# EDGAR Filing Document

**Accession Number:** 0000930007
**File Stem:** 0001410368-26-034029
**Filing Date:** 2026-3
**Character Count:** 747965
**Document Hash:** f2964dfff8de2ad30b1af431fa79bc7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034029.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001410368-26-034029

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACE SELECT ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0000930007

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08764
- **FILM NUMBER:** 26813554

**BUSINESS ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **BUSINESS PHONE:** 212-821-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O UBS ASSET MANAGEMENT (AMERICAS) LLC
- **STREET 2:** 1285 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** UBS PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 20020716

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAINEWEBBER PACE SELECT ADVISORS TRUST
- **DATE OF NAME CHANGE:** 19980212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST
- **DATE OF NAME CHANGE:** 19941212

## Series and Classes Contracts Data

### PACE Strategic Fixed Income Investments (Series ID: S000002698)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007359 | Class P      | PCSIX           |
| C000007360 | Class A      | PBNAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACE SELECT ADVISORS TRUST

- **b. Investment Company Act file number:** 811-08764

- **c. CIK number of Registrant:** 0000930007

- **d. LEI of Registrant:** 549300TPB2UX3QR3SC50

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

  - **Street Address 1:** 1285 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 212-821-3000

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

- **a. Name of Series:** PACE Strategic Fixed Income Investments

- **b. EDGAR series identifier (if any):** S000002698

- **c. LEI of Series:** 5493008PS83BJ3Y3F160

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

- **a. Date of fiscal year-end:** 2026-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $476589133.17

**Total Liabilities:** $63419147.55

**Net Assets:** $413169985.62

**Delayed Delivery Securities:** $33046227.22

**Cash Not Reported:** $3537442.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -722.79000000 | **1-Year:** -18777.48000000 | **5-Year:** -30332.77000000 | **10-Year:** -18097.51000000 | **30-Year:** -4704.90000000

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

- **3-Month:** -560.66000000 | **1-Year:** -8407.99000000 | **5-Year:** -16848.74000000 | **10-Year:** -4172.76000000 | **30-Year:** -657.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007359 | 0.67%                | -0.24%               | 0.34%                |
| Class ID C000007360 | 0.65%                | -0.26%               | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-325943.50              | $743340.08                                 |
| Month 2  | $57900.62                | $-1545747.65                               |
| Month 3  | $46915.45                | $133196.37                                 |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Government/Credit (Returns Universe)

