLC                                                                                     | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2293916 | PA      | $2299902.97   | 0.05%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                         | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1192477.20   | 0.03%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                         | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     987000 | PA      | $973576.80    | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE8                                                                                      | CUSIP: 30191WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9297974 | PA      | $9239694.83   | 0.21%             | 2055-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2026-HE1                                                                                      | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1362124 | PA      | $1350930.82   | 0.03%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                        | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3999000 | PA      | $3786933.03   | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                        | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $3826617.44   | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                          | FHF Trust 2023-1                                                                                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335664 | PA      | $336825.75    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3128M43N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     277264 | PA      | $285116.19    | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHRW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         85 | PA      | $89.56        | 0.00%             | 2036-12-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                 | CUSIP: 3128NHWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        161 | PA      | $167.69       | 0.00%             | 2037-03-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31296L3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        330 | PA      | $334.99       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   27220000 | PA      | $27314453.40  | 0.61%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                            | Federal Home Loan Banks                                                                                   | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8990000 | PA      | $9185172.90   | 0.21%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6964858 | PA      | $5965341.05   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19709444 | PA      | $17366777.49  | 0.39%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6673164 | PA      | $6706389.30   | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y1SN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1769051 | PA      | $1693241.93   | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y2M60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     785261 | PA      | $788276.38    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 3132Y3ZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1295870 | PA      | $1300847.16   | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335A6X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2361985 | PA      | $2300243.19   | 0.05%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                     | CUSIP: 31335AY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3430528 | PA      | $3343880.25   | 0.07%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133A1B92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3480891 | PA      | $3235732.89   | 0.07%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B6UF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13647332 | PA      | $12160616.61  | 0.27%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11671030 | PA      | $9963312.05   | 0.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133B93R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6885918 | PA      | $5884818.87   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4477013 | PA      | $4153304.10   | 0.09%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KGXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3236712 | PA      | $2999648.52   | 0.07%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 3133KNWY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21159585 | PA      | $17245635.13  | 0.39%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1179848 | PA      | $1094539.88   | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31346YAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1648432 | PA      | $1527697.67   | 0.03%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3840249 | PA      | $431248.86    | 0.01%             | 2045-05-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136ANRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3681117 | PA      | $471358.89    | 0.01%             | 2045-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AUZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2302302 | PA      | $244376.26    | 0.01%             | 2047-01-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136AXSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2847780 | PA      | $315035.34    | 0.01%             | 2047-08-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                         | CUSIP: 3136B0DZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4007123 | PA      | $457178.72    | 0.01%             | 2047-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        475 | PA      | $490.86       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     242805 | PA      | $248829.52    | 0.01%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31371LTJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        689 | PA      | $722.09       | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BFLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5012624 | PA      | $518668.23    | 0.01%             | 2044-12-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BPFZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3195242 | PA      | $331426.84    | 0.01%             | 2046-05-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137BYRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2093656 | PA      | $225661.14    | 0.01%             | 2047-06-15      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6MD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5150937 | PA      | $822772.07    | 0.02%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137F6RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10205994 | PA      | $2507907.75   | 0.06%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FR3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1389951 | PA      | $149078.73    | 0.00%             | 2050-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FTV38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12471063 | PA      | $1309011.45   | 0.03%             | 2050-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                        | CUSIP: 3137FVXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7201938 | PA      | $1273945.02   | 0.03%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31385XJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     541655 | PA      | $555090.73    | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138EHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     891113 | PA      | $844274.79    | 0.02%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WENA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1965593 | PA      | $1784685.86   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77240 | PA      | $74503.20     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4323 | PA      | $4169.98      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136844 | PA      | $131995.67    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246197 | PA      | $237244.40    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJEV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183728 | PA      | $177132.66    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3108452 | PA      | $2998322.51   | 0.07%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13339 | PA      | $12860.18     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJKX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     385539 | PA      | $371522.99    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113094 | PA      | $108981.20    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WJRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77533 | PA      | $74713.57     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138WQKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     491713 | PA      | $464780.33    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4444329 | PA      | $4303276.19   | 0.10%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                           | Fannie Mae Grantor Trust 2004-T5                                                                          | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1018844 | PA      | $1004079.51   | 0.02%             | 2035-05-28      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119843 | PA      | $122968.51    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131820 | PA      | $135257.07    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402DP79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     479757 | PA      | $493054.01    | 0.01%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653312 | PA      | $670991.92    | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123630 | PA      | $127348.33    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31403NCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         57 | PA      | $58.31        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140E6KU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3405949 | PA      | $3084493.66   | 0.07%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EBTE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5910 | PA      | $5721.20      | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140EVAP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18030 | PA      | $17446.46     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F2B41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4315 | PA      | $4177.68      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F4MJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     116172 | PA      | $112305.35    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103824 | PA      | $99856.89     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5LZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231909 | PA      | $223262.29    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139091 | PA      | $134098.09    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140F8P43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94360 | PA      | $91223.44     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53096 | PA      | $51141.45     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39458 | PA      | $38077.42     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FBL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     595003 | PA      | $574195.20    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55113 | PA      | $53160.82     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59326 | PA      | $57167.92     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109593 | PA      | $105708.29    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDK39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83868 | PA      | $80854.92     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48450 | PA      | $46619.73     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87437 | PA      | $84380.46     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94086 | PA      | $90916.62     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77646 | PA      | $75136.27     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16770 | PA      | $16152.84     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FEX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83153 | PA      | $80245.37     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FG2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154271 | PA      | $148733.50    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGS75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25269 | PA      | $24326.42     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FGZ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40482 | PA      | $39009.51     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FHRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4641 | PA      | $4479.16      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281983 | PA      | $271334.11    | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21423 | PA      | $20673.28     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FKHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47901 | PA      | $46354.60     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FL6N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193300 | PA      | $185909.26    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62063 | PA      | $59833.59     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77593 | PA      | $74844.49     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLS58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212527 | PA      | $204898.89    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16337 | PA      | $15786.51     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2895 | PA      | $2789.30      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13429 | PA      | $12909.86     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72645 | PA      | $70005.09     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     144913 | PA      | $139712.46    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18310 | PA      | $17766.37     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FMNS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152772 | PA      | $147428.04    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9504 | PA      | $9171.46      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FNL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20363 | PA      | $19602.65     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPMM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82732 | PA      | $79723.17     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63466 | PA      | $61415.33     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31760 | PA      | $30650.15     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195398 | PA      | $188388.00    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38846 | PA      | $37397.18     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FPYC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184256 | PA      | $177056.03    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103128 | PA      | $99470.15     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52820 | PA      | $50775.28     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     550034 | PA      | $530267.48    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FRPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35297 | PA      | $33995.98     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSLD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      81543 | PA      | $78792.55     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140FSSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71974 | PA      | $69222.93     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HAXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1734621 | PA      | $1609200.02   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140HBFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     845923 | PA      | $787137.65    | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140JYGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1215413 | PA      | $1127153.37   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140K3BF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3415826 | PA      | $3167778.62   | 0.07%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20193083 | PA      | $17993285.22  | 0.40%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140M2QB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16120664 | PA      | $14364507.89  | 0.32%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6763532 | PA      | $5780225.44   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140MA4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8930731 | PA      | $7623976.64   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QB4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4642565 | PA      | $4302533.82   | 0.10%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22891104 | PA      | $18592489.02  | 0.42%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6762696 | PA      | $5780567.17   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11591536 | PA      | $9906317.19   | 0.22%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140QN6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8649247 | PA      | $7383679.85   | 0.17%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XGCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14990461 | PA      | $12811093.90  | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11095905 | PA      | $8984516.59   | 0.20%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410F3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240081 | PA      | $246682.62    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1737 | PA      | $1810.50      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417BRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1101 | PA      | $1091.81      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417DRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1578302 | PA      | $1490997.81   | 0.03%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417EJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1673015 | PA      | $1579598.87   | 0.04%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65035 | PA      | $65101.77     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17337 | PA      | $17354.89     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31417YGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3506 | PA      | $3509.53      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64576 | PA      | $62316.98     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408324 | PA      | $2238707.09   | 0.05%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40698957 | PA      | $32954539.95  | 0.74%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                           | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1442394 | PA      | $1405602.28   | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                          | CUSIP: 31427MV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15743909 | PA      | $13312323.24  | 0.30%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                                                | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3441000 | PA      | $3430952.28   | 0.08%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2025-HE7                                                                                      | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7907423 | PA      | $7855699.96   | 0.18%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2026-HE2                                                                                      | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6460204 | PA      | $6406934.84   | 0.14%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9632000 | PA      | $9228130.24   | 0.21%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     875000 | PA      | $856502.50    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2024-3                                                                