- **Index Identifier:** LEHM.MC.LEHM000003UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAG US GSI Bidco Inc                                                                | AAG U.S. GSI Bidco, Inc.                                                          | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |    669938 | PA      | $670359.56    | 0.16%             | 2031-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                  | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205959.68    | 0.05%             | 2035-12-03      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                         | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100751.91    | 0.02%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T, Inc.                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109945.34    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                    | ASB Bank Ltd.                                                                     | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1680000 | PA      | $1724052.27   | 0.42%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77624.37     | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                            | Abu Dhabi Developmental Holding Co. PJSC                                          | CUSIP: 00402D2C8<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198218.00    | 0.05%             | 2031-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co., Inc.                                                       | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24001.54     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                                                      | Accredited Mortgage Loan Trust                                                    | CUSIP: 004375AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169062 | PA      | $166473.51    | 0.04%             | 2034-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC/Acrisure Finance, Inc.                                               | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15529.37     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC/Acrisure Finance, Inc.                                               | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71764.14     | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADAMS OUTDOOR ADVERTISING                                                           | Adams Outdoor Advertising LP                                                      | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $996132.66    | 0.24%             | 2053-07-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | AdaptHealth LLC                                                                   | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20073.08     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                            | Adani Electricity Mumbai Ltd.                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    262000 | PA      | $245625.00    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust                                                    | CUSIP: 007036LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16343 | PA      | $13792.75     | 0.00%             | 2035-09-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $200001.48    | 0.05%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51171.06     | 0.01%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AEGON LTD                                                                           | Aegon Ltd.                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1105000 | PA      | $1118201.44   | 0.27%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta                                                               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $64462.23     | 0.02%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                                 | Province of Alberta                                                               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $54597.18     | 0.01%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34421.58     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                                                  | Albertsons Cos., Inc.                                                             | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79918.94     | 0.02%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                                             | Alexander Funding Trust II                                                        | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1570420.46   | 0.38%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp.                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200899.20    | 0.05%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                                    | Aligned Data Centers Issuer LLC                                                   | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003467.40   | 0.73%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp.                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69491.23     | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                        | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104786.25    | 0.03%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                      | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $335459.85    | 0.08%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                      | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $290291.97    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $428561.69    | 0.10%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1305000 | PA      | $1206640.85   | 0.29%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1265000 | PA      | $1207572.80   | 0.29%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560000 | PA      | $532825.44    | 0.13%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $293477.40    | 0.07%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1955000 | PA      | $1954034.23   | 0.47%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $299430.60    | 0.07%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $836409.75    | 0.20%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6900000 | PA      | $6987078.00   | 1.69%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2850000 | PA      | $2918001.00   | 0.71%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    410000 | PA      | $419557.10    | 0.10%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial, Inc.                                                              | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99684.98     | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial, Inc.                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189626.70    | 0.05%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial, Inc.                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1360284.64   | 0.33%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial, Inc.                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40953.26     | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes                                                | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139050 | PA      | $140410.51    | 0.03%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes                                                | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199458 | PA      | $200497.78    | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes                                                | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113322 | PA      | $115254.00    | 0.03%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212544.41    | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55356.90     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Countrywide Alternative Loan Trust                                                | CUSIP: 021468AA1<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1115070 | PA      | $581938.06    | 0.14%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Countrywide Alternative Loan Trust                                                | CUSIP: 02149CAJ0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    282521 | PA      | $139262.56    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings, Inc.                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52691.15     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                         | Ameren Corp.                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204900.45    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-2 AA PTT                                                            | American Airlines Pass-Through Trust                                              | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175350 | PA      | $171562.44    | 0.04%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines, Inc.                                                           | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    228847 | PA      | $228847.12    | 0.06%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines, Inc.                                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    833700 | PA      | $834533.70    | 0.20%             | 2032-05-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                              | American Airlines Pass-Through Trust                                              | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164974 | PA      | $163392.85    | 0.04%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co., Inc.                                                 | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209116.13    | 0.05%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co., Inc.                                                 | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141323.00    | 0.03%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co., Inc.                                                 | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54617.18     | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co.                                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200729.88    | 0.05%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                              | American Honda Finance Corp.                                                      | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100460.19    | 0.02%             | 2027-08-13      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                  | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $740720.42    | 0.18%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                  | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $873170.74    | 0.21%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                  | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $702783.08    | 0.17%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen, Inc.                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97769.38     | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                                   | Amsted Industries, Inc.                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56921.76     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                        | ams-OSRAM AG                                                                      | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $1912631.40   | 0.46%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     45000 | PA      | $39804.09     | 0.01%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     10000 | PA      | $9809.40      | 0.00%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     20000 | PA      | $17290.67     | 0.00%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     10000 | PA      | $9750.90      | 0.00%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     10000 | PA      | $10090.60     | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angola Government International Bonds                                             | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     20000 | PA      | $20027.78     | 0.00%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                                         | Antares CLO Ltd.                                                                  | CUSIP: 03664TAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2270000 | PA      | $2270000.00   | 0.55%             | 2036-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP/Antero Midstream Finance Corp.                       | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135233.82    | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP/Antero Midstream Finance Corp.                       | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $337610.65    | 0.08%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                | Appalachian Power Co.                                                             | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183363.42    | 0.04%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                 | Arbor Realty SR, Inc.                                                             | CUSIP: 03881NAC1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |   2395000 | PA      | $2386996.92   | 0.58%             | 2027-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP/Archrock Partners Finance Corp.                              | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67378.81     | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                               | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204605.29    | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                    | ASB Bank Ltd.                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   1700000 | PA      | $1720289.30   | 0.42%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                             | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20135.62     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC/ARU Finance Corp.                             | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36273.12     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                                     | Ascot Group Ltd.                                                                  | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    585000 | PA      | $601149.32    | 0.15%             | 2035-06-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                 | Ashtead Capital, Inc.                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1762380.31   | 0.43%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205941.32    | 0.05%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                             | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100304.80    | 0.02%             | 2026-08-27      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                             | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    870000 | PA      | $872872.61    | 0.21%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1305942.98   | 0.32%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd.                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48085.68     | 0.01%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY + CO INC                                                             | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     80000 | NS      | $80000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                                             | Atlantica Sustainable Infrastructure Ltd.                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1466661.08   | 0.35%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                        | Avangrid, Inc.                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197386.58    | 0.05%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp.                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10286.05     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                        | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207624.16    | 0.05%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205532.33    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                             | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                              | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $833162.93    | 0.20%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2155688.85   | 0.52%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102459.66    | 0.02%             | 2031-08-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99755.43     | 0.02%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206944.00    | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | Equitable Holdings, Inc.                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100552.81    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXOS FINANCIAL INC                                                                  | Axos Financial, Inc.                                                              | CUSIP: 05465CAC4<br>LEI: 529900D8M56422GK9O25 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550800.00    | 0.13%             | 2035-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd.                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15786.45     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd.                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $52366.93     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust                                                                        | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1467440.52   | 0.36%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust                                                              | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1293296 | PA      | $78938.29     | 0.02%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp.                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216162.74    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95504.81     | 0.02%             | 2037-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                          | BCP Renaissance Parent LLC                                                        | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   1276316 | PA      | $1270892.08   | 0.31%             | 2028-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust                                                     | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $93232.50     | 0.02%             | 2042-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                    | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $200604.93    | 0.05%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW U.S. Capital LLC                                                              | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205188.37    | 0.05%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                           | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $264936.93    | 0.06%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193928 | PA      | $193201.27    | 0.05%             | 2030-03-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95625.76     | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2717968.50   | 0.66%             | 2027-10-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99156.25     | 0.02%             | 2041-02-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143444 | PA      | $143802.25    | 0.03%             | 2039-02-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114100 | PA      | $114278.29    | 0.03%             | 2041-03-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103636 | PA      | $103765.20    | 0.03%             | 2034-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118441 | PA      | $118736.85    | 0.03%             | 2034-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $135999.59    | 0.03%             | 2041-06-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $174314.75    | 0.04%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100375.00    | 0.02%             | 2044-12-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126988.44    | 0.03%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO Ltd.                                                      | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250443.25    | 0.06%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO Ltd.                                                      | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250424.00    | 0.06%             | 2035-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                            | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215155.60    | 0.05%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201181.46    | 0.05%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand  | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $10361.00     | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199254.52    | 0.05%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA                                                      | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     15000 | PA      | $16245.00     | 0.00%             | 2035-05-20      | Fixed         | 8.75%                 | 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        |     49525 | PA      | $51511.82     | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL                                                                  | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     25000 | PA      | $25997.25     | 0.01%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1447518.39   | 0.35%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Bank of America Mortgage Trust                                                    | CUSIP: 06050HKR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        54 | PA      | $52.96        | 0.00%             | 2032-07-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding Trust                                                     | CUSIP: 06051GDM8<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |    101793 | PA      | $95766.86     | 0.02%             | 2035-05-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199717.29    | 0.05%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99587.56     | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186539.55    | 0.05%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251146.24    | 0.06%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $328516.05    | 0.08%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45927.05     | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118964.98    | 0.03%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                                | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166242.56    | 0.04%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Bank5                                                                               | Bank5                                                                             | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43000 | PA      | $44747.88     | 0.01%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5                                                                             | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77866.29     | 0.02%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5                                                                             | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $53997.67     | 0.01%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp.                                                     | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167241.68    | 0.04%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp.                                                     | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1752903.64   | 0.42%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp.                                                     | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205623.57    | 0.05%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                 | Bank of New Zealand                                                               | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1390000 | PA      | $1414288.25   | 0.34%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | Bank                                                                              | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $67383.21     | 0.02%             | 2052-04-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | Bank                                                                              | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51000 | PA      | $42723.81     | 0.01%             | 2064-12-15      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5                                                                             | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $38618.81     | 0.01%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                      | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203459.79    | 0.05%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213808.80    | 0.05%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                      | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $457351.12    | 0.11%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch & Lomb Corp.                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $135525.00    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer U.S. Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405670.58    | 0.10%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII LLC                                           | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32943 | PA      | $32888.16     | 0.01%             | 2047-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII LLC                                           | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14225 | PA      | $14438.13     | 0.00%             | 2047-06-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust                                                              | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $34286.89     | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII LLC                                           | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    224032 | PA      | $224032.43    | 0.05%             | 2048-07-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust                                                            | CUSIP: 07384MR87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32102 | PA      | $30649.35     | 0.01%             | 2034-07-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust                                                            | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2556 | PA      | $2578.29      | 0.00%             | 2033-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust                                                            | CUSIP: 07384MW65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99619 | PA      | $90876.34     | 0.02%             | 2034-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust                                                            | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30986 | PA      | $28954.98     | 0.01%             | 2033-08-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust                                                            | CUSIP: 07384MX98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36861 | PA      | $27488.76     | 0.01%             | 2034-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                            | Bear Stearns ALT-A Trust                                                          | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227063 | PA      | $158297.36    | 0.04%             | 2036-02-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                            | Bear Stearns ALT-A Trust                                                          | CUSIP: 07386HKZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41921 | PA      | $37631.92     | 0.01%             | 2034-09-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                                            | Bear Stearns ALT-A Trust                                                          | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210343 | PA      | $110364.56    | 0.03%             | 2035-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA, Inc.                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30363.21     | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                | Beignet Investor LLC                                                              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    919000 | PA      | $956878.21    | 0.23%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co. of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77705.10     | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark Mortgage Trust                                                          | CUSIP: 08161HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23268 | PA      | $23120.06     | 0.01%             | 2051-07-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark Mortgage Trust                                                          | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $49150.23     | 0.01%             | 2053-02-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark Mortgage Trust                                                          | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $45168.83     | 0.01%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark Mortgage Trust                                                          | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $36870.44     | 0.01%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark Mortgage Trust                                                          | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41000 | PA      | $42236.28     | 0.01%             | 2056-12-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust                                                          | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528138 | PA      | $529315.84    | 0.13%             | 2035-10-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                             | BioMarin Pharmaceutical, Inc.                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10027.70     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                    | Black Hills Corp.                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184901.97    | 0.04%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust, Inc.                                                   | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     10000 | PA      | $9867.58      | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust, Inc.                                                   | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     45000 | PA      | $48236.40     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                                                              | BlackRock TCP Capital Corp.                                                       | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559599.85    | 0.14%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                    | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2088581.12   | 0.51%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                    | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43121.13     | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                            | Blue Racer Midstream LLC/Blue Racer Finance Corp.                                 | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15631.32     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                            | Blue Owl Technology Finance Corp.                                                 | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512289.71    | 0.12%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                            | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $105135.43    | 0.03%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                    | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $207060.16    | 0.05%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                    | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    755000 | PA      | $770700.16    | 0.19%             | 2031-05-09      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                        | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196592.13    | 0.05%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98800.74     | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128395.42    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300000.00    | 0.07%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co.                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99982.88     | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier, Inc.                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $126047.04    | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                           | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121000 | PA      | $121684.81    | 0.03%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                           | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78000 | PA      | $79077.39     | 0.02%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BOWHEAD SPECIALTY HOLD                                                              | Bowhead Specialty Holdings, Inc.                                                  | CUSIP: 10240LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $589619.56    | 0.14%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust                                                   | CUSIP: 10569RAE2<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    116718 | PA      | $117848.98    | 0.03%             | 2065-02-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazil Government International Bonds                                             | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    100000 | PA      | $99750.00     | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia                                                      | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    335000 | PA      | $246401.46    | 0.06%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom, Inc.                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    268000 | PA      | $263917.33    | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom, Inc.                