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1136557 | PA      | $1137338.07   | 0.03%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                                                  | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3601948.30   | 0.08%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp        | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                                                  | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    6821000 | PA      | $6634768.28   | 0.15%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                             | Flowserve Corp                                                                                            | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    4669000 | PA      | $4120952.78   | 0.09%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                                                      | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   13275000 | PA      | $13131231.75  | 0.29%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit          | Ford Credit Auto Owner Trust 2021-REV1                                                                    | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5650000 | PA      | $5643230.17   | 0.13%             | 2033-10-17      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co                                                                                             | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    6003000 | PA      | $5214866.13   | 0.12%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     902000 | PA      | $895307.16    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3891657.68   | 0.09%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     695000 | PA      | $703868.20    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                | Freddie Mac Mscr Trust Mn1                                                                                | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     200529 | PA      | $200170.33    | 0.00%             | 2051-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA2                                                                   | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | USGSE             | US        |     676243 | PA      | $676449.54    | 0.02%             | 2043-06-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                   | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     550775 | PA      | $550773.94    | 0.01%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                   | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    7332508 | PA      | $7339359.47   | 0.16%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA7                                                                   | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    1723930 | PA      | $1729860.04   | 0.04%             | 2052-03-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                   | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    9563499 | PA      | $9587296.81   | 0.21%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-HQA4                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    6126372 | PA      | $6168521.44   | 0.14%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA1                                                                   | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    2099213 | PA      | $2118851.53   | 0.05%             | 2043-03-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                   | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |    8109046 | PA      | $8182337.65   | 0.18%             | 2043-04-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA3                                                                   | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    2957334 | PA      | $3010300.44   | 0.07%             | 2042-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                   | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    5584684 | PA      | $5703358.54   | 0.13%             | 2042-05-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2023-HQA1                                                                   | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |    2060908 | PA      | $2070901.48   | 0.05%             | 2043-05-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                   | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    9988744 | PA      | $10361723.70  | 0.23%             | 2042-06-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA1                                                                   | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    2059230 | PA      | $2057961.38   | 0.05%             | 2044-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-HQA2                                                                   | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    3724460 | PA      | $3726126.24   | 0.08%             | 2044-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                   | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |    4719178 | PA      | $4720650.58   | 0.11%             | 2044-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                   | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    3712510 | PA      | $3705580.49   | 0.08%             | 2045-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                   | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    4392204 | PA      | $4391860.22   | 0.10%             | 2045-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    1928040 | PA      | $1930356.15   | 0.04%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                   | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    1462662 | PA      | $1460833.61   | 0.03%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                   | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    8497016 | PA      | $8479078.33   | 0.19%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA4                                                                   | CUSIP: 35564UBR7<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    7193907 | PA      | $7193650.29   | 0.16%             | 2045-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                                 | GCI Funding I LLC                                                                                         | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1570131 | PA      | $1439359.07   | 0.03%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     972257 | PA      | $880694.65    | 0.02%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     905322 | PA      | $820062.83    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     261968 | PA      | $237296.67    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13220876 | PA      | $13425087.91  | 0.30%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                        | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7114037 | PA      | $7221142.80   | 0.16%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    1790000 | PA      | $1692820.90   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    4575000 | PA      | $4085337.75   | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                                                     | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    5501000 | PA      | $5349942.54   | 0.12%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2011-GC5                                                                     | CUSIP: 36191YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333393 | PA      | $262094.41    | 0.01%             | 2044-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000494 | PA      | $8907277.03   | 0.20%             | 2026-08-17      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GSF 2021 1 ISSUER LLC                             | GSF 2021 1 ISSUER LLC                                                                                     | CUSIP: 36261CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249000 | PA      | $242930.63    | 0.01%             | 2026-08-17      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                                                       | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    4323000 | PA      | $4321227.57   | 0.10%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2462755.20   | 0.06%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                 | General Mills Inc                                                                                         | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7592156.25   | 0.17%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     783000 | PA      | $750865.68    | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3336000 | PA      | $3414696.24   | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1830745.60   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                           | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2061000 | PA      | $2072706.48   | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2180384.64   | 0.05%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2592570.69   | 0.06%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4180129.00   | 0.09%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1779899.16   | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2090722.80   | 0.05%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                                                       | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2120433.25   | 0.05%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $5520606.70   | 0.12%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $2968709.12   | 0.07%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38376MJL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4928261 | PA      | $568471.92    | 0.01%             | 2047-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3972503 | PA      | $497041.21    | 0.01%             | 2047-09-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                  | CUSIP: 38380GHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3518888 | PA      | $432158.81    | 0.01%             | 2047-08-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DAC                            | GPS Blue Financing DAC                                                                                    | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | IE        |    4889000 | PA      | $4842701.17   | 0.11%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7601000 | PA      | $7023400.01   | 0.16%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2559000 | PA      | $2300054.79   | 0.05%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4435000 | PA      | $5069071.95   | 0.11%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                         | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5415000 | PA      | $5986120.05   | 0.13%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                  | Hardee's Funding LLC                                                                                      | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3099217 | PA      | $3061569.70   | 0.07%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls' Jr Funding LLC    | Hardee's Funding LLC                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2511806 | PA      | $2417876.65   | 0.05%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                                                | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2417945.04   | 0.05%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                        | Hasbro Inc                                                                                                | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1325632.14   | 0.03%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2319280.90   | 0.05%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                                          | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1335461.40   | 0.03%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                           | HomeBanc Mortgage Trust 2005-1                                                                            | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400618 | PA      | $329431.99    | 0.01%             | 2035-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                | Honda Motor Co Ltd                                                                                        | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   10522000 | PA      | $10493380.16  | 0.23%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4462257.60   | 0.10%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2207577.35   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2618700.42   | 0.06%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     293000 | PA      | $295508.08    | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     625000 | PA      | $622475.00    | 0.01%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                   | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     375000 | PA      | $368902.50    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     244000 | PA      | $238063.48    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    7441000 | PA      | $7658723.66   | 0.17%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                               | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     848000 | PA      | $848593.60    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                                              | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6267000 | PA      | $6305291.37   | 0.14%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp                                                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10207000 | PA      | $10292330.52  | 0.23%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                               | Intesa Sanpaolo SpA                                                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4756000 | PA      | $5332236.96   | 0.12%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                                             | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2802654.30   | 0.06%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | JPMorgan Chase Bank NA - CHASE                                                                            | CUSIP: 46591HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560956 | PA      | $566000.17    | 0.01%             | 2047-04-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2013-C14                                                       | CUSIP: 46640LAN2<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    2526699 | PA      | $1996218.54   | 0.04%             | 2046-08-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2015-C27                                                       | CUSIP: 46644ABK7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    3415358 | PA      | $3176624.48   | 0.07%             | 2048-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                       | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12789000 | PA      | $11595914.19  | 0.26%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2026-CES1                                                                        | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |    6697762 | PA      | $6644162.78   | 0.15%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-HE3                                                                         | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    8099210 | PA      | $8116238.28   | 0.18%             | 2056-03-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-CES7                                                                 | CUSIP: 46660GAA6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    5720037 | PA      | $5693271.47   | 0.13%             | 2056-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1666000 | PA      | $1703068.50   | 0.04%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                      | KBC Group NV                                                                                              | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    5859000 | PA      | $5899251.33   | 0.13%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                      | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    7323000 | PA      | $7065083.94   | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-1                                                                      | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5653265 | PA      | $5666327.77   | 0.13%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2026-1                                                                      | CUSIP: 525952AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3277254 | PA      | $3277225.84   | 0.07%             | 2027-01-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-1                                                                      | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1415002 | PA      | $1428753.62   | 0.03%             | 2028-08-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2023-2                                                                      | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     927837 | PA      | $937738.23    | 0.02%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                     | Lendbuzz Securitization Trust 2025-2                                                                      | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5802912 | PA      | $5823304.24   | 0.13%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     353376 | PA      | $334233.74    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                          | Lincoln Financial Global Funding                                                                          | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1504786.14   | 0.03%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2446000 | PA      | $2789247.18   | 0.06%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     366000 | PA      | $364429.86    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     656000 | PA      | $660841.28    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     791000 | PA      | $798063.63    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                  | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1244000 | PA      | $1226658.64   | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                | Lobel Automobile Receivables Trust 2025-1                                                                 | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1584069 | PA      | $1585450.73   | 0.04%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                  | Sekisui House US Inc                                                                                      | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3776000 | PA      | $3445184.64   | 0.08%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                                                   | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6179000 | PA      | $6092494.00   | 0.14%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                   | MVW 2021-2 LLC                                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935677 | PA      | $890354.57    | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                      | Marcobre SAC                                                                                              | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    1689000 | PA      | $1635627.60   | 0.04%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $6031782.60   | 0.13%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10684000 | PA      | $10667974.00  | 0.24%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                             | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     510000 | PA      | $484688.70    | 