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206050.51    | 0.05%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15716.52     | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities LLC                                                       | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236703 | PA      | $1244484.06   | 0.30%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities LLC                                                       | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74237 | PA      | $75878.78     | 0.02%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities LLC                                                       | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63450 | PA      | $65420.37     | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $128719.65    | 0.03%             | 2044-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121000 | PA      | $121378.13    | 0.03%             | 2041-11-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust                                                                          | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100631.36    | 0.02%             | 2042-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust                                                      | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70000.01     | 0.02%             | 2040-12-09      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC/CCO Holdings Capital Corp.                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19778.10     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC/CCO Holdings Capital Corp.                                       | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62094.57     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC/CCO Holdings Capital Corp.                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178569.77    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC/CCO Holdings Capital Corp.                                       | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $109606.23    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                                                                   | CBRE Services, Inc.                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207284.22    | 0.05%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Capital Automotive Reit                                                             | CARS-DB7 LP                                                                       | CUSIP: 12510HAT7<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   1152958 | PA      | $1161647.72   | 0.28%             | 2053-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                                             | Capital Automotive REIT                                                           | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   1431408 | PA      | $1428472.69   | 0.35%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs, Inc.                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45243.95     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust                                                             | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101681.29    | 0.02%             | 2032-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust                                                             | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101244.21    | 0.02%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                         | CFE Fibra E                                                                       | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              |  | MX        |     19833 | PA      | $19644.96     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                     | Cigna Group                                                                       | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201643.13    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust                                                     | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $136785.12    | 0.03%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp.                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185913.72    | 0.04%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust                                                               | CUSIP: 12654FAE0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $142319.14    | 0.03%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP/BIP-V Chinook Holdco LLC                                            | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $193497.84    | 0.05%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp.                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149499.01    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp.                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28078.35     | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                                                            | CVS Pass-Through Trust                                                            | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2089753 | PA      | $1995743.49   | 0.48%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust                                                   | CUSIP: 126670LE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75905 | PA      | $71471.85     | 0.02%             | 2036-02-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Countrywide Alternative Loan Trust                                                | CUSIP: 12668ATT2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |     56995 | PA      | $49747.63     | 0.01%             | 2035-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Countrywide Alternative Loan Trust                                                | CUSIP: 12669FFD0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      8472 | PA      | $8821.84      | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Reperforming Loan REMICS Trust                                                | CUSIP: 12669FFS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299867 | PA      | $272845.47    | 0.07%             | 2034-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Reperforming Loan REMICS Trust                                                | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146156 | PA      | $139136.97    | 0.03%             | 2036-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust                                                               | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103539.38    | 0.03%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CaixaBank SA                                                                      | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207857.66    | 0.05%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                             | Canadian Natural Resources Ltd.                                                   | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102714.50    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp.                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1717577.01   | 0.42%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp.                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103832.63    | 0.03%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp.                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139770.04    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                | Capstone Copper Corp.                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82898.24     | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUB LLC                                                             | Carlyle Finance Subsidiary LLC                                                    | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194450.74    | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $46291.86     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust                                              | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    241885 | PA      | $243896.19    | 0.06%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust                                              | CUSIP: 14856VAB3<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    232062 | PA      | $234758.67    | 0.06%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                                   | Cedar Funding VI CLO Ltd.                                                         | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250031.50    | 0.06%             | 2034-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese U.S. Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31738.53     | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese U.S. Holdings LLC                                                        | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5114.37      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese U.S. Holdings LLC                                                        | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.82     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                            | Celulosa Arauco y Constitucion SA                                                 | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     40000 | PA      | $38350.00     | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp.                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257987.16    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174547.67    | 0.04%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy, Inc.                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120917.40    | 0.03%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                                            | CenterPoint Energy Houston Electric LLC                                           | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206295.70    | 0.05%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                                  | Central Parent, Inc.                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1470141 | PA      | $1172966.38   | 0.28%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                            | Champion Iron Canada, Inc.                                                        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37439.75     | 0.01%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47318.28     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $443307.62    | 0.11%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $143134.28    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187864.34    | 0.05%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91735.80     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 16159HAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102210 | PA      | $102911.60    | 0.02%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114258 | PA      | $115028.30    | 0.03%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 16160BAW7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |     90983 | PA      | $91377.44     | 0.02%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Trust                                                      | CUSIP: 16162WNL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654134 | PA      | $455035.86    | 0.11%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Trust                                                      | CUSIP: 161636AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473720 | PA      | $175331.97    | 0.04%             | 2022-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91900 | PA      | $93375.26     | 0.02%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 161919AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19712 | PA      | $20344.76     | 0.00%             | 2055-11-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 161919AV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37058 | PA      | $37444.47     | 0.01%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust                                                 | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64216 | PA      | $64663.90     | 0.02%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEC LOAN TRUST                                                                     | CHEC Loan Trust                                                                   | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167952 | PA      | $176505.05    | 0.04%             | 2034-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                            | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184578.06    | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp.                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72384.62     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust                                                     | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104060.64    | 0.03%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                                | Chile Government International Bonds                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    210000 | PA      | $192150.00    | 0.05%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs, Inc.                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278190.18    | 0.07%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CION INVESTMENT CORP                                                                | CION Investment Corp.                                                             | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     48000 | NS      | $1216800.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101382.38    | 0.02%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127793.69    | 0.03%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36487.63     | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85068.45     | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115488.83    | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45822.33     | 0.01%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7017 | PA      | $7116.26      | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17307GWE4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     15441 | PA      | $15403.46     | 0.00%             | 2035-08-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17307GXQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      2707 | PA      | $2702.91      | 0.00%             | 2035-09-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17307GXR4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       178 | PA      | $177.14       | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup, Inc.                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116662.23    | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17331LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1156555.90   | 0.28%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust                                               | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102579.21    | 0.02%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group, Inc.                                                    | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59987.40     | 0.01%             | 2026-04-06      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group, Inc.                                                    | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79615.25     | 0.02%             | 2026-04-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co.                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42305.04     | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP/Clarios U.S. Finance Co.                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     35000 | PA      | $36614.59     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69064.91     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                              | Clearway Energy Operating LLC                                                     | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25091.14     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25655.90     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41568.28     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25195.11     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                                                     | Cogent Ipv4 LLC                                                                   | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2360000 | PA      | $2460051.26   | 0.60%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $158550.00    | 0.04%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                       | Comerica Bank                                                                     | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1706777.34   | 0.41%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                  | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $30592.50     | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM Mortgage Trust                                                               | CUSIP: 20047UAA4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $984855.90    | 0.24%             | 2041-08-10      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                 | CommonSpirit Health                                                               | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49711.15     | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                 | CommonSpirit Health                                                               | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49256.21     | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                               | Compeer Financial ACA                                                             | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1059612.54   | 0.26%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                 | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40210.98     | 0.01%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                 | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102000 | PA      | $103992.02    | 0.03%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                 | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77000 | PA      | $77107.58     | 0.02%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                              | Comstock Resources, Inc.                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15095.64     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                  | Conagra Brands, Inc.                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101394.46    | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust                                                                        | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $56942.12     | 0.01%             | 2041-08-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                            | Connect Finco SARL/Connect U.S. Finco LLC                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1350000 | PA      | $1432845.45   | 0.35%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     82000 | PA      | $84291.16     | 0.02%             | 2042-03-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    191000 | PA      | $195402.55    | 0.05%             | 2042-03-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    178000 | PA      | $181346.22    | 0.04%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    108000 | PA      | $108269.52    | 0.03%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $75614.84     | 0.02%             | 2045-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20754YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153000 | PA      | $153388.12    | 0.04%             | 2045-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20755AAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    144000 | PA      | $149624.64    | 0.04%             | 2043-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20755DAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    336000 | PA      | $357211.68    | 0.09%             | 2042-07-25      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 20755JAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $89719.51     | 0.02%             | 2045-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Federal National Mortgage Association Connecticut Avenue Securities Trust         | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    133000 | PA      | $139026.23    | 0.03%             | 2042-12-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                              | ConocoPhillips Co.                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67410.65     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                   | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102397.83    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                            | Constellation Brands, Inc.                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101787.88    | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215878.52    | 0.05%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                                                        | CoorsTek, Inc.                                                                    | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    560000 | PA      | $561164.80    | 0.14%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                            | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1735695.49   | 0.42%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403603.25    | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave, Inc.                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554187.17    | 0.13%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    125000 | PA      | $118835.00    | 0.03%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     10000 | PA      | $10191.46     | 0.00%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp. Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     10000 | PA      | $10032.75     | 0.00%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                     | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455000 | PA      | $416688.55    | 0.10%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                     | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $472778.50    | 0.11%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                     | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580000 | PA      | $566154.24    | 0.14%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                     | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220000 | PA      | $219868.00    | 0.05%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                     | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420000 | PA      | $427954.80    | 0.10%             | 2056-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                               | Costa Rica Government International Bonds                                         | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $216400.00    | 0.05%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                    | CoStar Group, Inc.                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184119.14    | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bonds                                        | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     20000 | PA      | $21335.00     | 0.01%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bonds                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     75000 | PA      | $80607.00     | 0.02%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bonds                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    140000 | PA      | $149380.00    | 0.04%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106861.70    | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                                   | Credit Acceptance Auto Loan Trust                                                 | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871079 | PA      | $873439.36    | 0.21%             | 2033-02-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co. IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72727 | PA      | $74124.94     | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust                                                              | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81679 | PA      | $82516.60     | 0.02%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust                                                              | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101286.47    | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                                  | CrossCountry Intermediate HoldCo LLC                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35287.75     | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | Crown Castle Towers LLC                                                           | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $80897.51     | 0.02%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CRSO TR 2023 BRND                                                                   | CRSO Trust                                                                        | CUSIP: 228925AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1171321.28   | 0.28%             | 2028-07-10      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58000 | PA      | $57189.33     | 0.01%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                                     | DC Office Trust                                                                   | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86291.33     | 0.02%             | 2045-09-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DSLA Mortgage Loan Trust                                                            | DSLA Mortgage Loan Trust                                                          | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85165 | PA      | $76923.38     | 0.02%             | 2045-08-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE Energy Co.                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307810.76    | 0.07%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                              | Daimler Truck Finance North America LLC                                           | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196931.21    | 0.05%             | 2026-12-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank AS                                                                    | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $207991.59    | 0.05%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer LLC                                                               | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | PA      | $1282885.92   | 0.31%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                                              | DaVinciRe Holdings Ltd.                                                           | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    540000 | PA      | $551922.71    | 0.13%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                                        | DC Commercial Mortgage Trust                                                      | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $883409.72    | 0.21%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust                                                      | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101454.33    | 0.02%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Delta Funding Home Equity Loan Trust                                                | Delta Funding Home Equity Loan Trust                                              | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21452 | PA      | $20705.64     | 0.01%             | 2029-09-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $213320.43    | 0.05%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                    | Deutsche Bank AG                                                                  | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203129.74    | 0.05%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                            | Devon Energy Corp.                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52252.95     | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy, Inc.                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92643.82     | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     60000 | PA      | $62340.00     | 0.02%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     25000 | PA      | $22246.88     | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     10000 | PA      | $9088.75      | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    155000 | PA      | $165850.00    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     30000 | PA      | $32066.25     | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bonds                                            | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     25000 | PA      | $24950.00     | 0.01%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy, Inc.                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178659.86    | 0.04%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy, Inc.                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280772.57    | 0.07%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy, Inc.                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210767.68    | 0.05%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy, Inc.                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25086.51     | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1223.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1286.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1465.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4221.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4391.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-2516.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-990.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-2334.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-3763.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-811.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold PEN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2347.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold PEN                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2638.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $1884.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $11194.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $1442.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TR        |         1 | NC      | $2195.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |         1 | NC      | $6329.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $3004.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $506.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold MXN                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-105.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased BRL / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $44800.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $365.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-206.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $1298.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |         1 | NC      | $6349.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $1603.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $0.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |         1 | NC      | $797.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $4511.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TR        |         1 | NC      | $237.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $551.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $118.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $101.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $247.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |         1 | NC      | $4359.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $565.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-1584.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-430.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2315.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $639.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |         1 | NC      | $-207.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-25.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-38.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-518.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-116.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-707.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |         1 | NC      | $-402.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-89.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                                                            | Drawbridge Special Opportunities Fund LP/Drawbridge Special Opportunities Finance | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $772918.03    | 0.19%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                     | Duke University                                                                   | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220257.19    | 0.05%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust                                                | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     84434 | PA      | $84811.61     | 0.02%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust                                                | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100225.31    | 0.02%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                         | ELM Trust                                                                         | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100248.94    | 0.02%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                         | ELM Trust                                                                         | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100263.75    | 0.02%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                   | EOG Resources, Inc.                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92399.67     | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                                     | Eagle Broadband Investments LLC                                                   | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    653125 | PA      | $620880.21    | 0.15%             | 2027-11-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco SARL                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    365000 | PA      | $370475.00    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-66.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1037.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-879.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold SGD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2188.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-267.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-76.