0.01%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard Inc                                                                                            | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7332000 | PA      | $7198557.60   | 0.16%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                              | Mercedes-Benz Finance North America LLC                                                                   | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $5882804.53   | 0.13%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                          | MetLife Capital Trust IV                                                                                  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5645588.00   | 0.13%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4135000 | PA      | $4145497.94   | 0.09%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10160000 | PA      | $10176491.71  | 0.23%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                     | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4940000 | PA      | $4967550.38   | 0.11%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group Inc                                                                                | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2363000 | PA      | $2412693.89   | 0.05%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6445000.01   | 0.14%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     351000 | PA      | $354762.72    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                                                    | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $6527769.22   | 0.15%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                            | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2273435.00   | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                            | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     825000 | PA      | $816420.00    | 0.02%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                                            | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     636000 | PA      | $629385.60    | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2024-A LLC                                                                                   | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    4413502 | PA      | $4434782.52   | 0.10%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $534038.02    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                            | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1934000 | PA      | $1911082.10   | 0.04%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                            | NXP BV / NXP Funding LLC                                                                                  | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4119000 | PA      | $4216331.97   | 0.09%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                                                    | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    3313000 | PA      | $3157752.82   | 0.07%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                           | National Bank of Canada                                                                                   | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4862000 | PA      | $4834432.46   | 0.11%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                           | Nationwide Building Society                                                                               | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5154000 | PA      | $5081792.46   | 0.11%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities            | Natixis Commercial Mortgage Securities Trust 2019-MILE                                                    | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2334775 | PA      | $2268740.47   | 0.05%             | 2036-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     669000 | PA      | $609097.74    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     537000 | PA      | $556869.00    | 0.01%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9177000 | PA      | $9269045.31   | 0.21%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                         | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     458000 | PA      | $445276.76    | 0.01%             | 2047-03-03      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2022-1                                                                                  | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5302080 | PA      | $4995265.07   | 0.11%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                             | Neighborly Issuer 2023-1                                                                                  | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6434980 | PA      | $6453655.60   | 0.14%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                                          | CUSIP: 64034QAC2<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    2008000 | PA      | $1808428.90   | 0.04%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                                          | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    3096000 | PA      | $2792061.96   | 0.06%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                                                          | CUSIP: 64035GAC3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    3421156 | PA      | $3036577.35   | 0.07%             | 2062-04-20      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                                              | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10734000 | PA      | $10649630.76  | 0.24%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                 | Nexa Resources SA                                                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    1853000 | PA      | $1929436.25   | 0.04%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    7261000 | PA      | $7232536.88   | 0.16%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                              | Niagara Mohawk Power Corp                                                                                 | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3249875.16   | 0.07%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                                                       | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    8330000 | PA      | $8099925.40   | 0.18%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp                                                                                     | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $10992982.00  | 0.25%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                       | OCCU Auto Receivables Trust 2025-1                                                                        | CUSIP: 67098SAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6878546 | PA      | $6891162.90   | 0.15%             | 2028-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    4226000 | PA      | $4376741.42   | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                           | Ochsner LSU Health System of North Louisiana                                                              | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5660000 | PA      | $4831715.60   | 0.11%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2024-34 Ltd                                                                                       | CUSIP: 67570MAA8<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | JE        |    2777965 | PA      | $2779851.24   | 0.06%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                          | Omega Healthcare Investors Inc                                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    1797000 | PA      | $1805715.45   | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5744000 | PA      | $5416994.08   | 0.12%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1386490.77   | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK Inc                                                                                                 | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6434000 | PA      | $6393594.48   | 0.14%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2025-1                                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     909026 | PA      | $909371.85    | 0.02%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2022000 | PA      | $1336521.78   | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     829000 | PA      | $776963.67    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                               | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1738000 | PA      | $1461275.64   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                                                     | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     904000 | PA      | $902083.52    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point of Sale Holdings Grantor Trust 2025-1                                                        | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3362874 | PA      | $3374701.90   | 0.08%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-2                                                                               | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     843264 | PA      | $843741.05    | 0.02%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                                                | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4536000 | PA      | $4291917.84   | 0.10%             | 2056-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                                                | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31639.36     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                                                | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1711711.32   | 