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $184.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased NOK / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |         1 | NC      | $1624.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold EUR                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-35338.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased AUD / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |         1 | NC      | $4815.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold GBP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-10702.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4258.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Purchased USD / Sold ZAR                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-3646.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased CLP / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $3280.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |         1 | NC      | $3725.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold PLN                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-38.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1266.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased IDR / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-52.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $99.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-102.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold PLN                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-42.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-721.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold BRL                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-320.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased IDR / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-44.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased PLN / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $68.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold PEN                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $100.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4989.49     | -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      | $-36000.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-2682.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-1536.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased IDR / Sold USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |         1 | NC      | $76.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-746.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-275.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold MYR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-317.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1427.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-196.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-1105.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-396.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold AUD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-43557.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold EUR                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2976.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-3423.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold GBP                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-9804.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold MYR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-391.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased PLN / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $574.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased NZD / Sold USD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |         1 | NC      | $3900.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold CHF                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3335.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold CNH                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $6.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-1113.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-588.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased BRL / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $258.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-501.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased IDR / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |         1 | NC      | $46.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $856.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-1074.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1965.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold NZD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1441.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold CHF                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-638.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $110.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-1167.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased PLN / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |         1 | NC      | $9945.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-311.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased MXN / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $6129.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-112.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-1128.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $135.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2493.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased THB / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |         1 | NC      | $-28.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold THB                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold CNH                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $9.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased USD / Sold ILS                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-398.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-578.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |         1 | NC      | $-568.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold TWD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-191.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |         1 | NC      | $220.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Purchased EUR / Sold USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $1102.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased USD / Sold IDR                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-236.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | KR        |         1 | NC      | $507.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased BRL / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $222.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased PLN / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $130.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold GBP                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-296.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold ZAR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-4297.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $140.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $164.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $264.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $209.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $125.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased JPY / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-4947.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold INR                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $41.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased USD / Sold INR                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $90.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-46.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased EUR / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $-19733.29    | -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      | $19768.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Purchased USD / Sold AUD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-160.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased CAD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CA        |         1 | NC      | $-1854.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1861.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $331.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |         1 | NC      | $-332.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased USD / Sold IDR                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $55.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased IDR / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-23.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased JPY / Sold USD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-2136.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased CNH / Sold USD                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $-55.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Purchased USD / Sold CNH                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $57.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased TRY / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $-77.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold INR                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $7.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Purchased INR / Sold USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-7.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Purchased TWD / Sold USD                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-0.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased KRW / Sold USD                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $-194.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Purchased USD / Sold KRW                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $194.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased USD / Sold NZD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $402.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | Purchased NZD / Sold USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |         1 | NC      | $-404.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Purchased USD / Sold CAD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $539.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased CHF / Sold USD                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CH        |         1 | NC      | $-1111.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Purchased USD / Sold CHF                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $1112.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                      | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     10000 | PA      | $7538.50      | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $44725.00     | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                      | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     10000 | PA      | $7225.00      | 0.00%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     20000 | PA      | $20687.00     | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                                 | Edgeconnex Data Centers Issuer LLC                                                | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058435 | PA      | $1068992.70   | 0.26%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                              | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204202.65    | 0.05%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust                                                | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |    100173 | PA      | $100687.76    | 0.02%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan, Inc.                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232466.18    | 0.06%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bonds                                        | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     25000 | PA      | $28404.38     | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                               | ELFI Graduate Loan Program LLC                                                    | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71496 | PA      | $72873.06     | 0.02%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL                                                                 | Ellington Financial, Inc.                                                         | CUSIP: 28852N406<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               |  | US        |    121000 | NS      | $3089130.00   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP/Emerald Co-Issuer, Inc.                                         | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253593.87    | 0.06%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                    | Emory University                                                                  | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182775.06    | 0.04%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23280.39     | 0.01%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106890.70    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206347.17    | 0.05%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $66078.24     | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204201.21    | 0.05%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge, Inc.                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82527.25     | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210189.31    | 0.05%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206148.67    | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39550.95     | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205742.79    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                    | Enstar Group Ltd.                                                                 | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    755000 | PA      | $786097.70    | 0.19%             | 2045-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                  | Enstar Finance LLC                                                                | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2150691.30   | 0.52%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91569.91     | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                         | Equifax, Inc.                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203376.07    | 0.05%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                              | EquipmentShare.com, Inc.                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52740.00     | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | Equitable Holdings, Inc.                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115513.31    | 0.03%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                                   | Eversource Energy                                                                 | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104595.95    | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp.                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197429.20    | 0.05%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp.                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205794.67    | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                               | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54000 | PA      | $54905.33     | 0.01%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust                                        | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61000 | PA      | $61538.29     | 0.01%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                            | F&G Annuities & Life, Inc.                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2834689.72   | 0.69%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                   | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99527.72     | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                            | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     25000 | PA      | $25146.59     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust                                                | CUSIP: 30247DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893470 | PA      | $587045.16    | 0.14%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms, Inc.                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506263.81    | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                  | FS Luxembourg SARL                                                                | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20657.20     | 0.00%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102057.44    | 0.02%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 000000000<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $517.40       | 0.00%             | 2026-11-01      | Variable      | 5.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DPYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86237 | PA      | $82605.08     | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DQFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260103 | PA      | $264616.53    | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170986 | PA      | $176589.73    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101671 | PA      | $103763.84    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52708 | PA      | $50400.00     | 0.01%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109510 | PA      | $111796.12    | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116686 | PA      | $119484.90    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30381 | PA      | $30945.22     | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190299 | PA      | $191348.13    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473858 | PA      | $465949.75    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62410 | PA      | $62740.84     | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374039 | PA      | $375944.97    | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192057 | PA      | $192704.97    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167396 | PA      | $170342.35    | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133944 | PA      | $137287.96    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124622 | PA      | $126758.22    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330846 | PA      | $339347.49    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365897 | PA      | $371944.46    | 0.09%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160578 | PA      | $163256.54    | 0.04%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119768 | PA      | $122195.43    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31339NC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1603 | PA      | $1604.25      | 0.00%             | 2032-01-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429829 | PA      | $398405.76    | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133BMYP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195838 | PA      | $192850.93    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451859 | PA      | $432732.18    | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KPQL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68671 | PA      | $63648.85     | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210124 | PA      | $206783.94    | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KQEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203622 | PA      | $204834.84    | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133KRB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164226 | PA      | $165031.30    | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3133W7HH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195834 | PA      | $195806.18    | 0.05%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Federal National Mortgage Association REMICS Trust                                | CUSIP: 31359VA94<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |     22937 | PA      | $23281.99     | 0.01%             | 2029-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190433 | PA      | $191685.21    | 0.05%             | 2054-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192946 | PA      | $194283.08    | 0.05%             | 2054-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BTPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180769 | PA      | $182276.96    | 0.04%             | 2054-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194933 | PA      | $197736.39    | 0.05%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BUTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192710 | PA      | $195064.75    | 0.05%             | 2055-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201794 | PA      | $204499.80    | 0.05%             | 2055-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31374GEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1252 | PA      | $1254.58      | 0.00%             | 2027-04-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Federal Home Loan Mortgage Corp. Multiclass Certificates                          | CUSIP: 3137FRV57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3438869 | PA      | $159817.65    | 0.04%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198714 | PA      | $200010.22    | 0.05%             | 2054-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228826 | PA      | $230301.28    | 0.06%             | 2054-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HHAY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216991 | PA      | $218241.95    | 0.05%             | 2054-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148244 | PA      | $149073.61    | 0.04%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193291 | PA      | $196068.57    | 0.05%             | 2055-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191340 | PA      | $194225.39    | 0.05%             | 2054-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31384VYL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7360 | PA      | $7425.40      | 0.00%             | 2030-05-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 31393DLT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435051 | PA      | $452669.01    | 0.11%             | 2033-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                            | Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates             | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279063 | PA      | $278867.46    | 0.07%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Federal National Mortgage Association Trust                                       | CUSIP: 31394ALL8<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |     96911 | PA      | $99303.04     | 0.02%             | 2044-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                            | Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109495 | PA      | $112378.29    | 0.03%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31394TUG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145817 | PA      | $146657.91    | 0.04%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31394TYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103647 | PA      | $107082.46    | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31395LRL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354289 | PA      | $361353.23    | 0.09%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31395TUG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341944 | PA      | $358578.46    | 0.09%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association REMICS                                      | CUSIP: 31396KBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       940 | PA      | $939.10       | 0.00%             | 2026-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31396RDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440961 | PA      | $464741.94    | 0.11%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31408B5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2227 | PA      | $2248.59      | 0.00%             | 2036-01-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31408DC85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2566 | PA      | $2612.25      | 0.00%             | 2035-11-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31408DXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11170 | PA      | $11311.34     | 0.00%             | 2035-12-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31408GAR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7830 | PA      | $7986.13      | 0.00%             | 2036-02-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31409BB48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11677 | PA      | $11880.06     | 0.00%             | 2036-03-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31409BFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13341 | PA      | $13587.42     | 0.00%             | 2036-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234743 | PA      | $235406.31    | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193705 | PA      | $190391.38    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198713 | PA      | $202621.57    | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176712 | PA      | $176905.72    | 0.04%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140NE3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84458 | PA      | $84822.95     | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140NK4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114028 | PA      | $116134.93    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140NLVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432178 | PA      | $433947.07    | 0.11%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426660 | PA      | $382418.55    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QR5B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164990 | PA      | $162826.31    | 0.04%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191423 | PA      | $193044.28    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48967 | PA      | $49911.83     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194170 | PA      | $195124.52    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166251 | PA      | $167008.76    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QSMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81785 | PA      | $82641.28     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QSPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86016 | PA      | $87014.58     | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140QUUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139691 | PA      | $141948.71    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140W2KH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141547 | PA      | $145898.25    | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234896 | PA      | $225531.80    | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431981 | PA      | $384971.34    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XJNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73421 | PA      | $70985.56     | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XL4P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42116 | PA      | $37438.32     | 0.01%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140570 | PA      | $144286.56    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104616 | PA      | $107789.17    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129945 | PA      | $132376.18    | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31410FSB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    971875 | PA      | $1006582.24   | 0.24%             | 2034-11-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445557 | PA      | $447827.40    | 0.11%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159088 | PA      | $162105.87    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193795 | PA      | $194701.60    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176735 | PA      | $179918.15    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159127 | PA      | $163368.04    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336533 | PA      | $345181.19    | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33213 | PA      | $34063.25     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                             | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114741 | PA      | $116345.11    | 0.03%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                                               | Fidelis Insurance Holdings Ltd.                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    815000 | PA      | $880807.99    | 0.21%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                             | Fidelity National Financial, Inc.                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63936.40     | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                               | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115338.22    | 0.03%             | 2026-03-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35470.79     | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                               | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2522850.83   | 0.61%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                                           | First Horizon Mortgage Pass-Through Trust                                         | CUSIP: 32051GQL2<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |      6595 | PA      | $4339.49      | 0.00%             | 2035-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer LLC                                                             | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180000 | PA      | $1180846.65   | 0.29%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                          | State Board of Administration Finance Corp.                                       | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    200000 | PA      | $211659.84    | 0.05%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202817.04    | 0.05%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201070.83    | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust                                                          | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82800 | PA      | $84005.68     | 0.02%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                            | Fox Corp.                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101472.07    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                             | Franklin BSP Capital Corp.                                                        | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525582.52    | 0.13%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    178000 | PA      | $185328.14    | 0.04%             | 2042-09-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203500.00    | 0.05%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $131004.21    | 0.03%             | 2041-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    417000 | PA      | $421953.96    | 0.10%             | 2042-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    439000 | PA      | $451691.49    | 0.11%             | 2042-02-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    383000 | PA      | $400353.73    | 0.10%             | 2042-03-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $213068.62    | 0.05%             | 2042-03-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     99000 | PA      | $101258.19    | 0.02%             | 2042-04-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    111000 | PA      | $115411.60    | 0.03%             | 2042-04-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $185344.20    | 0.04%             | 2042-05-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KXW4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     81000 | PA      | $86124.75     | 0.02%             | 2042-05-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    192000 | PA      | $201176.54    | 0.05%             | 2042-06-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Federal Home Loan Mortgage Corp. STACR REMICS Trust                               | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $212359.48    | 0.05%             | 2044-03-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                           | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303611.31    | 0.07%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                          | CUSIP: 36179VBK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34760 | PA      | $35320.52     | 0.01%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                          | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $400243.48    | 0.10%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                          | CUSIP: 36202K2H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        95 | PA      | $95.11        | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust                                                           | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54259 | PA      | $52014.39     | 0.01%             | 2035-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                         | GSAMP Trust                                                                       | CUSIP: 362439AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239165 | PA      | $236519.67    | 0.06%             | 2036-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust                                                      | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $68088.41     | 0.02%             | 2049-05-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust                                                      | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79000 | PA      | $68102.98     | 0.02%             | 2052-09-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust                                                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61000 | PA      | $62207.95     | 0.02%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust                                                 | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33000 | PA      | $33305.22     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust                                                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34000 | PA      | $34344.25     | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust                                                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38000 | PA      | $38782.34     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | Gartner, Inc.                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200582.56    | 0.05%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp.                                                                       | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25988.33     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP/Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41746.48     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEON Performance Solutions LLC                                                      | GEON Performance Solutions LLC                                                    | CUSIP: 37254YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1267753 | PA      | $1098190.79   | 0.27%             | 2028-08-18      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                         | Geopark Ltd.                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9322.00      | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                    | Georgia Power Co.                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202402.68    | 0.05%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments, Inc.                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200878.72    | 0.05%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                     | Global Atlantic Fin Co.                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413777.93    | 0.10%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co.                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620177.40    | 0.15%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response, Inc.                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51699.50     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                            | Global Infrastructure Solutions, Inc.                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40083.12     | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                                    | Gloves Buyer, Inc.                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    673312 | PA      | $668545.45    | 0.16%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71891.61     | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN FUTURES CASH                                                                | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    324000 | NS      | $324000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                            | Golden State Tobacco Securitization Corp.                                         | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $155785.24    | 0.04%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121746.75    | 0.03%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137233.33    | 0.03%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71321.07     | 0.02%             | 2034-11-10      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84515.20     | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162699.21    | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38855.73     | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202131.39    | 0.05%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98508.58     | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49592.49     | 0.01%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19889.68     | 0.00%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group, Inc.                                                         | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44595.73     | 0.01%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                              | Goldman Sachs Bank USA                                                            | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200130.28    | 0.05%             | 2027-03-18      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                              | Goldman Sachs Bank USA                                                            | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250300.00    | 0.06%             | 2027-05-21      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                   | Golub Capital BDC, Inc.                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210507.30    | 0.05%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 50B-R Ltd.                                             | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250568.50    | 0.06%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38376RFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210281 | PA      | $210470.52    | 0.05%             | 2065-08-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38380UAY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156063 | PA      | $150749.55    | 0.04%             | 2047-05-20      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38380V2S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475808 | PA      | $461758.31    | 0.11%             | 2043-10-20      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195872 | PA      | $151660.73    | 0.04%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171273 | PA      | $142832.43    | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176457 | PA      | $146698.18    | 0.04%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association REMICS                                   | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175505 | PA      | $177780.59    | 0.04%             | 2055-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                                  | Gracie Point International Funding LLC                                            | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $108039.15    | 0.03%             | 2028-03-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                              | Gran Tierra Energy, Inc.                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35887.50     | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                                            | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $207364.00    | 0.05%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust                                            | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101291.80    | 0.02%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust                                            | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100909.87    | 0.02%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd.                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $65756.60     | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bonds                                                        | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     15000 | PA      | $15977.63     | 0.00%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital, Inc.                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1315503.16   | 0.32%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA, Inc.                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48891.42     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA, Inc.                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198071.12    | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                 | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1872654.20   | 0.45%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                 | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206775.26    | 0.05%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                 | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1271634.81   | 0.31%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                 | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $650314.80    | 0.16%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust                                                             | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $116157.03    | 0.03%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital, Inc.                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1429669.22   | 0.35%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                  | Harbour Energy PLC                                                                | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204634.14    | 0.05%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust                                                    | CUSIP: 41161PKD4<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     13200 | PA      | $12575.98     | 0.00%             | 2035-01-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust                                                    | CUSIP: 41161PMX8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     89939 | PA      | $66729.88     | 0.02%             | 2035-07-19      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                            | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30412.29     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57447.72     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC/HAT Holdings II LLC                                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1891400.33   | 0.46%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73469.41     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings, Inc.                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100539.55    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings, Inc.                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5035.50      | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings, Inc.                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5025.34      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP/Hilcorp Finance Co.                                           | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20004.80     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP/Hilcorp Finance Co.                                           | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62642.30     | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                                 | Hilcorp Energy I LP                                                               | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    471438 | PA      | $471437.50    | 0.11%             | 2030-02-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26301 | PA      | $26268.84     | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30415 | PA      | $30419.46     | 0.01%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71198 | PA      | $72206.73     | 0.02%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9361 | PA      | $9567.27      | 0.00%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21842 | PA      | $22403.52     | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102631 | PA      | $102920.99    | 0.02%             | 2044-05-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust                                                      | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77751 | PA      | $78365.19     | 0.02%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                             | Howard Midstream Energy Partners LLC                                              | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137319.65    | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd.                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495593.15    | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bonds                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     30000 | PA      | $29820.00     | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares, Inc.                                                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49292.24     | 0.01%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares, Inc.                                                       | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    830000 | PA      | $834784.61    | 0.20%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                            | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189939.86    | 0.05%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes                                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107128 | PA      | $108885.61    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards Mortgage Trust                                                       | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104332.49    | 0.03%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards Mortgage Trust                                                       | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103906.77    | 0.03%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                           | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101231.12    | 0.02%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202420.95    | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                           | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102592.20    | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                           | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    855000 | PA      | $856010.34    | 0.21%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                           | IQVIA, Inc.                                                                       | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1215324 | PA      | $1218872.75   | 0.30%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP Mortgage Trust                                                                 | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $42743.69     | 0.01%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP Mortgage Trust                                                                 | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55000 | PA      | $56050.66     | 0.01%             | 2042-06-10      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP Mortgage Trust                                                                 | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31000 | PA      | $31641.94     | 0.01%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust                                                                         | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $132566.75    | 0.03%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203763.08    | 0.05%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                   | Imola Merger Corp.                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24598.17     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199405.52    | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208936.14    | 0.05%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39675.30     | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19355.55     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                               | Indonesia Government International Bonds                                          | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    165000 | PA      | $150480.00    | 0.04%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201223.89    | 0.05%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    227000 | PA      | $222252.23    | 0.05%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $181923.45    | 0.04%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201366.81    | 0.05%             | 2027-09-11      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206462.46    | 0.05%             | 2030-03-19      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                      | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204817.13    | 0.05%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                            | Installed Building Products, Inc.                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10057.48     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances, Inc.                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     99000 | PA      | $89499.18     | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198131.47    | 0.05%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $228866.06    | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| INTOWN Mortgage Trust                                                               | INTOWN Mortgage Trust                                                             | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1662075.00   | 0.40%             | 2042-03-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                             | Invesco Senior Loan ETF                                                           | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     82474 | NS      | $1710510.76   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                              | IPALCO Enterprises, Inc.                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196031.76    | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                               | Iridium Satellite LLC                                                             | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1356940 | PA      | $1281344.74   | 0.31%             | 2030-09-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust                                                              | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101274.79    | 0.02%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bonds                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206375.00    | 0.05%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bonds                                             | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     25000 | PA      | $24278.53     | 0.01%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     45000 | PA      | $46774.87     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     82434 | PA      | $82937.70     | 0.02%             | 2054-05-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 466247YH0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    202355 | PA      | $156965.65    | 0.04%             | 2035-11-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 46628LAG3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    107197 | PA      | $71985.79     | 0.02%             | 2036-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust                              | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123534.39    | 0.03%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198071.98    | 0.05%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196839.26    | 0.05%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197862.16    | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324315.05    | 0.08%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203110.56    | 0.05%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30818.12     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157725.73    | 0.04%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust                              | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $115200.04    | 0.03%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                           | Jabil, Inc.                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199925.92    | 0.05%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 46657WAL2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     22919 | PA      | $22876.32     | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     43137 | PA      | $43413.31     | 0.01%             | 2054-08-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 46658AAC9<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     33041 | PA      | $33327.12     | 0.01%             | 2054-08-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust                                                          | CUSIP: 46659QAD1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     85917 | PA      | $86673.48     | 0.02%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                            | Jackson National Life Global Funding                                              | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199533.37    | 0.05%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group/JSG Finance, Inc.                                               | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21028.26     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group/JSG Finance, Inc.                                               | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45832.82     | 0.01%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                             | Japan Bank for International Cooperation                                          | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $296282.84    | 0.07%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                             | Japan International Cooperation Agency                                            | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $295701.13    | 0.07%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     30000 | PA      | $31525.20     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    320000 | PA      | $330309.57    | 0.08%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS A                                                              | JetBlue Pass-Through Trust                                                        | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215869 | PA      | $201167.45    | 0.05%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45419.22     | 0.01%             | 2026-05-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co.                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47473.11     | 0.01%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| KREF 2022-Fl3 Ltd                                                                   | KREF Ltd.                                                                         | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |    243173 | PA      | $243208.28    | 0.06%             | 2039-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp.                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38614.96     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                              | Kazakhstan Government International Bonds                                         | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $203002.00    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                               | Keybank National Association                                                      | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1478742.22   | 0.36%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                                | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46918.35     | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan, Inc.                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150514.48    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                               | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60716.22     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                           | Kroger Co.                                                                        | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109782.44    | 0.03%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust                                                              | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $218125.38    | 0.05%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                             | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100496.61    | 0.02%             | 2041-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                                 | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20104.18     | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                                 | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93961.06     | 0.02%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp.                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208514.90    | 0.05%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                    | Lazard Group LLC                                                                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100259.47    | 0.02%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                              | Lendmark Funding Trust                                                            | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1644199.38   | 0.40%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| 20491230AN BRTH HLDH PROD                                                           | Lehman Brothers Holdings, Inc.                                                    | CUSIP: 525ESC1D1<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $190.00       | 0.00%             | 2013-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC LEHMAN BRTH HLDH PROD                                                           | Lehman Brothers Holdings, Inc.                                                    | CUSIP: 525ESC1Y5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $90.00        | 0.00%             | 2049-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESC LEHMAN BRTH HLDG                                                                | Lehman Brothers Holdings, Inc.                                                    | CUSIP: 525ESCIB7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $450.00       | 0.00%             | 2013-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LendingTree Inc                                                                     | LendingTree, Inc.                                                                 | CUSIP: 52602KAE8<br>LEI: 549300ISY5YHUJZTON08 | Long             | LON              | CORP              | US        |   1570486 | PA      | $1570972.90   | 0.38%             | 2030-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25762.28     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing, Inc.                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62148.30     | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group, Inc.                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108863.68    | 0.03%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International, Inc.                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55687.50     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                 | Lightning Power LLC                                                               | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159659.10    | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                          | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $942110.26    | 0.23%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                          | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209643.90    | 0.05%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1785000 | PA      | $1780121.76   | 0.43%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217100.80    | 0.05%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| LoanCore 2021-CRE6 Issuer, Ltd.                                                     | LoanCore Issuer Ltd.                                                              | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     71194 | PA      | $71209.02     | 0.02%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                              | Lsf12 Helix Parent LLC                                                            | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45132.09     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies, Inc.                                                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    389193 | PA      | $389874.12    | 0.09%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                     | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    179676 | PA      | $181451.50    | 0.04%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp.                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56000.00     | 0.01%             | 2026-02-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp.                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186612.09    | 0.05%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 Ltd.                                                                          | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    289731 | PA      | $289948.25    | 0.07%             | 2037-02-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                           | MED Commercial Mortgage Trust                                                     | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98698.35     | 0.02%             | 2041-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC                                                      | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    177504 | PA      | $176838.02    | 0.04%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC                                                      | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   1471400 | PA      | $1350936.25   | 0.33%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    378000 | PA      | $314239.98    | 0.08%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                           | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200646.06    | 0.05%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                           | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53285.69     | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust                                                    | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $34372.18     | 0.01%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust                                                    | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $43883.52     | 0.01%             | 2056-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                   | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     27761 | PA      | $28047.14     | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW LLC                                                                           | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84350 | PA      | $84105.22     | 0.02%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW LLC                                                                           | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67480 | PA      | $67365.65     | 0.02%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW LLC                                                                           | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55891 | PA      | $55536.64     | 0.01%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW LLC                                                                           | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47451 | PA      | $48805.41     | 0.01%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust                                                     | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $221725.96    | 0.05%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                        | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $365731.13    | 0.09%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                        | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $675822.08    | 0.16%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17562.50     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291013.68    | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West Mortgage Trust                                                     | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95348.13     | 0.02%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO                                                                    | Marble Point CLO XXII Ltd.                                                        | CUSIP: 56606GAJ3<br>LEI: 549300MZC31PBFF01E87 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250092.75    | 0.06%             | 2034-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars, Inc.                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204336.16    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars, Inc.                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1032768.12   | 0.25%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International, Inc.                                                      | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207688.28    | 0.05%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                            | MassMutual Global Funding II                                                      | CUSIP: 57629TBQ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200695.69    | 0.05%             | 2026-07-10      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40729.92     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                  | Mattamy Group Corp.                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68779.81     | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305625.00    | 0.07%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education, Inc.                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35155.12     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education, Inc.                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31539.24     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP                                                               | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1436908 | PA      | $1439982.67   | 0.35%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                               | Melco Resorts Finance Ltd.                                                        | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $104895.00    | 0.03%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                | Mercedes-Benz Finance North America LLC                                           | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202984.63    | 0.05%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                      | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $86944.00     | 0.02%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                      | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $21812.50     | 0.01%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife, Inc.                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47261.79     | 0.01%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                                | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    174000 | PA      | $176580.91    | 0.04%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                                | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $108738.84    | 0.03%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                             | Metropolitan Life Global Funding I                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1123459.99   | 0.27%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA Trust                                                                         | CUSIP: 59319DAF0<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |     98872 | PA      | $99240.54     | 0.02%             | 2070-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                               | MidAmerican Energy Co.                