0.04%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                                                | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2022534.18   | 0.05%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-5                                                                       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1048256 | PA      | $1050204.65   | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-1                                                                       | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     561178 | PA      | $563792.02    | 0.01%             | 2032-07-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-3                                                                       | CUSIP: 69544TAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     482168 | PA      | $484562.81    | 0.01%             | 2032-12-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2024-9                                                                       | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4806381 | PA      | $4814526.30   | 0.11%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2025-4                                                                               | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     425142 | PA      | $426970.43    | 0.01%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2024-3                                                                               | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    1210861 | PA      | $1211483.34   | 0.03%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-5                                                                       | CUSIP: 69548WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     565172 | PA      | $566927.90    | 0.01%             | 2033-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Grantor Trust 2025-6                                                                       | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2119805 | PA      | $2112379.38   | 0.05%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                 | Suncor Energy Inc                                                                                         | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    3011000 | PA      | $3287349.58   | 0.07%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     829000 | PA      | $862077.10    | 0.02%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8162000 | PA      | $8389066.84   | 0.19%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9697000 | PA      | $9910624.91   | 0.22%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP / PAA Finance Corp                                                        | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     628000 | PA      | $629997.04    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2025-1                                                                    | CUSIP: 74113UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3156598 | PA      | $3158011.60   | 0.07%             | 2027-12-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                          | Principal Life Global Funding II                                                                          | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    6566000 | PA      | $6658383.62   | 0.15%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                                                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    1724000 | PA      | $1698140.00   | 0.04%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co of Colorado                                                                             | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   10714000 | PA      | $10674036.78  | 0.24%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                           | Public Service Co of Oklahoma                                                                             | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6043.56      | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric and Gas Co                                                                        | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   10685000 | PA      | $10552399.15  | 0.24%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2025-CES12                                                                            | CUSIP: 749349AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    8531426 | PA      | $8490714.39   | 0.19%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2026-CES1                                                                             | CUSIP: 74939BAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    4230261 | PA      | $4198146.13   | 0.09%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2026-CES2                                                                             | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    5874711 | PA      | $5810040.85   | 0.13%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                          | Cooperatieve Rabobank UA                                                                                  | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7918000 | PA      | $8065749.88   | 0.18%             | 2029-02-28      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 14 Ltd                                                                                            | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     828654 | PA      | $827749.94    | 0.02%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    5945000 | PA      | $3225162.50   | 0.07%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                               | Citizens Bank NA/Providence RI                                                                            | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    5776000 | PA      | $5739553.44   | 0.13%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                                                        | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1136000 | PA      | $1136443.04   | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                             | Republic Services Inc                                                                                     | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10486685.10  | 0.23%             | 2030-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I        | Research-Driven Pagaya Motor Asset Trust 2025-4                                                           | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10656083 | PA      | $10688839.80  | 0.24%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10206000 | PA      | $10185383.88  | 0.23%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings Inc                                                                                        | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     742000 | PA      | $732302.06    | 0.02%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                    | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   10020000 | PA      | $9977415.00   | 0.22%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                   | Ross Stores Inc                                                                                           | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    7988000 | PA      | $7995269.08   | 0.18%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                                          | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7537782.90   | 0.17%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    5678000 | PA      | $5670277.92   | 0.13%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                    | Salesforce Inc                                                                                            | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    5678000 | PA      | $5667949.94   | 0.13%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1481000 | PA      | $1482806.82   | 0.03%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     430000 | PA      | $442186.20    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                          | Santander UK Group Holdings PLC                                                                           | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1279000 | PA      | $1267105.30   | 0.03%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     465000 | PA      | $481200.60    | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $4983302.76   | 0.11%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-3                                                             | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1298290 | PA      | $1300767.49   | 0.03%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust         | Santander Mortgage Asset Receivable Trust 2026-CES1                                                       | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |    8491911 | PA      | $8427099.89   | 0.19%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7519432.40   | 0.17%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                   | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3435772.55   | 0.08%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                           | Simon Property Group LP                                                                                   | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    5987000 | PA      | $5860554.56   | 0.13%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                            | Skandinaviska Enskilda Banken AB                                                                          | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10732000 | PA      | $10663851.80  | 0.24%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                          | Delta Air Lines Inc / SkyMiles IP Ltd                                                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3611667 | PA      | $3605382.37   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                              | Smurfit Westrock Financing DAC                                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    3723000 | PA      | $3747534.57   | 0.08%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $179524.00    | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4567000 | PA      | $4500915.51   | 0.10%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4676000 | PA      | $4707563.00   | 0.11%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                       | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2991000 | PA      | $3019623.87   | 0.07%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-4 Trust                                                                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7038222 | PA      | $7026511.36   | 0.16%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co                                                                                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3158000 | PA      | $3117767.08   | 0.07%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $286446.00    | 0.01%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3042000 | PA      | $3053833.38   | 0.07%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                                                    | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     676000 | PA      | $685768.20    | 0.02%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                    | Starbucks Corp                                                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $9192179.50   | 0.21%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                     | Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1                            | CUSIP: 86359BMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1650 | PA      | $1628.76      | 0.00%             | 2034-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8152000 | PA      | $8323844.16   | 0.19%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd                                                                            | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     886000 | PA      | $887896.04    | 0.02%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3756313.75   | 0.08%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                       | Swedbank AB                                                                                               | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    2267000 | PA      | $2273710.32   | 0.05%             | 2031-03-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                                                       | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $3267877.28   | 0.07%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp                                                                                                | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5173000 | PA      | $5014757.93   | 0.11%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                          | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1651106.88   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                 | TSMC Arizona Corp                                                                                         | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2698048.90   | 0.06%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TTX CO                                            | TTX Co                                                                                                    | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8329000 | PA      | $8368895.91   | 0.19%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1919841.55   | 0.04%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $2135252.34   | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4077104.85   | 0.09%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp                                                                                      | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3033833.55   | 0.07%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                                                | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    4120000 | PA      | $4182294.40   | 0.09%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2024-A                                                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899252 | PA      | $901029.45    | 0.02%             | 2027-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                             | Time Warner Cable LLC                                                                                     | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $1777500.00   | 0.04%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4709000 | PA      | $4841746.71   | 0.11%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                 | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3542000 | PA      | $3549969.50   | 0.08%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2026-FIX1                                                                       | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |    3069662 | PA      | $3047581.05   | 0.07%             | 2065-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2026-CES2                                                                       | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    1921724 | PA      | $1896594.56   | 0.04%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                  | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10363000 | PA      | $10479998.27  | 0.23%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2024-2                                                                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     604440 | PA      | $565151.52    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6557914 | PA      | $3787728.68   | 0.08%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9429655 | PA      | $5718742.51   | 0.13%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| TRUST 2401                                        | Trust 2401                                                                                                | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              |  | MX        |    2340000 | PA      | $2242872.45   | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     449000 | PA      | $478153.57    | 0.01%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1671000 | PA      | $1622557.71   | 0.04%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                     | UniCredit SpA                                                                                             | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     271000 | PA      | $269715.46    | 0.01%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2026-1                                                            | CUSIP: 90945FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9775630 | PA      | $9771131.85   | 0.22%             | 2028-06-12      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2025-1                                                            | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     652292 | PA      | $652309.29    | 0.01%             | 2027-06-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3485000 | PA      | $3404845.00   | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  198861800 | PA      | $198702505.73 | 4.44%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  150408000 | PA      | $149860502.85 | 3.35%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  231412500 | PA      | $230247583.36 | 5.15%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                       | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  229561500 | PA      | $228086223.02 | 5.10%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9483600 | PA      | $9461372.81   | 0.21%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4254000 | PA      | $3835246.88   | 0.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47210000 | PA      | $46000243.75  | 1.03%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10205000 | PA      | $8840081.25   | 0.20%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5709500 | PA      | $4665732.03   | 0.10%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1916000 | PA      | $1343894.38   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23139000 | PA      | $17607332.81  | 0.39%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23956000 | PA      | $16458520.63  | 0.37%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12530000 | PA      | $8164078.13   | 0.18%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20827000 | PA      | $15281811.25  | 0.34%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26971300 | PA      | $19697477.53  | 0.44%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2885000 | PA      | $1838285.94   | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125178200 | PA      | $69493460.09  | 1.55%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46935000 | PA      | $31380447.66  | 0.70%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9057400 | PA      | $6263758.19   | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11433100 | PA      | $8331871.63   | 0.19%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11592800 | PA      | $9553191.75   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19568600 | PA      | $16345896.19  | 0.37%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33530000 | PA      | $30344650.00  | 0.68%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12072700 | PA      | $10725839.41  | 0.24%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27234800 | PA      | $21834649.81  | 0.49%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19717500 | PA      | $17480796.09  | 0.39%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30804400 | PA      | $27021234.63  | 0.60%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19182300 | PA      | $18106292.86  | 0.40%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24746400 | PA      | $24062007.38  | 0.54%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17479000 | PA      | $17265974.69  | 0.39%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4633900 | PA      | $4150960.73   | 0.