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1385925.82   | 0.34%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                         | Midcontinent Communications                                                       | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   1362750 | PA      | $1356358.70   | 0.33%             | 2031-08-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                            | Midcontinent Communications                                                       | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38486.78     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp.                          | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245585.63    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd.                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $84076.45     | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                             | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $49064.63     | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                              | Mizuho Financial Group, Inc.                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194102.14    | 0.05%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                              | Mizuho Financial Group, Inc.                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207015.14    | 0.05%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare, Inc.                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65458.58     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                | Monongahela Power Co.                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1789289.96   | 0.43%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                            | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251653.76    | 0.06%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254773.16    | 0.06%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust                                                    | CUSIP: 61691JAZ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $18602.77     | 0.00%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust                                                    | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47480.68     | 0.01%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust                                                    | CUSIP: 61691QAH1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $62407.14     | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust                                                    | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $42353.46     | 0.01%             | 2051-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                          | Morgan Stanley ABS Capital I, Inc. Trust                                          | CUSIP: 61744CKP0<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |    109470 | PA      | $109378.00    | 0.03%             | 2034-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218226.14    | 0.05%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204055.13    | 0.05%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206173.25    | 0.05%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46550.49     | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87159.87     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157507.86    | 0.04%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust                                | CUSIP: 61767CBA5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $16966.82     | 0.00%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | Morocco Government International Bonds                                            | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $430624.00    | 0.10%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust                                    | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47187 | PA      | $47418.86     | 0.01%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust                                    | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99979.11     | 0.02%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust                                | CUSIP: 61779CAZ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     77000 | PA      | $78797.65     | 0.02%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                              | Motorola Solutions, Inc.                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181523.83    | 0.04%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                             | MTN Commercial Mortgage Trust                                                     | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2650000.00   | 0.64%             | 2039-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239541.46    | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                                                           | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                         | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1045292.38   | 0.25%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW LLC                                                                           | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96376 | PA      | $97694.87     | 0.02%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                              | Mutual of Omaha Cos Global Funding                                                | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253513.66    | 0.06%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                              | Mutual of Omaha Cos Global Funding                                                | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102016.18    | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10686.90     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC/NGL Energy Finance Corp.                                 | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41509.16     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC/NGL Energy Finance Corp.                                 | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15699.87     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy, Inc.                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2809.31      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy, Inc.                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $368915.74    | 0.09%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25479.70     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy, Inc.                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99622.89     | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                                                 | NAAC Reperforming Loan REMICS Trust Certificates                                  | CUSIP: 62951MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285084 | PA      | $247544.41    | 0.06%             | 2035-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust                                                                   | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     90440 | PA      | $91397.40     | 0.02%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                               | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99756 | PA      | $101561.24    | 0.02%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                | National Fuel Gas Co.                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274523.41    | 0.07%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                            | National Rural Utilities Cooperative Finance Corp.                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101793.39    | 0.02%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                       | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197837.44    | 0.05%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                       | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254311.32    | 0.06%             | 2027-10-18      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                 | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185965.98    | 0.05%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                 | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214453.28    | 0.05%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                 | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1230752.41   | 0.30%             | 2028-11-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp.                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83138.53     | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust                                         | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     78945 | PA      | $72875.56     | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust                                         | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    159951 | PA      | $145196.26    | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust                                         | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    118420 | PA      | $106664.39    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust                                         | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    130905 | PA      | $119546.51    | 0.03%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco U.S., Inc.                                                          | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45821.98     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                               | New Economy Assets - Phase 1 Sponsor LLC                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1259801.10   | 0.30%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust                                               | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $112937.32    | 0.03%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust                                               | CUSIP: 64832CAF0<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102397.88    | 0.02%             | 2065-05-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                         | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110586 | PA      | $112038.94    | 0.03%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | New York City Transitional Finance Authority Future Tax Secured Revenue           | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    200000 | PA      | $193327.48    | 0.05%             | 2037-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                             | New York State Electric & Gas Corp.                                               | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176313.56    | 0.04%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                   | Newmark Group, Inc.                                                               | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212500.00    | 0.05%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                   | Nexa Resources SA                                                                 | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10651.80     | 0.00%             | 2037-04-08      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                            | Nexstar Broadcasting, Inc.                                                        | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    686550 | PA      | $685499.58    | 0.17%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298554.14    | 0.07%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51640.35     | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                                              | XPLR Infrastructure LP                                                            | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1878962.50   | 0.45%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54499.91     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                             | CUSIP: 65345GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2254527.23   | 0.55%             | 2028-03-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                                | Niagara Mohawk Power Corp.                                                        | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300730.92    | 0.07%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bonds                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     20000 | PA      | $21368.80     | 0.01%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bonds                                            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     40000 | PA      | $40400.00     | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                 | Nigeria Government International Bonds                                            | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     20000 | PA      | $19580.20     | 0.00%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource, Inc.                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194596.63    | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource, Inc.                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95541.82     | 0.02%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99571.07     | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190255.96    | 0.05%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co. Ltd.                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188808.99    | 0.05%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                 | Nomura Holdings, Inc.                                                             | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201743.63    | 0.05%             | 2027-07-02      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                              | Northern Oil & Gas, Inc.                                                          | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72361.80     | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                   | NorthWestern Corp.                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204809.43    | 0.05%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                            | Northwestern Mutual Global Funding                                                | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    985000 | PA      | $992891.90    | 0.24%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital, Inc.                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15072.29     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp.                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38750.60     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp.                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35652.23     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                                                    | OFS Capital Corp.                                                                 | CUSIP: 67103B803<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EP               | CORP              | US        |     27000 | NS      | $680940.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| System One Holdings LLC                                                             | System One Holdings LLC                                                           | CUSIP: 67114AAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2196620 | PA      | $2195697.71   | 0.53%             | 2028-03-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX Trust                                                                         | CUSIP: 67115DAA0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    244238 | PA      | $211681.82    | 0.05%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                               | OnDeck Asset Securitization Trust IV LLC                                          | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1426459.49   | 0.35%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust                                                                         | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100437.50    | 0.02%             | 2039-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust                                                     | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100500.00    | 0.02%             | 2042-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX Trust                                                                         | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     95069 | PA      | $95541.51     | 0.02%             | 2055-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX Trust                                                                         | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100844.71    | 0.02%             | 2055-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX Trust                                                                         | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     78776 | PA      | $79649.47     | 0.02%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                            | Oaktree Strategic Credit Fund                                                     | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1404655.69   | 0.34%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp.                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159429.25    | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OAKST Commercial Mortgage Trust                                                     | OAKST Commercial Mortgage Trust                                                   | CUSIP: 67630KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2622914.45   | 0.63%             | 2040-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp.                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1092604.92   | 0.26%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water U.S. Holding Corp.                                                  | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63176.98     | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water U.S. Holding Corp.                                                  | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20500.94     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bonds                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     15000 | PA      | $15820.20     | 0.00%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bonds                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     45000 | PA      | $50220.00     | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust                                                             | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2888284.88   | 0.70%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust                                                            | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73045 | PA      | $70513.39     | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust                                                            | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95035.57     | 0.02%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust                                                                        | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $92083.01     | 0.02%             | 2042-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK, Inc.                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207707.28    | 0.05%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK, Inc.                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296763.79    | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK, Inc.                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206208.08    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK, Inc.                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90767.92     | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp.                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129528.50    | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50256.20     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp.                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20221.67     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust                                                  | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432693 | PA      | $434004.47    | 0.11%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust                                                    | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $139112.47    | 0.03%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario                                                               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $67177.62     | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario                                                               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $126494.18    | 0.03%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario                                                               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    140000 | PA      | $61763.89     | 0.01%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario                                                               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $61731.94     | 0.01%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario                                                               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    165000 | PA      | $122062.31    | 0.03%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                      | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     55000 | PA      | $55701.80     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                      | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     15000 | PA      | $15177.30     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp.                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121356.77    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp.                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179674.26    | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp.                                                                      | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98974.57     | 0.02%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp.                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196751.77    | 0.05%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $987932.12    | 0.24%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                               | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1042509.37   | 0.25%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                                                        | Oxford Finance Funding Trust                                                      | CUSIP: 69145CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2013492 | PA      | $2041928.96   | 0.49%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                                            | Oxford Finance LLC/Oxford Finance Co-Issuer II, Inc.                              | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1658129.84   | 0.40%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                                              | Oztel Holdings SPC Ltd.                                                           | CUSIP: 692733AB4<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    110000 | PA      | $114001.80    | 0.03%             | 2028-04-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22086.57     | 0.01%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1131243.99   | 0.27%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113611.96    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86808.74     | 0.02%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81911.07     | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104902.50    | 0.03%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                              | Pertamina Persero PT                                                              | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     40000 | PA      | $41875.60     | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                                      | PEAC Solutions Receivables LLC                                                    | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94789 | PA      | $95339.97     | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     52830 | PA      | $44799.89     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215513.51    | 0.05%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110840.64    | 0.03%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206603.90    | 0.05%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46116.93     | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56586.83     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104655.17    | 0.03%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas & Electric Co.                                                        | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118175.36    | 0.03%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                                  | Pacific Life Global Funding II                                                    | CUSIP: 6944PL2U2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103686.47    | 0.03%             | 2028-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                                                          | PacifiCorp                                                                        | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92307.14     | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                          | PacifiCorp                                                                        | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204659.29    | 0.05%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Trust                                                              | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    107600 | PA      | $107824.23    | 0.03%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $66250.40     | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     90000 | PA      | $94080.08     | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $133890.38    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bonds                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     60000 | PA      | $55372.50     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer      | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $15000.15     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer      | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $206053.80    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                              | Patrick Industries, Inc.                                                          | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35821.70     | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex, Inc.                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206756.44    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                            | Pebblebrook Hotel LP/PEB Finance Corp.                                            | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $20447.06     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21066.49     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160021.38    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group, Inc.                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19583.04     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131037.63    | 0.03%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41206.04     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                    | Peru Government International Bonds                                               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     81000 | PA      | $27003.17     | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                    | Peru Government International Bonds                                               | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $257882.38    | 0.06%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                             | Petco Health & Wellness Co., Inc.                                                 | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25065.47     | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $19963.80     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                       | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16603.80     | 0.00%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $24679.20     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                               | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     85000 | PA      | $67405.00     | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    130000 | PA      | $117000.00    | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                               | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $24432.00     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC/PetSmart Finance Corp.                                               | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51273.05     | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202014.95    | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                               | Pinnacle West Capital Corp.                                                       | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200286.22    | 0.05%             | 2026-06-10      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                   | Republic of Poland Government International Bonds                                 | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $101286.00    | 0.02%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                                        | Post CLO Ltd.                                                                     | CUSIP: 73742YAJ4<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250068.50    | 0.06%             | 2035-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust                                                   | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35635 | PA      | $35319.47     | 0.01%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                              | Private Export Funding Corp.                                                      | CUSIP: 74274TAN0<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200250.40    | 0.05%             | 2028-01-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                               | Priority Holdings LLC                                                             | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1329186 | PA      | $1300608.95   | 0.31%             | 2032-07-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust                                                                         | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $127628.87    | 0.03%             | 2033-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                              | Protective Life Global Funding                                                    | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205826.22    | 0.05%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial, Inc.                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69137.13     | 0.02%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                             | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $712237.64    | 0.17%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bonds                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     60000 | PA      | $51849.00     | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bonds                                              | CUSIP: 74738PUJ5<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $207197.00    | 0.05%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                                 | Quanta Services, Inc.                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201197.57    | 0.05%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109081.14    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust                                                               | CUSIP: 74939LAC8<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150425.51    | 0.04%             | 2055-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP/RHP Finance Corp.                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    230000 | PA      | $237854.73    | 0.06%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                              | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     75000 | PA      | $71171.99     | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust                                                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $220193.87    | 0.05%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                           | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $22791.00     | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                            | RTX Corp.                                                                         | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101264.42    | 0.02%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                            | Regeneron Pharmaceuticals, Inc.                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268349.01    | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                                  | Regional Management Issuance Trust                                                | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1187635.95   | 0.29%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                     | Republic Finance Issuance Trust                                                   | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1939394.50   | 0.47%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                              | Uruguay Government International Bonds                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     95000 | PA      | $88730.00     | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Trust                                                                       | CUSIP: 76111XRB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126624 | PA      | $123282.49    | 0.03%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding, Inc.                                                             | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19265.44     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding, Inc.                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50788.05     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                          | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1788472.24   | 0.43%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                                | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209628.55    | 0.05%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                            | TGNR Intermediate Holdings LLC                                                    | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79164.46     | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $149149.90    | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO Ltd.                                                           | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250085.75    | 0.06%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | Rockies Express Pipeline LLC                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36917.65     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications, Inc.                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $108026.31    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications, Inc.                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $93354.48     | 0.02%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications, Inc.                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52432.36     | 0.01%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                     | Rolls-Royce PLC                                                                   | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204881.33    | 0.05%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romania Government International Bonds                                            | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10000 | PA      | $9925.00      | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romania Government International Bonds                                            | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5000 | PA      | $5237.50      | 0.00%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romania Government International Bonds                                            | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20000 | PA      | $20610.80     | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                 | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197735.95    | 0.05%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                              | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202115.70    | 0.05%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                  | Royalty Pharma PLC                                                                | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99840.34     | 0.02%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional U.S. Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   8828863 | NS      | $8828863.12   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                   | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   3100000 | PA      | $3169834.63   | 0.77%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust                                                     | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $62764.55     | 0.02%             | 2038-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust                                                     | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280076 | PA      | $242831.03    | 0.06%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust                                         | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68000 | PA      | $69937.56     | 0.02%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                          | SDAL Trust                                                                        | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $132989.82    | 0.03%             | 2042-04-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co.                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40102.49     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SMRT                                                                                | SMRT Commercial Mortgage Trust                                                    | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114712.50    | 0.03%             | 2039-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia SARL                                                                | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $27066.25     | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                       | Sales Tax Securitization Corp.                                                    | CUSIP: 79467BDH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1260856.94   | 0.31%             | 2034-01-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander U.K. Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $104389.05    | 0.03%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1181913.71   | 0.29%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA, Inc.                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1011724.49   | 0.24%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust                                            | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3058536.60   | 0.74%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bonds                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     50000 | PA      | $34787.50     | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bonds                                              | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    120000 | PA      | $77595.60     | 0.02%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bonds                                              | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $201000.00    | 0.05%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bonds                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $174250.00    | 0.04%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bonds                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     35000 | PA      | $36695.40     | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co.                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     30000 | PA      | $28380.90     | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co.                                                             | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $203750.00    | 0.05%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co.                                                             | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     20000 | PA      | $19504.00     | 0.00%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                        | Saxon Asset Securities Trust                                                      | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24780 | PA      | $21289.15     | 0.01%             | 2035-03-25      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                        | Saxon Asset Securities Trust                                                      | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457155 | PA      | $455002.31    | 0.11%             | 2036-03-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust                                                       | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29000 | PA      | $29299.41     | 0.01%             | 2032-02-17      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp.                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131473.93    | 0.03%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp.                                                              | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55085.80     | 0.01%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                                                | SCOTT Trust                                                                       | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1152969.41   | 0.28%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                     | Sealed Air Corp.                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51907.25     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment, Inc.                                              | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19552.35     | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                            | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177032.80    | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30691.44     | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust                                                            | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63071 | PA      | $63216.89     | 0.02%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust                                                            | CUSIP: 81744MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27633 | PA      | $23865.41     | 0.01%             | 2036-07-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                                  | Serbia International Bonds                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     35000 | PA      | $36259.65     | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                             | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40807.68     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37242 | PA      | $38561.44     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48675 | PA      | $49358.71     | 0.01%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46026 | PA      | $46173.42     | 0.01%             | 2040-06-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9527 | PA      | $9510.56      | 0.00%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22483 | PA      | $22439.51     | 0.01%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97871 | PA      | $98325.49     | 0.02%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72196 | PA      | $72668.46     | 0.02%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72196 | PA      | $72408.79     | 0.02%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39279 | PA      | $39837.92     | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40133 | PA      | $41463.25     | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                                     | SiriusPoint Ltd.                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1025000 | PA      | $1085860.16   | 0.26%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                              | Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97075.09     | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                              | Skandinaviska Enskilda Banken AB                                                  | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    885000 | PA      | $915054.56    | 0.22%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs                                   | U.S. Small Business Administration                                                | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     42228 | PA      | $42410.46     | 0.01%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                             | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     25000 | PA      | $27122.50     | 0.01%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                             | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     20000 | PA      | $20278.50     | 0.00%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $327049.40    | 0.08%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | SoFi Professional Loan Program LLC                                                | CUSIP: 83401CAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    158000 | PA      | $143418.56    | 0.03%             | 2048-11-16      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                      | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    171000 | PA      | $171366.47    | 0.04%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                      | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99988.22     | 0.02%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                                          | Sotera Health Holdings LLC                                                        | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    752362 | PA      | $754243.08    | 0.18%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     90000 | PA      | $74205.00     | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     45000 | PA      | $36985.73     | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bonds                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    345000 | PA      | $366036.38    | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bonds                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     80000 | PA      | $83865.20     | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bonds                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     75000 | PA      | $72750.00     | 0.02%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bonds                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     10000 | PA      | $9707.50      | 0.00%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co.                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102782.16    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co.                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    775000 | PA      | $822097.18    | 0.20%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co.                                                    | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204797.44    | 0.05%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                               | Southern California Gas Co.                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98966.79     | 0.02%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                               | Southern California Gas Co.                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1113962.94   | 0.27%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                               | Southern California Gas Co.                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    665000 | PA      | $690184.05    | 0.17%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co.                                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195204.87    | 0.05%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                  | Southwest Gas Corp.                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193446.22    | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co.                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200010.61    | 0.05%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                           | Spire, Inc.                                                                       | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39861.03     | 0.01%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                           | Spire, Inc.                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45435.64     | 0.01%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                                             | Spirit Airlines Pass-Through Trust                                                | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46666 | PA      | $44807.06     | 0.01%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block, Inc.                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207790.70    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                   | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $952029.68    | 0.23%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                   | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $124938.97    | 0.03%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     73000 | PA      | $72101.22     | 0.02%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25553.93     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                            | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100881.00    | 0.02%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                                            | Standard Chartered Bank                                                           | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254642.50    | 0.06%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries, Inc.                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53059.14     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                         | Starwood Property Trust, Inc.                                                     | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |    989661 | PA      | $987186.56    | 0.24%             | 2027-11-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     95000 | PA      | $98929.68     | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp.                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    740000 | PA      | $764312.18    | 0.18%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: —       |
| STELLANTIS FIN US INC                                                               | Stellantis Finance U.S., Inc.                                                     | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208424.68    | 0.05%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                            | Stewart Information Services Corp.                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1097870.83   | 0.27%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                                                  | Stonebriar ABF Issuer LLC                                                         | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $960927.00    | 0.23%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                           | Stonepeak Nile Parent LLC                                                         | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1245000 | PA      | $1243443.75   | 0.30%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                                                            | Store Master Funding I-VII XIV XIX XX                                             | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1338604 | PA      | $1252343.76   | 0.30%             | 2051-06-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments Trust                                       | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6963 | PA      | $6605.30      | 0.00%             | 2032-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                             | Structured Asset Securities Corp. Mortgage Pass-Through Certificates              | CUSIP: 86358RDU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1940 | PA      | $1933.66      | 0.00%             | 2031-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust                                    | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93325 | PA      | $90952.89     | 0.02%             | 2034-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust                                    | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236476 | PA      | $217100.46    | 0.05%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189369.73    | 0.05%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group, Inc.                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207048.53    | 0.05%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                                  | Summit Issuer LLC                                                                 | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $169313.88    | 0.04%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1232199.74   | 0.30%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                       | Sutter Health                                                                     | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    735000 | PA      | $761193.76    | 0.18%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                               | Suzano Netherlands BV                                                             | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9931.60      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                                | Swiss Re Finance Luxembourg SA                                                    | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   3400000 | PA      | $3423506.95   | 0.83%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp.                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105567.23    | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO XXXII Ltd.                                                           | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    300000 | PA      | $300288.60    | 0.07%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                   | Sysco Corp.                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    184000 | PA      | $203545.07    | 0.05%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SYSTEM ENERGY RESOURCES                                                             | System Energy Resources, Inc.                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201993.88    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust                                                     | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100187.50    | 0.02%             | 2039-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96206.49     | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182955.77    | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                                                                   | Eastern Power LLC                                                                 | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |   1839496 | PA      | $1844388.72   | 0.45%             | 2028-04-03      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126682.50    | 0.03%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40252.72     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                    | Taseko Mines Ltd.                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37150.47     | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp.                                                                       | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70312.82     | 0.02%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                          | Terex Corp.                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81912.74     | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                       | Texas Natural Gas Securitization Finance Corp.                                    | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     83731 | PA      | $86326.75     | 0.02%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust                                               | CUSIP: 88522YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61206 | PA      | $60842.34     | 0.01%             | 2037-09-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                         | 3R Lux SARL                                                                       | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $31282.50     | 0.01%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC                                                | Tidal Waste & Recycling Holdings LLC                                              | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    792016 | PA      | $794787.93    | 0.19%             | 2031-10-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank                                                             | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100203.68    | 0.02%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                             | TotalEnergies Capital USA LLC                                                     | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200003.40    | 0.05%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust                                                         | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    175392 | PA      | $168850.02    | 0.04%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust                                                         | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     80032 | PA      | $80545.71     | 0.02%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust                                                         | CUSIP: 89183CAB1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     55195 | PA      | $55588.86     | 0.01%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                              | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $200657.60    | 0.05%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm, Inc.                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401010.23    | 0.10%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm, Inc.                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10487.09     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm, Inc.                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36189.06     | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRINITY CAPITAL INC/MD                                                              | Trinity Capital, Inc.                                                             | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     50000 | NS      | $1266500.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX Issuer Ltd.                                                                  | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130000 | PA      | $130168.28    | 0.03%             | 2042-09-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp.                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1724566.15   | 0.42%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp.                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116800.92    | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp.                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202935.27    | 0.05%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp.                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30087.34     | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp.                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125812.25    | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                            | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     40000 | PA      | $32140.00     | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust                                                 | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $118420.00    | 0.03%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                                             | UGI Energy Services LLC                                                           | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   1504452 | PA      | $1503038.29   | 0.36%             | 2030-02-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44963.73     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | U.S. Foods, Inc.                                                                  | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55950.97     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463459.67    | 0.11%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20172.68     | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | U.S. Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     48653 | PA      | $49139.82     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | U.S. Bank NA                                                                      | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    145856 | PA      | $145775.20    | 0.04%             | 2032-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                                 | United Airlines, Inc.                                                             | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1257378 | PA      | $1257113.80   | 0.30%             | 2031-02-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15148.97     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     65000 | PA      | $61620.00     | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     15000 | PA      | $14310.00     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25000 | PA      | $26850.00     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bonds                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     30000 | PA      | $29670.00     | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bonds                                             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199600.00    | 0.05%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bonds                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    180000 | PA      | $179730.00    | 0.04%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30211.56     | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200793.04    | 0.05%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117381.68    | 0.03%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82802.84     | 0.02%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                          | U.S. Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102869.85    | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                               | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1300000 | PA      | $1279986.86   | 0.31%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                               | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1300000 | PA      | $1291455.75   | 0.31%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                               | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     61000 | PA      | $60611.21     | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     49000 | PA      | $47558.71     | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $385761.72    | 0.09%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    412989 | PA      | $301354.39    | 0.07%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $374140.63    | 0.09%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    342032 | PA      | $257772.04    | 0.06%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $890156.26    | 0.22%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $73789.06     | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $78820.31     | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $367070.31    | 0.09%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128825 | PA      | $92596.83     | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $571718.75    | 0.14%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $421795.90    | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $64000.00     | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $584570.31    | 0.14%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8650000 | PA      | $4242216.81   | 1.03%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $1150789.07   | 0.28%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $403847.66    | 0.10%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124512 | PA      | $67155.75     | 0.02%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $62781.25     | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $385435.54    | 0.09%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9425000 | PA      | $6338680.64   | 1.53%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $82593.75     | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $521777.34    | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $6895160.18   | 1.67%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1711125.00   | 0.41%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $28292.34     | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $5277099.59   | 1.28%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    654330 | PA      | $508961.69    | 0.12%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $268957.03    | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $29508.13     | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    382366 | PA      | $342715.01    | 0.08%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $191562.50    | 0.05%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97800.78     | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $269847.66    | 0.07%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $93816.41     | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                             | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    102732 | PA      | $97313.27     | 0.02%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    344000 | PA      | $345988.75    | 0.08%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                               | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35800 | PA      | $34312.06     | 0.01%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5627816.42   | 1.36%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $676347.66    | 0.16%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                             | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1513050 | PA      | $1520471.77   | 0.37%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $7000804.72   | 1.69%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1772080.08   | 0.43%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1206590.63   | 0.29%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10009.38     | 0.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury STRIPS Coupon                                                       | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $142563.69    | 0.03%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury STRIPS Coupon                                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $186978.84    | 0.05%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75936.15     | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20580.01     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber ABS Issuer LLC                                                        | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117940.96    | 0.03%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN JPM CASH COLL BROKER                                                      | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -60000 | NS      | $-60000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP/USA Compression Finance Corp.                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77656.43     | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                             | VF Corp.                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18242.37     | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                 | VM Consolidated, Inc.                                                             | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19665.88     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                               | Vale Overseas Ltd.                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10275.00     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                          | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $294636.21    | 0.07%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                                | Velocity Commercial Capital LLC                                                   | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30450.00     | 0.01%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103779.83    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72494.09     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95001.93     | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25592.43     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61368.90     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26621.75     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26432.40     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42829.88     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust                                                        | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     91944 | PA      | $92347.76     | 0.02%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust                                                        | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     71833 | PA      | $72066.46     | 0.02%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust                                                        | CUSIP: 92538MAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    303116 | PA      | $269144.49    | 0.07%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust                                                        | CUSIP: 92538MAC3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    178287 | PA      | $158906.48    | 0.04%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust                                                        | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |     85306 | PA      | $86107.14     | 0.02%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd.                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30120.96     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                            | Viking Ocean Cruises Ship VII Ltd.                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10000.42     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    430000 | PA      | $451818.20    | 0.11%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                                | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $68028.42     | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance DAC                                                               | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144669 | PA      | $147297.74    | 0.04%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust                                                   | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578326 | PA      | $61.42        | 0.00%             | 2057-09-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Trust                                     | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3568 | PA      | $3375.59      | 0.00%             | 2042-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Trust                                     | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127791 | PA      | $124187.24    | 0.03%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Trust                                     | CUSIP: 92925CDS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281755 | PA      | $251644.18    | 0.06%             | 2036-03-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                      | WMRK Commercial Mortgage Trust                                                    | CUSIP: 929342AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711708 | PA      | $2742215.54   | 0.66%             | 2027-11-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61472.72     | 0.01%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30160.30     | 0.01%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                           | WRKCo, Inc.                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102030.47    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73000.00     | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                             | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.42     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                             | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39779.05     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                             | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75093.75     | 0.02%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20150.00     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Trust                                     | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187538 | PA      | $174201.07    | 0.04%             | 2046-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47051.46     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114872.57    | 0.03%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                 | Wells Fargo Bank NA                                                               | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100699.98    | 0.02%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $140406.61    | 0.03%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199399.43    | 0.05%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190559.84    | 0.05%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1785610.94   | 0.43%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206940.60    | 0.05%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244900.89    | 0.06%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117187.85    | 0.03%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82376.82     | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118687.58    | 0.03%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000 | PA      | $32560.15     | 0.01%             | 2050-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co.                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52292.23     | 0.01%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95003PAE1<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $133508.87    | 0.03%             | 2035-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57469.23     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CCBPGHUS6 CCPC ST USD                                                               | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     12000 | NS      | $12000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                                                       | Westlake Corp.                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34872.50     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                       | Westlake Corp.                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44509.30     | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust                                             | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85991.94     | 0.02%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust                                             | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $128317.42    | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust                                             | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116000 | PA      | $118268.69    | 0.03%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER                                                                      | William Carter Co.                                                                | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620286.34    | 0.15%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                              | Williams Cos., Inc.                                                               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203961.68    | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                              | Williams Cos., Inc.                                                               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71011.97     | 0.02%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman, Inc.                                                           | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57342.62     | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VII                                                | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384033 | PA      | $393882.47    | 0.10%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CCP                                                                  | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    495000 | NS      | $495000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CCP                                                                  | Collateral Position                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    578000 | NS      | $578000.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wind River CLO Ltd                                                                  | THL Credit Wind River CLO Ltd.                                                    | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250251.25    | 0.06%             | 2035-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                          | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73761.66     | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC/Windstream Escrow Finance Corp.                           | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20950.50     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                       | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95656.10     | 0.02%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                            | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.                               | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.14      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                            | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     15000 | PA      | $14786.88     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO, Inc.                                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57818.70     | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                              | XP, Inc.                                                                          | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $36225.00     | 0.01%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                         | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1342871.87   | 0.33%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital, Inc.                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20052.70     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital, Inc.                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49858.17     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010000 | PA      | $1028550.17   | 0.25%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                              | Zimmer Biomet Holdings, Inc.                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206916.69    | 0.05%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $322.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $21506.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $54792.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1889.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-5421.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $5894.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $5684.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    600000 | OU      | $9368.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200000 | OU      | $21891.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $1655.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-3824.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-3573.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $-27662.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30000 | OU      | $-455.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-2053.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1800000 | OU      | $213051.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1690000 | OU      | $3205.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-833.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-484.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-926.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-37.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-896.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-917.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1942.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $-3879.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-570.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-939.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-751.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-7206.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-6604.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $24271.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $-8749.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4300000 | OU      | $-28774.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1050000 | OU      | $-7135.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    675000 | OU      | $-4430.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-1298.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-1100.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $-12604.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $342.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-3492.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $581.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $318.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $344.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $7692.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Swap                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     35290 | OU      | $90.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-669.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $-784.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $-12511.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10000000 | OU      | $-6535.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    100000 | OU      | $-232.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    200000 | OU      | $-1923.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    355198 | OU      | $42024.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $9764.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $153.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |  70000000 | OU      | $12507.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $418.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3100000 | OU      | $-1580.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    300000 | OU      | $-154.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1800000 | OU      | $2433.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $310.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $229.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    200000 | OU      | $-40.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-5150.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $12519.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2200000 | OU      | $3562.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $2295.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1700000 | OU      | $-22971.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    740000 | OU      | $29666.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3100000 | OU      | $-652.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    700000 | OU      | $-105.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $2293.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $5610.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Swap                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $2253.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Swap                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |    230000 | OU      | $52934.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | Swap                                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |     70000 | OU      | $16110.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Swap                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |    200000 | OU      | $46030.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Swap                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |    200000 | OU      | $46030.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    500000 | OU      | $115075.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1475.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    100000 | OU      | $1081.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Swap                                                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    109000 | OU      | $964.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |   1328002 | OU      | $1310.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | Swap                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | GB        |   1063168 | OU      | $3154.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                        | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    300000 | PA      | $176967.66    | 0.04%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bonds                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    530000 | PA      | $33578.26     | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                     | Lloyds Bank PLC                                                                   | CUSIP: 000000000<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $596988.80    | 0.14%             | 2032-04-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                | Volkswagen Bank GmbH                                                              | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $592918.13    | 0.14%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                              | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117698.41    | 0.03%             | 2027-06-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112797.47    | 0.03%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH                                                            | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118969.21    | 0.03%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    104000 | PA      | $94848.00     | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114822.83    | 0.03%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                                              | Verisure Midholding AB                                                            | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $118686.77    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIRKENSTOCK FINANC SARL                                                             | Birkenstock Financing SARL                                                        | CUSIP: 000000000<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119254.77    | 0.03%             | 2029-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                              | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $116343.58    | 0.03%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 U.K. Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121387.27    | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SAS                                                                 | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120190.32    | 0.03%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                     | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121833.78    | 0.03%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                   | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119089.01    | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                            | Bayer AG                                                                          | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $123526.92    | 0.03%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                             | Honeywell International, Inc.                                                     | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $246530.26    | 0.06%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                          | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $259670.14    | 0.06%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                              | Eurofins Scientific SE                                                            | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $125976.58    | 0.03%             | 2028-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA                                                                     | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $124311.47    | 0.03%             | 2028-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129313.46    | 0.03%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                    | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $147515.73    | 0.04%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International SARL                                                  | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123398.44    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EPH FIN INTERNATIONAL AS                                                            | EPH Financing International AS                                                    | CUSIP: 000000000<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    200000 | PA      | $255101.45    | 0.06%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                           | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $126546.29    | 0.03%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                              | Brazil Letras do Tesouro Nacional                                                 | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2100000 | PA      | $390106.40    | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    395000 | PA      | $468365.85    | 0.11%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romania Government International Bonds                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $312710.03    | 0.08%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                         | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $121942.81    | 0.03%             | 2099-12-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                    | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $121693.66    | 0.03%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                     | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122083.60    | 0.03%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                        | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $124068.46    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                            | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $122638.87    | 0.03%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                         | Ceconomy AG                                                                       | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $123860.27    | 0.03%             | 2029-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                      | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $129877.72    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                    | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $481912.87    | 0.12%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                          | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $143372.03    | 0.03%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                            | Nidda Healthcare Holding GmbH                                                     | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $121951.75    | 0.03%             | 2030-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                                    | TotalEnergies SE                                                                  | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240424.84    | 0.06%             | 2034-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                          | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $123907.08    | 0.03%             | 2031-05-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                           | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121577.72    | 0.03%             | 2030-05-20      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                             | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    102000 | PA      | $116976.22    | 0.03%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122512.55    | 0.03%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bonds                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $118472.88    | 0.03%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                      | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117660.78    | 0.03%             | 2031-01-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                  | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152439 | PA      | $182652.62    | 0.04%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | Future                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $227.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | Future                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         9 | NC      | $31.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | Future                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        14 | NC      | $-4430.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | Future                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -8 | NC      | $-7415.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       135 | NC      | $-209328.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       300 | NC      | $-282672.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       202 | NC      | $-487551.24   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -22 | NC      | $62793.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       153 | NC      | $-82520.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        26 | NC      | $-10497.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       172 | NC      | $-212405.48   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | Future                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $5462.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | Future                                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        13 | NC      | $-4420.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | Future                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        15 | NC      | $-1058.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                            | Future                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        13 | NC      | $-8362.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Option                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |        -6 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                            | Future                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         6 | NC      | $60.44        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | Future                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         5 | NC      | $537.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Option                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |        -7 | NC      | $-765.63      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Option                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |        -4 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Option                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |        -2 | NC      | $-125.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Option                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |        -7 | NC      | $-1859.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bonds                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $21408.22     | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                                                   | Rockpoint Gas Storage Partners LP                                                 | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   2029500 | PA      | $2031083.01   | 0.49%             | 2031-09-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                             | Versant Media Group, Inc.                                                         | CUSIP: 000000000<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    675000 | PA      | $673818.75    | 0.16%             | 2031-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                              | LSF12 Helix Parent LLC                                                            | CUSIP: 000000000<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    715000 | PA      | $712318.75    | 0.17%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                | Lorca Telecom Bondco SA                                                           | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     14894 | PA      | $17662.55     | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bonds                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     90000 | PA      | $5482.07      | 0.00%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bonds                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11470000 | PA      | $747201.76    | 0.18%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Navigator Securities Lending Government Money Market Portfolio       | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  10030982 | NS      | $10030982.50  | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                             | Jazz Financing Lux SARL                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1079359 | PA      | $1081906.29   | 0.26%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                                  | FORESEA Holding SA                                                                | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     20272 | PA      | $20038.43     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -141000 | OU      | $-48.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    141000 | OU      | $326.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    564000 | OU      | $1139.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -564000 | OU      | $-194.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Swaption                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -100000 | NC      | $-99.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | Swaption                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |   -100000 | NC      | $-3.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Swaption                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -100000 | NC      | $-24.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | Swaption                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -100000 | NC      | $-118.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    137444 | OU      | $1526.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |   -137444 | OU      | $-570.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    353000 | OU      | $121.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |   -353000 | OU      | $-1464.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |   -353000 | OU      | $-713.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    353000 | OU      | $3921.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |   -352000 | OU      | $-1478.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    211000 | OU      | $72.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |   -211000 | OU      | $-426.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    141000 | OU      | $48.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IE        |   -141000 | OU      | $-326.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                       | Option                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    352000 | OU      | $3941.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -243556 | OU      | $-1035.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                                  | Option                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    243556 | OU      | $2748.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | Swaption                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -100000 | NC      | $-196.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | Swaption                                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | AU        |   -100000 | NC      | $-207.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Swaption                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -100000 | NC      | $-151.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | Swaption                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -100000 | NC      | $-259.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                           | Costa Rica Government International Bonds                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     30000 | PA      | $32887.50     | 0.01%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                    | Peru Government International Bonds                                               | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    331000 | PA      | $98301.17     | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bonds                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $24417.05     | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-23

**Name of Applicant:** PACE SELECT ADVISORS TRUST

**Signature:** Joanne Kilkeary

**Name of Signer:** Joanne Kilkeary

**Title:** Vice President and Treasurer