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20029500 | PA      | $19150079.77  | 0.43%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16704200 | PA      | $15929020.72  | 0.36%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22000500 | PA      | $22010812.73  | 0.49%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32671000 | PA      | $32693971.96  | 0.73%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13956300 | PA      | $14002639.24  | 0.31%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28384100 | PA      | $28283203.32  | 0.63%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16210200 | PA      | $16107619.91  | 0.36%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105963300 | PA      | $105549380.86 | 2.36%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23463100 | PA      | $23644572.53  | 0.53%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29237600 | PA      | $29605354.33  | 0.66%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95832600 | PA      | $98280823.93  | 2.20%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17483500 | PA      | $17846828.98  | 0.40%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47130900 | PA      | $47786314.08  | 1.07%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80830100 | PA      | $80672229.12  | 1.80%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73672100 | PA      | $74011682.70  | 1.65%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35083400 | PA      | $34611966.81  | 0.77%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15011000 | PA      | $15183392.03  | 0.34%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8646100 | PA      | $8718376.04   | 0.19%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59634400 | PA      | $60985491.88  | 1.36%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12471200 | PA      | $12601757.88  | 0.28%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                       | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36587000 | PA      | $37298731.67  | 0.83%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of California                          | UNIV OF CALIFORNIA CA REVENUES                                                                            | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7960000 | PA      | $5315616.36   | 0.12%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                            | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6498143 | PA      | $6488210.13   | 0.15%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | UPSTART Securitization Trust 2026-1                                                                       | CUSIP: 91681BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4712000 | PA      | $4712339.26   | 0.11%             | 2027-02-22      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                            | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    5044000 | PA      | $5270425.16   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3072000 | PA      | $3160104.96   | 0.07%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                       | Viatris Inc                                                                                               | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $4676307.42   | 0.10%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                          | Virginia Electric and Power Co                                                                            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9261000 | PA      | $9059851.08   | 0.20%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $4702463.90   | 0.11%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     373000 | PA      | $374152.57    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                  | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2901000 | PA      | $2869611.18   | 0.06%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                     | LUXCO3 SHARES                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       5298 | NS      | $88793.57     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SWISS RE FINANCE LUX                              | Swiss Re Finance Luxembourg SA                                                                            | CUSIP: 000000000<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1578912.00   | 0.04%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                      | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10132000 | PA      | $10195122.36  | 0.23%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2117000 | PA      | $2096147.55   | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12130000 | PA      | $11128789.80  | 0.25%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2019-C51                                                            | CUSIP: 95001VAY6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    1269000 | PA      | $1102878.64   | 0.02%             | 2052-06-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                            | Westinghouse Air Brake Technologies Corp                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10353000 | PA      | $10461602.97  | 0.23%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust Series 2023-P1                                                      | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2202000 | PA      | $2206073.48   | 0.05%             | 2027-06-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                           | Westpac New Zealand Ltd                                                                                   | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |     971000 | PA      | $963804.89    | 0.02%             | 2029-01-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4569240.00   | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos Inc/The                                                                                      | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5925078.10   | 0.13%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1523000 | PA      | $1554998.23   | 0.03%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd                                                                                      | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3979000 | PA      | $4143133.75   | 0.09%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2862000 | PA      | $2813238.68   | 0.06%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                       | Long: BS2LOP2   IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2   IRS USD P F  1.53700 IS2LOP2 CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   19060000 | OU      | $1470889.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                               | VZ Vendor Financing II BV                                                                                 | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |    2093000 | PA      | $2208023.02   | 0.05%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                          | CUSIP: 000000000<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1580267.09   | 0.04%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 8224100000 | PA      | $40238781.96  | 0.90%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                  | Altice France SA                                                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     780488 | PA      | $852654.68    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        483 | NC      | $-1695002.53  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        774 | NC      | $-3103840.04  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1240 | NC      | $530308.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                               | AUST 10Y BOND FUT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        801 | NC      | $-463477.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      10086 | NC      | $-12018198.70 | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -374 | NC      | $-180632.30   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                    | JPN 10Y BOND(OSE) JUN26                                                                                   | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -147 | NC      | $1435334.29   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     943000 | PA      | $837959.23    | 0.02%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                          | Lima Metro Line 2 Finance Ltd                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     832453 | PA      | $848694.63    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     204000 | PA      | $203100.36    | 0.00%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                | Aegea Finance Sarl                                                                                        | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     538000 | PA      | $516211.00    | 0.01%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     307000 | PA      | $168082.50    | 0.00%             | 2027-01-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                                                   | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1836000 | PA      | $1005632.28   | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                            | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5326000 | PA      | $2535176.00   | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                    | Trust Fibra Uno                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    1208000 | PA      | $1157326.82   | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-17

**Name of Applicant:** BERNSTEIN SANFORD C FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller