# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-009317
**Filing Date:** 2026-4
**Character Count:** 704316
**Document Hash:** f182a5d71a31d97c86e9ce18e9cda01e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009317.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0002071691-26-009317

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26912563

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### JPMorgan Flexible Debt ETF (Series ID: S000092100)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000260023 | JPMorgan Flexible Debt ETF | JFLX            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Flexible Debt ETF

- **b. EDGAR series identifier (if any):** S000092100

- **c. LEI of Series:** 254900ZJFETK9214NY16

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1375520586.87

**Total Liabilities:** $86024093.15

**Net Assets:** $1289496493.72

**Delayed Delivery Securities:** $95000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12416.55761000 | **1-Year:** 53588.17184000 | **5-Year:** 173859.58402000 | **10-Year:** 115026.44377000 | **30-Year:** 49038.78470000

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

- **3-Month:** 373.22464000 | **1-Year:** 14738.84718000 | **5-Year:** 41241.64748000 | **10-Year:** 11808.42232000 | **30-Year:** 4370.60587000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000260023 | 0.36%                | 0.82%                | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $591226.52               | $-1494889.35                               |
| Month 2  | $-2491691.96             | $8904009.31                                |
| Month 3  | $-243440.85              | $6726903.00                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp.                                                | ACCO Brands Corp.                                                                  | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      240000 | PA      | $220791.41    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                   | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $800351.82    | 0.06%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ACC Trust                                                        | ACC Trust, Series 2021-1, Class D                                                  | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373830 | PA      | $42904.01     | 0.00%             | 2027-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AES Corp. (The)                                                  | AES Corp. (The)                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      768000 | PA      | $754705.81    | 0.06%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                      | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      335000 | PA      | $354580.78    | 0.03%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                      | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $213123.60    | 0.02%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16744.39     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc.                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38749.66     | 0.00%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      860000 | PA      | $586664.53    | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      660000 | PA      | $671780.99    | 0.05%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1087129.46   | 0.08%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| A10 Revolving Asset Financing I LLC                              | A10 Revolving Asset Financing I LLC, Series 2012-RAF1, Class B                     | CUSIP: 002122AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6002400.00   | 0.47%             | 2028-02-10      | Floating      | 10.68%                | Yes           |                  3 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                            | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5417 | PA      | $5424.00      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202261.34    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      417000 | PA      | $382879.22    | 0.03%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $2772328.09   | 0.21%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      580000 | PA      | $602139.58    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29857.36     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class A                                           | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68634 | PA      | $64642.25     | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class B                                           | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       91029 | PA      | $85796.09     | 0.01%             | 2040-10-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Accelerated LLC                                                  | Accelerated LLC, Series 2021-1H, Class C                                           | CUSIP: 00439KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399157 | PA      | $377173.87    | 0.03%             | 2040-10-20      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                       | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15266.49     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       25000 | PA      | $25491.08     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      310000 | PA      | $324304.64    | 0.03%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       74000 | PA      | $77663.89     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      193000 | PA      | $191132.19    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8235000 | PA      | $7695611.78   | 0.60%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      750000 | PA      | $776710.98    | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                  | Advanced Drainage Systems, Inc.                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28213.36     | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-B, Class A                          | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3290000 | PA      | $3298608.94   | 0.26%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC                                                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      298000 | PA      | $288243.60    | 0.02%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-6, Class A1A                      | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      707711 | PA      | $624976.76    | 0.05%             | 2046-12-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings, Inc.                                         | Alarm.com Holdings, Inc.                                                           | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1147567.50   | 0.09%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                              | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20134.60     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $506987.98    | 0.04%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                              | Alfa Desarrollo SpA                                                                | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      926394 | PA      | $750672.44    | 0.06%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                       | Alibaba Group Holding Ltd.                                                         | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1470000 | PA      | $2265270.00   | 0.18%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251187.75    | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                                         | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $613505.40    | 0.05%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131352.26    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      510000 | PA      | $485140.93    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27572.92     | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                     | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      760000 | PA      | $766699.37    | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                     | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1341681.38   | 0.10%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                   | Alphabet, Inc.                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      370000 | PA      | $378605.42    | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      156249 | PA      | $158647.27    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                   | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      708659 | PA      | $678686.97    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Altice France Lux 3/Altice Holdings 1                            | Altice France Lux 3                                                                | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      102947 | PA      | $96740.65     | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                  | Amer Sports Co.                                                                    | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53245.28     | 0.00%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-3, Class E               | CUSIP: 02490BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1820000 | PA      | $1916967.05   | 0.15%             | 2032-03-12      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class C               | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1011637.90   | 0.08%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-2, Class D               | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1325000 | PA      | $1353010.24   | 0.10%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-4, Class D               | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      802000 | PA      | $815230.67    | 0.06%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-4, Class C               | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1160000 | PA      | $1173098.37   | 0.09%             | 2031-01-13      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-4, Class D               | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2644065.32   | 0.21%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-1, Class D               | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3914000 | PA      | $3990170.75   | 0.31%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-3, Class C               | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1885000 | PA      | $1907988.14   | 0.15%             | 2032-07-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2025-3, Class D               | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2031579.80   | 0.16%             | 2032-07-12      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-4, Class E               | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $584580.94    | 0.05%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-4, Class D               | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1451842.28   | 0.11%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-3, Class D               | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2354225.26   | 0.18%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-2, Class D               | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      542000 | PA      | $553279.02    | 0.04%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2024-2, Class E               | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1036158.40   | 0.08%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2026-1, Class D               | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1514542.65   | 0.12%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      391000 | PA      | $388543.82    | 0.03%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      450000 | PA      | $476558.48    | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     2687000 | PA      | $2503956.80   | 0.19%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                      | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39273.78     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AmeriGas Partners LP                                             | AmeriGas Partners LP                                                               | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $64222.26     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                        | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      501000 | PA      | $503709.99    | 0.04%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      303000 | PA      | $309193.02    | 0.02%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                       | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $319596.00    | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables LLC                           | Amur Equipment Finance Receivables LLC, Series 2022-2A, Class A2                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |       37706 | PA      | $37755.17     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                            | Anchor Mortgage Trust, Series 2025-RTL1, Class A1                                  | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $301710.96    | 0.02%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2019-5, Class A1                                  | CUSIP: 03464KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214494 | PA      | $212568.27    | 0.02%             | 2049-10-25      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                  | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80154 | PA      | $78571.92     | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                  | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2044276 | PA      | $1801552.98   | 0.14%             | 2066-05-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2021-3, Class A2                                  | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1533434 | PA      | $1363962.00   | 0.11%             | 2066-05-25      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital plc                                       | Anglo American Capital plc                                                         | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     2640000 | PA      | $2761228.80   | 0.21%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $109960.31    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $130025.87    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $48727.24     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85022.87     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc.                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      325000 | PA      | $314771.02    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Archrock Services LP                                             | Archrock Services LP                                                               | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $24299.62     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                               | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $150893.09    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                    | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      357000 | PA      | $386601.43    | 0.03%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2421487 | PA      | $1821260.91   | 0.14%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98424.68     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      202000 | PA      | $198853.45    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25972.43     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asset-Backed Securities Corp. Home Equity Loan Trust             | Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE7, Class M2    | CUSIP: 04541GMD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17615 | PA      | $18034.38     | 0.00%             | 2034-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                          | Asurion LLC and Asurion Co-Issuer, Inc.                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $96628.34     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                       | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15457.05     | 0.00%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                         | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      356000 | PA      | $355524.85    | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                         | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $148386.60    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                         | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14868.75     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                         | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $314730.00    | 0.02%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-1A, Class C                  | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      635000 | PA      | $653710.40    | 0.05%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class C                  | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1277713.20   | 0.10%             | 2030-02-20      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class B                  | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      384000 | PA      | $398708.39    | 0.03%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class C                  | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      359000 | PA      | $372404.16    | 0.03%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      835000 | PA      | $869961.45    | 0.07%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     3565000 | PA      | $3708562.55   | 0.29%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      942000 | PA      | $983542.20    | 0.08%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1970000 | PA      | $2016767.80   | 0.16%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      155000 | PA      | $160177.78    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1875000 | PA      | $1902179.06   | 0.15%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                       | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2335000 | PA      | $2340117.62   | 0.18%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1921149.99   | 0.15%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2621456.09   | 0.20%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C15, Class A2                                    | CUSIP: 05552FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2736000 | PA      | $2713894.21   | 0.21%             | 2055-04-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2022-C15, Class AS                                    | CUSIP: 05552FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1960000 | PA      | $1803159.82   | 0.14%             | 2055-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                     | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1430000 | PA      | $1528639.97   | 0.12%             | 2028-08-14      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                     | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1485000 | PA      | $1580642.91   | 0.12%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                            | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2210000 | PA      | $2483701.83   | 0.19%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      590000 | PA      | $635520.35    | 0.05%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                            | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1060000 | PA      | $962613.31    | 0.07%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $296355.24    | 0.02%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2024-MF, Class A                              | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832891 | PA      | $1832890.91   | 0.14%             | 2039-02-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                      | Commonwealth of the Bahamas                                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      262000 | PA      | $293212.06    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-A, Class 1A1                            | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98335 | PA      | $94249.79     | 0.01%             | 2036-02-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                 | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2450775.80   | 0.19%             | 2029-03-19      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                           | Banc of America Alternative Loan Trust, Series 2006-2, Class 7A1                   | CUSIP: 05948K3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19864 | PA      | $15939.90     | 0.00%             | 2021-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                   | Banc of America Mortgage Trust, Series 2004-A, Class 2A2                           | CUSIP: 05948XT27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63591 | PA      | $62767.93     | 0.00%             | 2034-02-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                 | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1110617.00   | 0.09%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                 | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1205805.00   | 0.09%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      825093 | PA      | $859612.05    | 0.07%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      545000 | PA      | $552860.72    | 0.04%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      740000 | PA      | $550017.78    | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      399000 | PA      | $359974.49    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2459777.25   | 0.19%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2452736.65   | 0.19%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1418633.44   | 0.11%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      440000 | PA      | $450800.34    | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1277570.10   | 0.10%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1628819.10   | 0.13%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      519000 | PA      | $544738.21    | 0.04%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      541000 | PA      | $566377.77    | 0.04%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      714000 | PA      | $734678.97    | 0.06%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The), Series 2                                                | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $2048195.52   | 0.16%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      430000 | PA      | $423119.82    | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2018-BN13, Class C                                                    | CUSIP: 06539LBG4<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |      509000 | PA      | $451129.19    | 0.03%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2019-BN20, Class XA                                                   | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3621217 | PA      | $88813.24     | 0.01%             | 2062-09-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN35, Class XB                                                   | CUSIP: 06540CBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17700000 | PA      | $521178.27    | 0.04%             | 2064-06-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                              | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1245000 | PA      | $1258159.65   | 0.10%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                       | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $549480.89    | 0.04%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      140000 | PA      | $110600.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      288000 | PA      | $268021.44    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                          | Bayview Opportunity Master Fund LLC, Series 2024-CAR1, Class C                     | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |       87450 | PA      | $87775.79     | 0.01%             | 2031-12-26      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B11, Class C                                 | CUSIP: 08162BBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1679000 | PA      | $1352776.85   | 0.10%             | 2052-05-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B10, Class A4                                | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1485000 | PA      | $1465100.85   | 0.11%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2026-V20, Class XA                                | CUSIP: 08164KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2310000 | PA      | $125704.43    | 0.01%             | 2059-02-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government Bond                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      410000 | PA      | $429888.94    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Berry Global, Inc.                                               | Berry Global, Inc.                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1874222.47   | 0.15%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BHMS Commercial Mortgage Trust                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                          | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2968459.92   | 0.23%             | 2042-08-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $57304.61     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                           | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $185099.43    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C3, Class AS                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2030000 | PA      | $2128639.32   | 0.17%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      784000 | PA      | $561878.86    | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      415000 | PA      | $431780.58    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $212782.60    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       24000 | PA      | $25281.41     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $31612.29     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                          | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1320000 | PA      | $1570801.55   | 0.12%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Box, Inc.                                                        | Box, Inc.                                                                          | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      745000 | PA      | $694712.50    | 0.05%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $312755.50    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2101247.70   | 0.16%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class D              | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $434868.98    | 0.03%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D              | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1121617.09   | 0.09%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-4, Class D              | CUSIP: 10806EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $913413.78    | 0.07%             | 2030-08-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D              | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      975000 | PA      | $996620.43    | 0.08%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class D              | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $297046.57    | 0.02%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-4, Class D              | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1022637.70   | 0.08%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                           | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1363000 | PA      | $1352191.29   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1463000 | PA      | $1279180.53   | 0.10%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405402.25    | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      336000 | PA      | $350754.77    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      270000 | PA      | $257504.27    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25750.40     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      108000 | PA      | $112704.99    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class C                               | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      653871 | PA      | $659921.12    | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  3 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-1A, Class A                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1028455 | PA      | $1064114.76   | 0.08%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  3 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2022-LBA6, Class A                                                | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3401857.08   | 0.26%             | 2039-01-15      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      728000 | PA      | $727837.15    | 0.06%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $663566.19    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64845.36     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1189118.74   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $438760.60    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $829569.29    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $64060.82     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $830577.27    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $74638.56     | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust                                  | CCUBS Commercial Mortgage Trust, Series 2017-C1, Class C                           | CUSIP: 12508GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152000 | PA      | $144178.32    | 0.01%             | 2050-11-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CARS-DB5 LP                                                      | CARS-DB5 LP, Series 2021-1A, Class A2                                              | CUSIP: 12510HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      884116 | PA      | $771628.92    | 0.06%             | 2051-08-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CD Mortgage Trust                                                | CD Mortgage Trust, Series 2016-CD2, Class C                                        | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95000 | PA      | $55721.88     | 0.00%             | 2049-11-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                          | CD&R Smokey Buyer, Inc.                                                            | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      131000 | PA      | $107527.12    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                              | CF Industries, Inc.                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1313000 | PA      | $1205830.64   | 0.09%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      210000 | PA      | $209197.89    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      330000 | PA      | $302772.12    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       55000 | PA      | $48626.08     | 0.00%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                     | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      285000 | PA      | $273837.17    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       45000 | PA      | $48767.67     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                | CIFC Funding Ltd., Series 2022-2A, Class BR                                        | CUSIP: 12567MAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1399244.00   | 0.11%             | 2035-04-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2015-PC1, Class C                                | CUSIP: 12593GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186909 | PA      | $181301.91    | 0.01%             | 2050-07-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| COLT Trust                                                       | COLT Trust, Series 2021-RPL1, Class A1                                             | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1044529 | PA      | $976291.79    | 0.08%             | 2061-09-25      | Variable      | 1.67%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      418594 | PA      | $419868.62    | 0.03%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      785000 | PA      | $495923.99    | 0.04%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                       | CSMC Mortgage-Backed Trust, Series 2007-2, Class 3A13                              | CUSIP: 126384CG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222970 | PA      | $102105.45    | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | Countrywide Asset-Backed Certificates, Series 2002-4, Class M1                     | CUSIP: 126671SL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209558 | PA      | $223403.05    | 0.02%             | 2032-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-24CB, Class 1A1                                | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68942 | PA      | $72377.92     | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-28CB, Class 2A4                                | CUSIP: 12667FYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130718 | PA      | $122662.72    | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-28CB, Class 3A1                                | CUSIP: 12667FYS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291031 | PA      | $260550.29    | 0.02%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-21CB, Class A17                                | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520104 | PA      | $408373.31    | 0.03%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM Mortgage Trust, Series 2024-CBM, Class A1                                     | CUSIP: 12674GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680120 | PA      | $690645.40    | 0.05%             | 2041-12-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     2309000 | PA      | $2381121.57   | 0.18%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      140000 | PA      | $143533.46    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30485.91     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                       | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1310000 | PA      | $1470593.83   | 0.11%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                       | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1460000 | PA      | $1566740.53   | 0.12%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Callaway Golf Co.                                                | Callaway Golf Co.                                                                  | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |      580000 | PA      | $581160.00    | 0.05%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                       | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $251356.24    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                        | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class BR3               | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |      425000 | PA      | $425070.98    | 0.03%             | 2032-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                              | Carlyle US CLO Ltd., Series 2021-7A, Class CR                                      | CUSIP: 14316WAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702754.50    | 0.05%             | 2040-04-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                     | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      139000 | PA      | $143900.58    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      159000 | PA      | $165010.04    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                      | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $145120.79    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                           | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      147000 | PA      | $151408.68    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                           | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      446000 | PA      | $458182.49    | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                    | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1054000 | PA      | $1051259.60   | 0.08%             | 2026-06-08      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor ABS Mortgage Trust           | Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2026-RTL1, Class A1 | CUSIP: 151704AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $582357.12    | 0.05%             | 2030-12-25      | Variable      | 5.38%                 | Yes           |                  3 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                           | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49948.51     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                           | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      355000 | PA      | $342584.44    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135045.55    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      958000 | PA      | $798483.33    | 0.06%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      991000 | PA      | $786529.69    | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1839000 | PA      | $1324804.53   | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1038000 | PA      | $683037.36    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $722174.34    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $302463.51    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                   | Cheesecake Factory, Inc. (The)                                                     | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      296000 | PA      | $304737.45    | 0.02%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                                   | Cheesecake Factory, Inc. (The)                                                     | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      385000 | PA      | $426879.32    | 0.03%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      230000 | PA      | $231337.22    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                 | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108823.92    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                 | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       56000 | PA      | $55930.02     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2394147.20   | 0.19%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1743108.17   | 0.14%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2382909.96   | 0.18%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1084427.83   | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      515000 | PA      | $539277.26    | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                  | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      200000 | PA      | $119944.33    | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                        | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115905.91    | 0.01%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25004.50     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16664.37     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                               | Cipher Compute LLC                                                                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $302279.76    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1223299.88   | 0.09%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3195461.06   | 0.25%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      920000 | PA      | $832246.91    | 0.06%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1056070.18   | 0.08%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series CC                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1627913.70   | 0.13%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series EE                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      710000 | PA      | $726290.95    | 0.06%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      761000 | PA      | $766809.18    | 0.06%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      254000 | PA      | $258434.03    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2005-9, Class 2A2                            | CUSIP: 17307GM62<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |         695 | PA      | $496.31       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4                      | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1388089.08   | 0.11%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1715000.86   | 0.13%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1613229.67   | 0.13%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series GG                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      590000 | PA      | $604938.80    | 0.05%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      315000 | PA      | $325572.66    | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68242.14     | 0.01%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       32000 | PA      | $35383.55     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      328000 | PA      | $343566.88    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $180616.35    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $88854.79     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      235000 | PA      | $236864.96    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      520000 | PA      | $523702.40    | 0.04%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      208000 | PA      | $219858.28    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      404000 | PA      | $436126.48    | 0.03%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181058.45    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19296.89     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36050.53     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64712.31     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181359.11    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                            | Coinbase Global, Inc.                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      195000 | PA      | $185996.95    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $405587.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $336020.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                               | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      284000 | PA      | $283290.00    | 0.02%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-325.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                               | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2622509.73   | 0.20%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3309967.21   | 0.26%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7892.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13316.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23663.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1135661.20   | 0.09%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                      | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      764000 | PA      | $425732.77    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                      | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1298743.68   | 0.10%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11661.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7476.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                            | Commercial Metals Co.                                                              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48973.68     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14360.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6087.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $33830.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45858.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $47925.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                    | Commonbond Student Loan Trust, Series 2018-AGS, Class B                            | CUSIP: 20269DAC9<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      140934 | PA      | $125458.86    | 0.01%             | 2044-02-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                                    | Commonbond Student Loan Trust, Series 2018-AGS, Class C                            | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |       47270 | PA      | $40000.92     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39828.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13801.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20010.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compass, Inc.                                                    | Compass, Inc.                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1039686.36   | 0.08%             | 2031-04-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328724.22    | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $46198.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-69320.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23573.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8667.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6439.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-19604.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11411.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38463.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34254.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1448.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Conduent Business Services LLC                                   | Conduent Business Services LLC                                                     | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $85956.60     | 0.01%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53424.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38605.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40172.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2574.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1070.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                           | Connect Holding II LLC                                                             | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      230000 | PA      | $222418.53    | 0.02%             | 2031-04-03      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1                    | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | CORP              | US        |     5825723 | PA      | $6123049.42   | 0.47%             | 2039-11-25      | Floating      | 13.03%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                    | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755901 | PA      | $774829.75    | 0.06%             | 2043-01-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-110479.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $172295.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6836.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6635.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $78439.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36870.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3325.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31891.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-663.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6768.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $32980.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      235000 | PA      | $238556.56    | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39675.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-127.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16411.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32576.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11557.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9196.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9758.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                   | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      396143 | PA      | $401401.01    | 0.03%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                   | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      479000 | PA      | $480350.78    | 0.04%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                  | CoreCivic, Inc.                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114383.06    | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                       | Corebridge Financial, Inc.                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      197000 | PA      | $197058.71    | 0.02%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      219000 | PA      | $214499.51    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6754.06      | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                    | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    36877000 | PA      | $37002115.92  | 2.87%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                    | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    42340000 | PA      | $42880318.52  | 3.33%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                             | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      325000 | PA      | $371244.45    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21357.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16153.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class B                         | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $916081.44    | 0.07%             | 2034-11-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-3A, Class C                         | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $568390.82    | 0.04%             | 2035-01-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                 | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      710000 | PA      | $747302.10    | 0.06%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A                         | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      753000 | PA      | $757952.71    | 0.06%             | 2034-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B                         | CUSIP: 22537GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663000 | PA      | $672990.88    | 0.05%             | 2034-05-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2024-1A, Class C                         | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      870000 | PA      | $891316.83    | 0.07%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                       | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2840000 | PA      | $2847203.92   | 0.22%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      740000 | PA      | $752277.69    | 0.06%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2022-1A, Class E                                       | CUSIP: 23345YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $999728.10    | 0.08%             | 2029-03-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DailyPay Securitization Trust 2025-1                             | DailyPay Securitization Trust, Series 2025-1A, Class A                             | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $231584.77    | 0.02%             | 2028-06-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181101.40    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $229638.01    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2022-2, Class A1                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502492 | PA      | $497678.20    | 0.04%             | 2067-03-25      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                   | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1206000 | PA      | $1131273.19   | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                   | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      810000 | PA      | $816921.53    | 0.06%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1507902.62   | 0.12%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                            | Diebold Nixdorf, Inc.                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      394000 | PA      | $415559.68    | 0.03%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                               | Digicel International Finance Ltd.                                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      802000 | PA      | $834695.54    | 0.06%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                 | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1351035.18   | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $202460.60    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $335109.30    | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $87102.50     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series A                                                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1434533.85   | 0.11%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series B                                                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      140000 | PA      | $151981.34    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1247000 | PA      | $1294444.61   | 0.10%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1827570.15   | 0.14%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                    | Dornoch Debt Merger Sub, Inc.                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $112921.83    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class C                               | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      513000 | PA      | $517360.35    | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class D                               | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      537000 | PA      | $542884.07    | 0.04%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-1, Class C                               | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2572000 | PA      | $2605686.26   | 0.20%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                        | Driven Brands Funding LLC, Series 2021-1A, Class A2                                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1933571 | PA      | $1839328.15   | 0.14%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2025-1, Class D                               | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680000 | PA      | $692402.25    | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2025-2, Class D                               | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2019383.60   | 0.16%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                      | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1088109.50   | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                           | Duke Energy Ohio, Inc.                                                             | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44227.88     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32909.90     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                          | Duke Energy Indiana LLC                                                            | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $120985.31    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                    | Duquesne Light Holdings, Inc.                                                      | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      540000 | PA      | $489670.73    | 0.04%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39386.11     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust                                                        | ELM Trust, Series 2024-ELM, Class C10                                              | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $682622.28    | 0.05%             | 2039-06-10      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                  | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $22939.66     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                            | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      910000 | PA      | $916036.90    | 0.07%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                            | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $205178.39    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                         | Eagle Funding Luxco SARL                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     1175000 | PA      | $1198500.00   | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202550.80    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                       | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      550000 | PA      | $506000.00    | 0.04%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      630000 | PA      | $633150.00    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      220000 | PA      | $233618.00    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      458000 | PA      | $462122.00    | 0.04%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $203400.00    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                       | Edgewell Personal Care Co.                                                         | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129879.23    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                       | Edgewell Personal Care Co.                                                         | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      165000 | PA      | $159217.69    | 0.01%             | 2029-04-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                               | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      274000 | PA      | $284818.89    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                         | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      215000 | PA      | $203127.27    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                           | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      245000 | PA      | $253563.19    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      226000 | PA      | $222156.55    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                             | Elmwood CLO Ltd., Series 2019-3A, Class BRR                                        | CUSIP: 29002HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1252913.75   | 0.10%             | 2037-07-18      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                  | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $362248.25    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                              | Emera US Finance LP                                                                | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4626000 | PA      | $4244575.15   | 0.33%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc., Series NC5                                                         | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3034000 | PA      | $3268200.53   | 0.25%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      123000 | PA      | $141956.64    | 0.01%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                             | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14930.32     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                             | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157079.84    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      410000 | PA      | $406078.35    | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      225000 | PA      | $218563.74    | 0.02%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1362473.78   | 0.11%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1722793.38   | 0.13%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                      | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1135000 | PA      | $1123604.23   | 0.09%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                      | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      316000 | PA      | $287926.86    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                      | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      580000 | PA      | $597148.99    | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                         | Endo Finance Holdings LP                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16000 | PA      | $17004.69     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enphase Energy, Inc.                                             | Enphase Energy, Inc.                                                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      930000 | PA      | $834675.00    | 0.06%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enpro, Inc.                                                      | Enpro, Inc.                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23737.10     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59487.04     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2367000 | PA      | $2476367.24   | 0.19%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                      | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      630000 | PA      | $633029.67    | 0.05%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      945000 | PA      | $963649.58    | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                              | Entergy Texas, Inc.                                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      385000 | PA      | $344047.70    | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68082.50     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       65000 | PA      | $69526.80     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26565.25     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Etsy, Inc.                                                       | Etsy, Inc.                                                                         | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      640000 | PA      | $635776.00    | 0.05%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Euronet Worldwide, Inc.                                          | Euronet Worldwide, Inc.                                                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      745000 | PA      | $662118.75    | 0.05%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      289000 | PA      | $293523.60    | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2024-3A, Class D                       | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $773055.45    | 0.06%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-4A, Class D                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700926 | PA      | $705712.76    | 0.05%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-4A, Class E                       | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1553000 | PA      | $1585981.68   | 0.12%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2025-3A, Class D                       | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      580000 | PA      | $595797.11    | 0.05%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-3A, Class D                       | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1582289 | PA      | $1598930.31   | 0.12%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2025-4A, Class D                       | CUSIP: 30167KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895000 | PA      | $910497.82    | 0.07%             | 2032-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2026-1A, Class D                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790000 | PA      | $798300.45    | 0.06%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      670000 | PA      | $548028.94    | 0.04%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF                                                            | FREMF, Series 2018-KF46, Class B                                                   | CUSIP: 302955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72353 | PA      | $70173.46     | 0.01%             | 2028-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-KF45, Class B                                    | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93003 | PA      | $97148.63     | 0.01%             | 2025-03-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      399000 | PA      | $327513.06    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1033827.67   | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      755000 | PA      | $745910.11    | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      316000 | PA      | $319146.49    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      287000 | PA      | $280922.84    | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-KF48, Class B                                    | CUSIP: 30308EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480434 | PA      | $459548.98    | 0.04%             | 2028-06-25      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42452.60     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2616078 | PA      | $2668010.13   | 0.21%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                            | CUSIP: 3132XGXW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      863726 | PA      | $874449.79    | 0.07%             | 2028-06-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2012-109, Class WI                                             | CUSIP: 3136A8L73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152525 | PA      | $2336.37      | 0.00%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2012-149, Class MI                                             | CUSIP: 3136AA3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97042 | PA      | $1456.59      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2016-39, Class LS                                              | CUSIP: 3136ASU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1757110 | PA      | $224232.23    | 0.02%             | 2046-07-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2016-74, Class GS                                              | CUSIP: 3136ATE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      843164 | PA      | $100579.18    | 0.01%             | 2046-10-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2017-6, Class SB                                               | CUSIP: 3136AVDL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1139107 | PA      | $145473.64    | 0.01%             | 2047-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2019-M1, Class A2                                                | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      846214 | PA      | $844303.29    | 0.07%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2025-98, Class UZ                                              | CUSIP: 3136BX2H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1015807 | PA      | $1023360.94   | 0.08%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2025-106, Class UZ                                             | CUSIP: 3136BYBF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1800802 | PA      | $1796669.86   | 0.14%             | 2055-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4018, Class HI                                                | CUSIP: 3137AMW94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328106 | PA      | $8632.82      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4043, Class PI                                                | CUSIP: 3137APSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      246288 | PA      | $2795.72      | 0.00%             | 2027-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4086, Class AI                                                | CUSIP: 3137ARQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61701 | PA      | $649.15       | 0.00%             | 2027-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4073, Class IQ                                                | CUSIP: 3137ARXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      400917 | PA      | $51675.84     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4120, Class UI                                                | CUSIP: 3137AVHL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130771 | PA      | $2044.11      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4178, Class BI                                                | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      407393 | PA      | $26651.26     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4173, Class I                                                 | CUSIP: 3137B0H31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1280134 | PA      | $185223.67    | 0.01%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4216, Class MI                                                | CUSIP: 3137B2TV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67784 | PA      | $1248.17      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4305, Class SK                                                | CUSIP: 3137B8A72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      598914 | PA      | $94981.20     | 0.01%             | 2044-02-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4612, Class QI                                                | CUSIP: 3137BRSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1495259 | PA      | $127665.17    | 0.01%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4687, Class SG                                                | CUSIP: 3137BY4V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1915498 | PA      | $247755.46    | 0.02%             | 2047-01-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4681, Class SD                                                | CUSIP: 3137BYHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4420610 | PA      | $583883.07    | 0.05%             | 2047-05-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K739, Class X1    | CUSIP: 3137F64R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16860974 | PA      | $196300.52    | 0.02%             | 2027-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K120, Class X1    | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4367135 | PA      | $169255.31    | 0.01%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X1    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6554230 | PA      | $250268.70    | 0.02%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K121, Class X3    | CUSIP: 3137F83T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $576954.84    | 0.04%             | 2048-11-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K123, Class X1    | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11215155 | PA      | $335915.21    | 0.03%             | 2030-12-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K124, Class X1    | CUSIP: 3137F9YZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8518548 | PA      | $246849.63    | 0.02%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K125, Class X1    | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15546809 | PA      | $372675.68    | 0.03%             | 2031-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class X3    | CUSIP: 3137FCJN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2151623 | PA      | $72866.86     | 0.01%             | 2044-12-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class X3    | CUSIP: 3137FEBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3940000 | PA      | $147451.35    | 0.01%             | 2045-12-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class X3    | CUSIP: 3137FL6H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6650000 | PA      | $421535.52    | 0.03%             | 2047-02-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class X3    | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3149644 | PA      | $40329.62     | 0.00%             | 2048-01-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1517, Class X1  | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3311272 | PA      | $298241.31    | 0.02%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5023, Class MI                                                | CUSIP: 3137FWV80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3057951 | PA      | $501645.57    | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1  | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5026619 | PA      | $293599.30    | 0.02%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X1    | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    65185402 | PA      | $793123.83    | 0.06%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K127, Class X3    | CUSIP: 3137FXZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $566997.60    | 0.04%             | 2049-03-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1  | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8193336 | PA      | $272997.05    | 0.02%             | 2036-02-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X1    | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    30499826 | PA      | $643262.68    | 0.05%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K742, Class X1    | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3701875 | PA      | $39388.32     | 0.00%             | 2028-03-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X1    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11914484 | PA      | $399892.96    | 0.03%             | 2031-07-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K131, Class X3    | CUSIP: 3137H2N91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      766660 | PA      | $103167.29    | 0.01%             | 2031-09-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class X1    | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20614184 | PA      | $333652.93    | 0.03%             | 2031-12-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3    | CUSIP: 3137H8C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4600000 | PA      | $892630.46    | 0.07%             | 2050-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K759, Class X3    | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      437736 | PA      | $115015.57    | 0.01%             | 2057-02-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5565, Class ZU                                                | CUSIP: 3137HMH94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      383622 | PA      | $381064.54    | 0.03%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5607, Class KT                                                | CUSIP: 3137HP2L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3453111 | PA      | $3468981.83   | 0.27%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5616, Class GB                                                | CUSIP: 3137HPKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6468790 | PA      | $6479980.64   | 0.50%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2003-130, Class NS                                             | CUSIP: 31393UVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242303 | PA      | $22975.58     | 0.00%             | 2034-01-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2005-67, Class SI                                              | CUSIP: 31394EH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207613 | PA      | $12234.29     | 0.00%             | 2035-08-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2005-69, Class AS                                              | CUSIP: 31394EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40871 | PA      | $4875.70      | 0.00%             | 2035-08-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2006-24, Class QS                                              | CUSIP: 31395BR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      174885 | PA      | $18238.81     | 0.00%             | 2036-04-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 2936, Class AS                                                | CUSIP: 31395LYX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77230 | PA      | $5805.73      | 0.00%             | 2035-02-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2010-68, Class SJ                                              | CUSIP: 31398TJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142486 | PA      | $17098.60     | 0.00%             | 2040-07-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                        | CUSIP: 3140FXJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      853040 | PA      | $798011.73    | 0.06%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                        | CUSIP: 3140LLCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1618373.73   | 0.13%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                 | CUSIP: 3140XQF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11767316 | PA      | $12114802.92  | 0.94%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                 | CUSIP: 3140XQJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2955097 | PA      | $3018444.26   | 0.23%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                 | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9555534 | PA      | $9291674.61   | 0.72%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                        | Fells Point Funding Trust                                                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      832000 | PA      | $824507.19    | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                                        | FHF Trust, Series 2022-2A, Class A                                                 | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60497 | PA      | $60553.14     | 0.00%             | 2027-12-15      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                       | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      663000 | PA      | $574012.87    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2023-1, Class B                                 | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105023 | PA      | $105087.17    | 0.01%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Five9, Inc.                                                      | Five9, Inc.                                                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1076582.00   | 0.08%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                | Flash Compute LLC                                                                  | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $62440.75     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fluor Corp.                                                      | Fluor Corp.                                                                        | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |      396000 | PA      | $527076.00    | 0.04%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                          | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1327322.58   | 0.10%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                          | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1784710.46   | 0.14%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      760000 | PA      | $765289.70    | 0.06%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                          | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      809000 | PA      | $873468.40    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                          | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203803.81    | 0.02%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                              | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1065917.72   | 0.08%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                              | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      550000 | PA      | $573940.66    | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC MSCR Trust, Series 2023-MN7, Class M1                                        | CUSIP: 35563QAA5<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |     1191093 | PA      | $1195245.11   | 0.09%             | 2043-09-25      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1B                               | CUSIP: 35564K2G3<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1748321.99   | 0.14%             | 2043-06-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M2                                | CUSIP: 35564K2K4<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1784810.28   | 0.14%             | 2043-06-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                               | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $591965.40    | 0.05%             | 2042-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1164616.41   | 0.09%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $145552.45    | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                            | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      605000 | PA      | $594451.95    | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2021-NQM2, Class A1                                             | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1818126 | PA      | $1600303.63   | 0.12%             | 2066-05-25      | Variable      | 1.04%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2020-NQM1, Class A1                                             | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      119912 | PA      | $118746.03    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2021-NQM4, Class A1                                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1416052 | PA      | $1218504.85   | 0.09%             | 2066-08-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $83684.56     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74513.89     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                   | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    32612126 | PA      | $31647127.86  | 2.45%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                   | CUSIP: 3622ADUR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3509942 | PA      | $3597676.96   | 0.28%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2004-15F, Class 1A2                                | CUSIP: 36242DQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350009 | PA      | $229356.62    | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2015-GC30, Class C                            | CUSIP: 36250GAW5<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $164378.50    | 0.01%             | 2050-05-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D                         | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1095560 | PA      | $1103127.01   | 0.09%             | 2028-04-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-PJ6, Class A1                     | CUSIP: 36272KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      656778 | PA      | $667724.20    | 0.05%             | 2055-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A1                     | CUSIP: 36272MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1058934 | PA      | $1076582.02   | 0.08%             | 2055-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-PJ9, Class A1                     | CUSIP: 36273FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3121425 | PA      | $3167516.34   | 0.25%             | 2056-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Holdings US, Inc.                              | GFL Environmental Holdings US, Inc.                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $627248.13    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47562.30     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $78182.48     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51106.85     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       43000 | PA      | $44040.43     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                         | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       56000 | PA      | $57532.38     | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      762000 | PA      | $693491.65    | 0.05%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      540000 | PA      | $567392.83    | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2196283.09   | 0.17%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1623928.27   | 0.13%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26098.63     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $30660.98     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $59680.56     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                            | Wrangler Holdco Corp.                                                              | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $312513.30    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1866000 | PA      | $2019754.15   | 0.16%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                               | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2237000 | PA      | $2365875.34   | 0.18%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1352340.75   | 0.10%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      795000 | PA      | $723052.50    | 0.06%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3292490.36   | 0.26%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                    | Global Medical Response, Inc.                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46062.72     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                            | Global Infrastructure Solutions, Inc.                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14996.42     | 0.00%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2022-3A, Class D                         | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128539 | PA      | $129617.31    | 0.01%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                       | Go Daddy Operating Co. LLC                                                         | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94498.59     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series X                                          | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1272137.25   | 0.10%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406512.03    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      448000 | PA      | $469140.22    | 0.04%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      700000 | PA      | $725350.65    | 0.06%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      725000 | PA      | $750526.34    | 0.06%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2328577.21   | 0.18%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2874560.67   | 0.22%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1388783.84   | 0.11%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1252617.59   | 0.10%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The), Series T                                          | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1113820.47   | 0.09%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1059399.31   | 0.08%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181343.55    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97064.35     | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2015-H13, Class GI                                                    | CUSIP: 38376RCK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194662 | PA      | $6101.29      | 0.00%             | 2065-04-20      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2012-89                                                               | CUSIP: 38378BXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1991895 | PA      | $19.92        | 0.00%             | 2053-12-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2014-36, Class WY                                                     | CUSIP: 38379AXJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      810000 | PA      | $663038.22    | 0.05%             | 2044-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2014-181, Class SL                                                    | CUSIP: 38379HNC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1223421 | PA      | $132611.91    | 0.01%             | 2044-12-20      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2019-53, Class IA                                                     | CUSIP: 38380M4K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8495011 | PA      | $424058.21    | 0.03%             | 2061-06-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-3                                                                | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7729878 | PA      | $492309.72    | 0.04%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-48, Class FT                                                     | CUSIP: 38380RZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2538604 | PA      | $2281698.19   | 0.18%             | 2062-12-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-133                                                              | CUSIP: 38381DXB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10147938 | PA      | $672672.30    | 0.05%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-21                                                               | CUSIP: 38381L5V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16543994 | PA      | $1179423.00   | 0.09%             | 2065-04-16      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-38                                                               | CUSIP: 38381L8C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    27495689 | PA      | $1139432.37   | 0.09%             | 2062-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-138, Class A                                                     | CUSIP: 38381ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2386015 | PA      | $2395289.44   | 0.19%             | 2056-05-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-142                                                              | CUSIP: 38381MR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7219735 | PA      | $499241.08    | 0.04%             | 2068-02-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-106, Class A                                                     | CUSIP: 38381MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      892533 | PA      | $906664.68    | 0.07%             | 2055-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-139, Class UZ                                                    | CUSIP: 38381QYG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      552958 | PA      | $530231.04    | 0.04%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-213, Class PA                                                    | CUSIP: 38381SEL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3801165 | PA      | $3825559.49   | 0.30%             | 2068-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                               | CUSIP: 38381SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3360000 | PA      | $3337687.52   | 0.26%             | 2060-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                               | CUSIP: 38381SRT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3040000 | PA      | $3163262.48   | 0.25%             | 2067-11-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-9, Class MI                                                      | CUSIP: 38382MF61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11947547 | PA      | $1760853.35   | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-78, Class IB                                                     | CUSIP: 38382QK90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3859423 | PA      | $681467.50    | 0.05%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-107, Class XI                                                    | CUSIP: 38382UFA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4177680 | PA      | $692039.44    | 0.05%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-156, Class PA                                                    | CUSIP: 38383BGP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2259088 | PA      | $2320416.52   | 0.18%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-206                                                              | CUSIP: 38383JCS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18828564 | PA      | $1149107.27   | 0.09%             | 2064-04-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-217, Class AK                                                    | CUSIP: 38384REX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2516319 | PA      | $2499640.64   | 0.19%             | 2068-02-16      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-212, Class AC                                                    | CUSIP: 38384TFU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1218218 | PA      | $1245224.58   | 0.10%             | 2066-12-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-212, Class BE                                                    | CUSIP: 38384TGL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1856939 | PA      | $1873235.93   | 0.15%             | 2068-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2026-17, Class AC                                                     | CUSIP: 38384THR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3176798 | PA      | $3173920.99   | 0.25%             | 2057-08-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2026-20, Class AM                                                     | CUSIP: 38384TLY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      759209 | PA      | $757904.53    | 0.06%             | 2057-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2026-16, Class AC                                                     | CUSIP: 38384TMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3146871 | PA      | $3116203.18   | 0.24%             | 2057-12-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2026-14, Class A                                                      | CUSIP: 38384TNQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3107431 | PA      | $3098686.45   | 0.24%             | 2060-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-211, Class UZ                                                    | CUSIP: 38385K5Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1816157 | PA      | $1815638.92   | 0.14%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-211, Class CP                                                    | CUSIP: 38385KQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5846347 | PA      | $5955931.87   | 0.46%             | 2055-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      245000 | PA      | $198869.22    | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       85000 | PA      | $91126.04     | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      314000 | PA      | $324237.03    | 0.03%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                                      | Greenbrier Cos., Inc. (The)                                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1251492.00   | 0.10%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Ltd.                                            | Greenko Power II Ltd.                                                              | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |      617880 | PA      | $595713.56    | 0.05%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                      | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424778.58    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                         | Group 1 Automotive, Inc.                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21526.83     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                 | Guara Norte SARL                                                                   | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      655618 | PA      | $642429.62    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      976000 | PA      | $1025776.00   | 0.08%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                    | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      191000 | PA      | $197792.53    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62922.27     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1571540.15   | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      950000 | PA      | $870938.44    | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      480000 | PA      | $331337.20    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      840000 | PA      | $695726.19    | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      630000 | PA      | $645776.27    | 0.05%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1661958.83   | 0.13%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35952.38     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550894.70    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      338000 | PA      | $336592.02    | 0.03%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1129671.53   | 0.09%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $662399.88    | 0.05%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      845000 | PA      | $819692.21    | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1794000 | PA      | $1709975.86   | 0.13%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2565000 | PA      | $2605362.15   | 0.20%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2025-1, Class A                      | CUSIP: 41757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1684669 | PA      | $1755334.22   | 0.14%             | 2057-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2024-1, Class A                      | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2399639 | PA      | $2481840.26   | 0.19%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                  | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1395784.67   | 0.11%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      454000 | PA      | $475754.34    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                  | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      112000 | PA      | $102027.30    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      338000 | PA      | $311667.91    | 0.02%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class A                                | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1969792.20   | 0.15%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class B                                | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1393000 | PA      | $1372636.71   | 0.11%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LP                                   | Hertz Vehicle Financing LP, Series 2021-2A, Class C                                | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1726000 | PA      | $1700928.12   | 0.13%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-1A, Class A                               | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001058.00   | 0.08%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-1A, Class C                               | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      730000 | PA      | $731007.40    | 0.06%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                               | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1419409.46   | 0.11%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2025-4A, Class B                               | CUSIP: 42806MDG1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      660000 | PA      | $682003.67    | 0.05%             | 2031-12-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                       | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $27447.90     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40097.04     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      257000 | PA      | $264512.88    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100318.68    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      244000 | PA      | $246604.21    | 0.02%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $137190.95    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| H World Group Ltd.                                               | H World Group Ltd.                                                                 | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     1358000 | PA      | $1989470.00   | 0.15%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                   | Hughes Satellite Systems Corp.                                                     | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $27283.93     | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1233000 | PA      | $1249029.00   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                  | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      843637 | PA      | $853042.76    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                            | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2171819.33   | 0.17%             | 2026-11-02      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                            | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1045564.46   | 0.08%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                  | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $357139.60    | 0.03%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      359000 | PA      | $318960.73    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      170000 | PA      | $126109.40    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      150850 | PA      | $119969.77    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                | iHeartMedia, Inc., Class A                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12666 | NS      | $41417.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                               | Imola Merger Corp.                                                                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $378476.29    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      108000 | PA      | $111139.78    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141597.68    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74509.85     | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46514.25     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust, Series 2005-AR10, Class A1                       | CUSIP: 45660LKW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      493871 | PA      | $396997.60    | 0.03%             | 2035-06-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2005-A8CB, Class A11                | CUSIP: 45660LSZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186027 | PA      | $101727.03    | 0.01%             | 2035-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                       | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1488000 | PA      | $1488683.02   | 0.12%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                                | Installed Building Products, Inc.                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30398.13     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2885000 | PA      | $2557476.60   | 0.20%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3845000 | PA      | $4287378.05   | 0.33%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      492000 | PA      | $506108.59    | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104888.10    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158545.68    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34932.25     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                 | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1765234.95   | 0.14%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Itron, Inc.                                                      | Itron, Inc.                                                                        | CUSIP: 465741AQ9<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     1109000 | PA      | $1154746.25   | 0.09%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Itron, Inc.                                                      | Itron, Inc.                                                                        | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35928.00     | 0.00%             | 2032-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class C      | CUSIP: 46590RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      276000 | PA      | $225369.87    | 0.02%             | 2049-08-15      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                             | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      397000 | PA      | $313868.80    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2018-C8, Class A3               | CUSIP: 46591AAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      968479 | PA      | $962995.12    | 0.07%             | 2051-06-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30639.36     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49264.99     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                          | JPMorgan Mortgage Trust, Series 2006-S2, Class 1A19                                | CUSIP: 46628YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270895 | PA      | $113262.05    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                 | JPMorgan Prime Money Market Fund, Class IM                                         | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   101010217 | NS      | $101050620.59 | 7.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class B               | CUSIP: 46644UBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1733750.00   | 0.13%             | 2048-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class C               | CUSIP: 46644UBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266000 | PA      | $217127.82    | 0.02%             | 2048-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class C               | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $96754.72     | 0.01%             | 2048-08-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class C      | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152000 | PA      | $136317.63    | 0.01%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                             | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      609000 | PA      | $645705.33    | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                             | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1880000 | PA      | $1929236.45   | 0.15%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                            | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1515000 | PA      | $2160390.00   | 0.17%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                             | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1175000 | PA      | $1309966.38   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                           | JBS NV                                                                             | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      880000 | PA      | $1006184.96   | 0.08%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                   | JELD-WEN, Inc.                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      220000 | PA      | $118800.00    | 0.01%             | 2032-09-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                 | Jersey Central Power & Light Co.                                                   | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     5248000 | PA      | $4795269.10   | 0.37%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                              | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364000 | PA      | $369913.47    | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Pass-Through Trust                                       | JetBlue Pass-Through Trust, Series 2019-1, Class A                                 | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125924 | PA      | $119147.53    | 0.01%             | 2028-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                              | CUSIP: 477143AR2<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |      685000 | PA      | $767200.00    | 0.06%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR4, Class A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1015450 | PA      | $984592.00    | 0.08%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                       | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      440000 | PA      | $454368.08    | 0.04%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                  | KKR CLO Ltd., Series 2023-52A, Class CR                                            | CUSIP: 48255XAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551859.55    | 0.04%             | 2038-07-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KREF Ltd.                                                        | KREF Ltd., Series 2021-FL2, Class A                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      578133 | PA      | $578022.64    | 0.04%             | 2039-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                | Republic of Kenya                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      741000 | PA      | $778605.75    | 0.06%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                | Republic of Kenya                                                                  | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $197900.00    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                                | Republic of Kenya                                                                  | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      332000 | PA      | $324061.61    | 0.03%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      989000 | PA      | $1078553.90   | 0.08%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25281.50     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                              | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $207660.78    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                             | Kite Realty Group LP                                                               | CUSIP: 49803XAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      688000 | PA      | $771301.36    | 0.06%             | 2027-04-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Paysafe Finance plc                                              | Paysafe Finance plc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      169000 | PA      | $172937.11    | 0.01%             | 2029-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                          | Grupo Antolin Irausa SA                                                            | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      168000 | PA      | $147079.01    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21655.64     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                                   | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1025000 | PA      | $1029491.96   | 0.08%             | 2029-03-25      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL4, Class A1                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      815000 | PA      | $818426.99    | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2024-RTL5, Class A1                                   | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |      697000 | PA      | $698341.10    | 0.05%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Lhome Mortgage Trust                                             | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                   | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $403763.60    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                        | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      435000 | PA      | $443149.73    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                            | Lehman Mortgage Trust, Series 2005-2, Class 2A5                                    | CUSIP: 52520MBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      201266 | PA      | $108946.82    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2024-2A, Class A                                    | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      511000 | PA      | $513077.11    | 0.04%             | 2034-02-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2024-2A, Class D                                    | CUSIP: 52590AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $252066.60    | 0.02%             | 2034-02-21      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-3A, Class C                                    | CUSIP: 525951AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      735000 | PA      | $742568.74    | 0.06%             | 2035-05-21      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-3A, Class D                                    | CUSIP: 525951AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1110000 | PA      | $1126170.48   | 0.09%             | 2035-05-21      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-2A, Class A                                    | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1619741.60   | 0.13%             | 2034-10-20      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-2A, Class C                                    | CUSIP: 52603GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1115294.73   | 0.09%             | 2034-10-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-1A, Class A                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $710290.28    | 0.06%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                          | Lendingpoint Asset Securitization Trust, Series 2022-A, Class D                    | CUSIP: 52605AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      365226 | PA      | $176390.54    | 0.01%             | 2029-06-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                          | Lendingpoint Asset Securitization Trust, Series 2021-B, Class C                    | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24532 | PA      | $24449.99     | 0.00%             | 2029-02-15      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-1A, Class A                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270000 | PA      | $264575.03    | 0.02%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      112000 | PA      | $115995.60    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       78750 | PA      | $81864.13     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Life360, Inc.                                                    | Life360, Inc.                                                                      | CUSIP: 532206AB5<br>LEI: 254900VO9VDOQBQAHF07 | Long             | DBT              | CORP              | US        |      835000 | PA      | $842097.50    | 0.07%             | 2030-06-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc.                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26163.28     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      635000 | PA      | $634593.41    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45213.30     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                    | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1545254.50   | 0.12%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                    | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      620000 | PA      | $694400.00    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                    | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73325.00     | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                           | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1360000 | PA      | $1371539.87   | 0.11%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                           | Lsf12 Helix Parent LLC                                                             | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40155.32     | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                         | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      951000 | PA      | $987977.43    | 0.08%             | 2029-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Lyft, Inc.                                                       | Lyft, Inc.                                                                         | CUSIP: 55087PAE4<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |       87000 | PA      | $83947.88     | 0.01%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                          | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25227.73     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      234000 | PA      | $240501.22    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                          | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $3565975.00   | 0.28%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $32798.53     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                     | MPT Operating Partnership LP                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $58865.29     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                         | MRCD MARK Mortgage Trust, Series 2019-PARK, Class E                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $173362.50    | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2021-1WA, Class D                                                  | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      317464 | PA      | $308180.88    | 0.02%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding LLC                                                  | MYT Holding LLC, Series A                                                          | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      298145 | NS      | $380134.88    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                    | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143098.43    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104748.51    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                   | Madison Park Funding Ltd., Series 2021-49A, Class B1R                              | CUSIP: 55820VAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1652423.85   | 0.13%             | 2034-10-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                                    | Madison Park Funding Ltd., Series 2021-52A, Class BR                               | CUSIP: 55822BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1201952.40   | 0.09%             | 2035-01-22      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                  | Discovery Global Holdings, Inc.                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101062.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnetite Ltd.                                                   | Magnetite Ltd., Series 2016-17A, Class BR2                                         | CUSIP: 55954EBA6<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |     1932000 | PA      | $1933922.34   | 0.15%             | 2037-04-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                              | Magnetite Ltd., Series 2019-22A, Class BRR                                         | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      933000 | PA      | $933758.53    | 0.07%             | 2036-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                              | Magnetite Ltd., Series 2019-22A, Class CRR                                         | CUSIP: 55954HBA9<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      570000 | PA      | $570395.01    | 0.04%             | 2036-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                | Magnetite Ltd., Series 2024-40A, Class B1                                          | CUSIP: 55955RAE9<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |     2300000 | PA      | $2304020.40   | 0.18%             | 2037-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                   | Mariner Finance issuance Trust, Series 2024-BA, Class A                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1022265.00   | 0.08%             | 2038-11-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                   | Mariner Finance issuance Trust, Series 2024-BA, Class C                            | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342000 | PA      | $354212.03    | 0.03%             | 2038-11-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                                           | Marlette Funding Trust, Series 2021-2A, Class D                                    | CUSIP: 57108TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33241 | PA      | $33089.44     | 0.00%             | 2031-09-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1304682.70   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                       | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      500000 | PA      | $519414.27    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                           | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      730000 | PA      | $682310.21    | 0.05%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                           | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     1983000 | PA      | $2064372.15   | 0.16%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                | Masterbrand, Inc.                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      513000 | PA      | $516300.13    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                     | MASTR Alternative Loan Trust, Series 2004-12, Class 3A1                            | CUSIP: 576434YF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450732 | PA      | $457843.41    | 0.04%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102126.07    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                              | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      152000 | PA      | $154696.63    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                              | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       56000 | PA      | $55932.44     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                             | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250818.75    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                             | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147797.04    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104834.55    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2024-NPL1, Class A1                                              | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1393455 | PA      | $1395833.11   | 0.11%             | 2054-09-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    83185000 | PA      | $95550.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5170000 | PA      | $80750.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5630000 | PA      | $135015.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   131029000 | PA      | $160739.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22420000 | PA      | $26857.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22419000 | PA      | $26855.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $50566.63     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    31128000 | PA      | $-181581.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   280955000 | PA      | $1274360.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13025602 | PA      | $32371.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      900000 | PA      | $902495.48    | 0.07%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                               | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $1040271.32   | 0.08%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1402029.94   | 0.11%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                      | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      345000 | PA      | $457023.57    | 0.04%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      380000 | PA      | $452804.96    | 0.04%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                      | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      360000 | PA      | $357460.09    | 0.03%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                            | FirstEnergy Pennsylvania Electric Co.                                              | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $398839.73    | 0.03%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2025-NQM5, Class A1A                                             | CUSIP: 59319DAA1<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |     1394886 | PA      | $1406046.77   | 0.11%             | 2070-11-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | IRS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   219260000 | PA      | $261699.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                         | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      305000 | PA      | $654713.13    | 0.05%             | 2027-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                         | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      700000 | PA      | $713478.17    | 0.06%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                    | Mid-State Capital Corp. Trust, Series 2006-1, Class M2                             | CUSIP: 59548PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      827111 | PA      | $839526.04    | 0.07%             | 2040-10-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    25743078 | PA      | $-7880.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                             | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      350000 | PA      | $300224.05    | 0.02%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      189000 | PA      | $174208.99    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                      | Midcontinent Communications                                                        | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36735.78     | 0.00%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                  | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      164000 | PA      | $193929.20    | 0.02%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $169273.50    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      340000 | PA      | $319690.10    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    23411105 | PA      | $32962.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                           | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10511382 | PA      | $449465.62    | 0.03%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NDIRS                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7617953 | PA      | $5126.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1476100.58   | 0.11%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M3                | CUSIP: 61744CFR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55212 | PA      | $59545.53     | 0.00%             | 2034-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M2                | CUSIP: 61744CHB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52184 | PA      | $56657.02     | 0.00%             | 2034-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-NC1, Class M3                | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      347410 | PA      | $344839.14    | 0.03%             | 2035-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2196355.42   | 0.17%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      360000 | PA      | $318725.14    | 0.02%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      159000 | PA      | $144098.65    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      288000 | PA      | $288551.72    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4215623.49   | 0.33%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1428865.03   | 0.11%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      760000 | PA      | $777252.43    | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2949155.41   | 0.23%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1107931.76   | 0.09%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      810000 | PA      | $823221.69    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      925000 | PA      | $958220.35    | 0.07%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2004-4, Class 2A                        | CUSIP: 61748HDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87622 | PA      | $86731.80     | 0.01%             | 2034-09-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                               | Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 1A                        | CUSIP: 61748HFT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48107 | PA      | $48380.55     | 0.00%             | 2034-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1366969.32   | 0.11%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      555000 | PA      | $552179.82    | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $1022643.55   | 0.08%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2015-MS1, Class B                           | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80242 | PA      | $77184.52     | 0.01%             | 2048-05-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class C                            | CUSIP: 61768HBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      978000 | PA      | $869896.38    | 0.07%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2648793.93   | 0.21%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279977.77    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7         | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |      842312 | PA      | $865706.13    | 0.07%             | 2053-11-25      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10        | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |     3713733 | PA      | $3768739.89   | 0.29%             | 2050-03-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                  | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1         | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1499016 | PA      | $1523098.39   | 0.12%             | 2055-05-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93347.45     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      945000 | PA      | $979205.17    | 0.08%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      223000 | PA      | $225348.19    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $150273.36    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60209.34     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101198.18    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101370.60    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A                  | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391578 | PA      | $388064.70    | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                              | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                     | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2502770 | PA      | $2559136.58   | 0.20%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                   | NMG Parent LLC, Escrow                                                             | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         229 | NS      | $114.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                     | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      280000 | PA      | $292705.34    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp.                                                                   | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       57000 | PA      | $61212.41     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                  | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      440000 | PA      | $496224.08    | 0.04%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                                | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206882.80    | 0.02%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105205.80    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61663.82     | 0.00%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      808000 | PA      | $826528.75    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1351000 | PA      | $1409484.80   | 0.11%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                          | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class BR2                | CUSIP: 64132YBJ0<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |     1060000 | PA      | $1064821.94   | 0.08%             | 2039-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class BR2                | CUSIP: 64133RAW6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002808.00   | 0.16%             | 2036-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-38A, Class CR2                | CUSIP: 64133RAY2<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1100084.70   | 0.09%             | 2036-10-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class BR                 | CUSIP: 64133WAQ8<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $950867.35    | 0.07%             | 2036-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.                       | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class CR                 | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     1900000 | PA      | $1902555.50   | 0.15%             | 2036-07-16      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co.                                                 | Nevada Power Co.                                                                   | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1208951.94   | 0.09%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2004-2, Class M2                        | CUSIP: 64352VGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         970 | PA      | $2326.85      | 0.00%             | 2034-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2004-4, Class M2                        | CUSIP: 64352VJK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          57 | PA      | $109.60       | 0.00%             | 2035-02-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2018-3A, Class A1C                     | CUSIP: 64830KAE7<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |      472443 | PA      | $446560.75    | 0.03%             | 2058-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      878864 | PA      | $847753.70    | 0.07%             | 2059-11-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                    | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      379471 | PA      | $361173.26    | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2025-NQM7, Class A1A                   | CUSIP: 64831YAC0<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |     1125888 | PA      | $1130586.26   | 0.09%             | 2065-10-26      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                        | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                               | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2498888 | PA      | $2545609.69   | 0.20%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| NRZT                                                             | NRZT, Series 2025-NQM6, Class A1                                                   | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      941455 | PA      | $948194.08    | 0.07%             | 2065-10-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1A                   | CUSIP: 64832LAC7<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |     1026701 | PA      | $1027914.17   | 0.08%             | 2065-11-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2026-NQM2, Class M1                    | CUSIP: 64832MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $303176.88    | 0.02%             | 2065-12-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26706.26     | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      295000 | PA      | $299596.99    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24998.82     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40122.68     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52630.07     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                  | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372745 | PA      | $367535.75    | 0.03%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      545000 | PA      | $565895.85    | 0.04%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      520000 | PA      | $553234.17    | 0.04%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1705522.41   | 0.13%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      190000 | PA      | $201423.94    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                        | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1400000 | PA      | $1523200.00   | 0.12%             | 2046-01-13      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      691000 | PA      | $721977.53    | 0.06%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                             | Noble Finance II LLC                                                               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $35387.88     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Conair Holdings LLC                                              | Conair Holdings LLC, 1st Lien Term Loan B                                          | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      383030 | PA      | $206836.12    | 0.02%             | 2028-05-17      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan                                                | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      236561 | PA      | $236605.84    | 0.02%             | 2028-06-21      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                               | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $249319.61    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                               | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $68686.99     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23742.39     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40382.96     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                         | OnDeck Asset Securitization Trust LLC, Series 2023-1A, Class A                     | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1404000 | PA      | $1414952.74   | 0.11%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                     | OCP CLO Ltd., Series 2022-25A, Class B1R                                           | CUSIP: 67115CAQ7<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1102148.30   | 0.09%             | 2037-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM3, Class A1                                              | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930033 | PA      | $928629.86    | 0.07%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust                                                  | NYMT Loan Trust, Series 2024-BPL3, Class A1                                        | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |      589096 | PA      | $589217.65    | 0.05%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2025-NQM2, Class A1                                              | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |     1223907 | PA      | $1236871.63   | 0.10%             | 2064-11-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2025-NQM10, Class A1                                             | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |      854539 | PA      | $863275.44    | 0.07%             | 2065-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2026-NQM2, Class A1A                                             | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |     1854193 | PA      | $1859587.71   | 0.14%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2026-NQM2, Class A1B                                             | CUSIP: 67123VAE2<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |      614759 | PA      | $615356.70    | 0.05%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                 | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      179000 | PA      | $185908.51    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                 | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34731.01     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                               | OCP Aegis CLO Ltd., Series 2025-41A, Class B1                                      | CUSIP: 675953AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3301636.80   | 0.26%             | 2037-04-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LABL, Inc.                                                       | LABL, Inc., 1st Lien Term Loan                                                     | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |      296484 | PA      | $136284.65    | 0.01%             | 2028-10-30      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                             | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42093.07     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                             | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $2991923.00   | 0.23%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                            | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                     | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      690000 | PA      | $722795.29    | 0.06%             | 2037-07-14      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                              | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9231.76      | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                              | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130629.93    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust, Series 2023-2A, Class A2                         | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2738000 | PA      | $2758691.34   | 0.21%             | 2036-09-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust                                 | Onemain Financial Issuance Trust, Series 2025-1A, Class D                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $465004.04    | 0.04%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 1st Lien Term Loan B                                            | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      509116 | PA      | $505424.95    | 0.04%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 2nd Lien Term Loan                                              | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190000 | PA      | $178125.00    | 0.01%             | 2030-02-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                    | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      570000 | PA      | $589455.61    | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class A                                     | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      394928 | PA      | $388189.07    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class B                                     | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      203999 | PA      | $200808.04    | 0.02%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                            | Oportun Funding Trust, Series 2024-3, Class B                                      | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329000 | PA      | $329441.98    | 0.03%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-C, Class A                                     | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      646502 | PA      | $636484.10    | 0.05%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust, Series 2004-3, Class M3                            | CUSIP: 68389FFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14562 | PA      | $16076.37     | 0.00%             | 2034-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $94176.38     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3127.64      | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      260000 | PA      | $172108.31    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      799000 | PA      | $646876.27    | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      291000 | PA      | $256344.35    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      673000 | PA      | $673376.94    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      897000 | PA      | $874083.02    | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1813451.56   | 0.14%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                       | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      820000 | PA      | $785570.93    | 0.06%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2026-A, Class B                                     | CUSIP: 68390VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1176828.94   | 0.09%             | 2034-01-09      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2026-A, Class C                                     | CUSIP: 68390VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $674480.69    | 0.05%             | 2034-01-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                      | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $304316.32    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                      | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $275467.71    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $39012.25     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $127536.31    | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Accendra Health, Inc.                                            | Accendra Health, Inc.                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       40000 | PA      | $19245.53     | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                             | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80057.12     | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      567909 | PA      | $552291.34    | 0.04%             | 2029-02-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                         | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1496320.00   | 0.12%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1863139.90   | 0.14%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                         | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      470000 | PA      | $469239.11    | 0.04%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series T                                 | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4941.82      | 0.00%             | 2026-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The), Series W                                 | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1244485.20   | 0.10%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                           | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      510000 | PA      | $521451.22    | 0.04%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                           | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262849.65    | 0.02%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-4, Class A1                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520752 | PA      | $521262.98    | 0.04%             | 2030-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-INV6, Class A2                                         | CUSIP: 69382MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2034409 | PA      | $2077164.01   | 0.16%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2026-INV2, Class A2                                         | CUSIP: 69383NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4070000 | PA      | $4119920.99   | 0.32%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pret LLC                                                         | PRET LLC, Series 2025-NPL2, Class A1                                               | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |     2254129 | PA      | $2256260.22   | 0.17%             | 2055-03-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-RPL2, Class A1                                               | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1469779 | PA      | $1443915.92   | 0.11%             | 2055-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust, Series 2025-PRM5, Class A                                              | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      830000 | PA      | $832531.00    | 0.06%             | 2033-03-10      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $944276.76    | 0.07%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      250000 | PA      | $213895.94    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      360000 | PA      | $360000.00    | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1536622.02   | 0.12%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1383709.73   | 0.11%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                       | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1619573.98   | 0.13%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                   | Pagaya AI Debt Selection Trust, Series 2021-3, Class C                             | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      319829 | PA      | $316273.84    | 0.02%             | 2029-05-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                           | Palmer Square CLO Ltd., Series 2021-2A, Class BR                                   | CUSIP: 69701XAN4<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3308391.90   | 0.26%             | 2038-02-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                 | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1800000 | PA      | $1250550.00   | 0.10%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                               | Republic of Panama                                                                 | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      360000 | PA      | $361539.00    | 0.03%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                               | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      470000 | PA      | $443680.00    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                               | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      208000 | PA      | $198432.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                               | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      126000 | PA      | $152238.22    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Notas do Tesouro Nacional                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    28000000 | PA      | $4974422.43   | 0.39%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      220000 | PA      | $215848.75    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20529.94     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       64000 | PA      | $64214.11     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78716.03     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      331000 | PA      | $342744.40    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                      | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |       24000 | PA      | $23483.42     | 0.00%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc.                                                  | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       62000 | PA      | $60551.33     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      320000 | PA      | $320928.00    | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     1400000 | PA      | $1271480.00   | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $930050.00    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      317794 | PA      | $341908.21    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      310000 | PA      | $363151.30    | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $252970.00    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                   | Piedmont Natural Gas Co., Inc.                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      240000 | PA      | $167255.96    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-INV5, Class A2                                         | CUSIP: 729907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1371020 | PA      | $1399832.92   | 0.11%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                   | PMT Loan Trust, Series 2025-J1, Class A1                                           | CUSIP: 729910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4018623 | PA      | $4085596.94   | 0.32%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1276000 | PA      | $1248744.64   | 0.10%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                              | Prairie Acquiror LP                                                                | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78261.38     | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL4, Class A1                                               | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1724304 | PA      | $1728221.04   | 0.13%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL3, Class A1                                               | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1168016 | PA      | $1171732.02   | 0.09%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL5, Class A1                                               | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1654548 | PA      | $1660731.83   | 0.13%             | 2055-05-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      300000 | PA      | $291023.31    | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                       | Primo Water Holdings, Inc.                                                         | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $84984.74     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR9, Class A                              | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3218088 | PA      | $3056567.42   | 0.24%             | 2040-11-17      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust, Series 2025-3, Class A1                          | CUSIP: 74388PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1918956 | PA      | $1943453.59   | 0.15%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                 | Provident Funding Mortgage Trust, Series 2025-2, Class A1                          | CUSIP: 74389DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      852756 | PA      | $866967.99    | 0.07%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      720000 | PA      | $758754.72    | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT                                    | Indonesia Asahan Aluminium PT                                                      | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      830000 | PA      | $854700.14    | 0.07%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PRPM                                                             | PRPM, Series 2025-3, Class A1                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530040 | PA      | $529968.55    | 0.04%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259574.88    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129464.50    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      126000 | PA      | $130951.55    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2006-QS4, Class A2                                              | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18119 | PA      | $15010.17     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCO VIII Mortgage LLC                                            | RCO Mortgage LLC, Series 2025-3, Class A1                                          | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1039201 | PA      | $1041394.59   | 0.08%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                            | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $83832.00     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                            | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $481171.31    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                            | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $33241.28     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                                       | ROCK Trust, Series 2024-CNTR, Class A                                              | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2723228 | PA      | $2818422.79   | 0.22%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                           | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1720000 | PA      | $1714878.92   | 0.13%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                            | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $39284.54     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      143000 | PA      | $147244.24    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC                                                     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $64490.50     | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RCO X Mortgage LLC                                               | RCO X Mortgage LLC, Series 2025-1, Class A1                                        | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1513373 | PA      | $1520862.44   | 0.12%             | 2030-01-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                     | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $179718.86    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                     | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $64650.66     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                 | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      320000 | PA      | $309431.03    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Callaway Golf Co.                                                | Callaway Golf Co., 1st Lien Term Loan                                              | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |       38353 | PA      | $38497.02     | 0.00%             | 2030-03-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                               | Renaissance Home Equity Loan Trust, Series 2005-2, Class M1                        | CUSIP: 75970NAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1118086 | PA      | $1075470.80   | 0.08%             | 2035-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                               | Renaissance Home Equity Loan Trust, Series 2005-1, Class AF6                       | CUSIP: 759950FG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24882 | PA      | $25151.83     | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                            | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1866000 | PA      | $1905879.78   | 0.15%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc.                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      513000 | PA      | $538668.47    | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                         | RB Global Holdings, Inc.                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124759.80    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                            | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      333506 | PA      | $331958.16    | 0.03%             | 2030-05-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $96439.68     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $52709.51     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                  | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $329447.16    | 0.03%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $174849.12    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                       | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       96000 | PA      | $101128.70    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                            | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $274597.70    | 0.02%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                            | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      476000 | PA      | $539217.56    | 0.04%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $26071.17     | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       52000 | PA      | $53868.89     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       42000 | PA      | $43293.46     | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC, 1st Lien Term Loan                                      | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       42068 | PA      | $39318.36     | 0.00%             | 2028-06-29      | Variable      | 11.29%                | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2025-1A, Class D                                 | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1038000 | PA      | $1087231.51   | 0.08%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2025-1A, Class E                                 | CUSIP: 78437DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1434000 | PA      | $1512066.82   | 0.12%             | 2035-11-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2025-2A, Class D                                 | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      535000 | PA      | $545471.66    | 0.04%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2025-2A, Class E                                 | CUSIP: 78439XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      755000 | PA      | $784970.78    | 0.06%             | 2036-06-20      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $245177.87    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34763.54     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                      | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31567.89     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74887.21     | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      775000 | PA      | $789920.30    | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                      | SV RNO Property Owner 1 LLC                                                        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $145649.57    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia SARL                                                                 | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      627000 | PA      | $688768.28    | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                  | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                              | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |      400746 | PA      | $400689.92    | 0.03%             | 2030-08-16      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                            | Rocket Software, Inc., 1st Lien Term Loan                                          | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      491288 | PA      | $455875.50    | 0.04%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                      | Saks Global Enterprises LLC                                                        | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |       62580 | PA      | $273.79       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co., Series UUU                                           | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $139982.50    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1390287.68   | 0.11%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2190958.64   | 0.17%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-3, Class D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1470000 | PA      | $1517581.40   | 0.12%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-2, Class D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1846759.32   | 0.14%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1628963.20   | 0.13%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2022-6, Class C                     | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       88815 | PA      | $88958.07     | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-5, Class D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      699000 | PA      | $709536.24    | 0.06%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-4, Class D                     | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      609000 | PA      | $616328.10    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-4, Class B                     | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      894000 | PA      | $900446.99    | 0.07%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                       | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113747.28    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1031112.28   | 0.08%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                    | SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A                           | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1705000 | PA      | $1703934.38   | 0.13%             | 2039-05-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                          | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       21000 | PA      | $22158.34     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                          | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      110000 | PA      | $115712.08    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      105000 | PA      | $107417.63    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      594389 | PA      | $592427.68    | 0.05%             | 2031-01-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                    | Adient US LLC, 1st Lien Term Loan B-2                                              | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270000 | PA      | $269495.10    | 0.02%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                      | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      218835 | PA      | $206689.70    | 0.02%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Semtech Corp.                                                    | Semtech Corp.                                                                      | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       34000 | PA      | $40919.00     | 0.00%             | 2030-10-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                             | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      680000 | PA      | $700448.97    | 0.05%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                             | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      274000 | PA      | $280554.63    | 0.02%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      495000 | PA      | $466664.37    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209357.60    | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust, Series 2003-8, Class A1                                    | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64831 | PA      | $63622.02     | 0.00%             | 2034-01-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust, Series 2025-7, Class A1                                    | CUSIP: 81749VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2277124 | PA      | $2310748.40   | 0.18%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      191000 | PA      | $186951.26    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, 1st Lien Term Loan B                                          | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      460000 | PA      | $459843.60    | 0.04%             | 2031-03-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                             | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      217495 | PA      | $203431.77    | 0.02%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                             | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24549 | PA      | $24426.26     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC, 1st Lien Term Loan                                             | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |      263507 | PA      | $261333.14    | 0.02%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                    | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      481425 | PA      | $481174.66    | 0.04%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      193000 | PA      | $200961.25    | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      126000 | PA      | $125701.07    | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      600000 | PA      | $585746.16    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $142336.46    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                      | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $177186.40    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| United States Small Business Administration                      | United States Small Business Administration, Series 2025-25J, Class 1              | CUSIP: 83162C2X0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      980000 | PA      | $1003271.47   | 0.08%             | 2050-10-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2023-10A, Class 1                       | CUSIP: 83162CS79<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2351080 | PA      | $2410630.29   | 0.19%             | 2033-03-10      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2023-10B, Class 1                       | CUSIP: 831641FW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1014337 | PA      | $1069909.50   | 0.08%             | 2033-09-10      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SBA Small Business Investment Cos.                               | SBA Small Business Investment Cos., Series 2024-10A, Class 1                       | CUSIP: 831641FX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1945770 | PA      | $1995111.92   | 0.15%             | 2034-03-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC, 1st Lien Term Loan                                               | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      256750 | PA      | $225480.42    | 0.02%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      130000 | PA      | $138109.92    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31872.63     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Snowflake, Inc.                                                  | Snowflake, Inc.                                                                    | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1484197.00   | 0.12%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $960393.81    | 0.07%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      885000 | PA      | $890341.44    | 0.07%             | 2037-04-10      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      452000 | PA      | $437681.95    | 0.03%             | 2030-11-18      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2350000 | PA      | $2502345.80   | 0.19%             | 2029-11-21      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1103804.02   | 0.09%             | 2028-11-14      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| SoFi Technologies, Inc.                                          | SoFi Technologies, Inc.                                                            | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |      460000 | PA      | $916320.00    | 0.07%             | 2029-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc.                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      197000 | PA      | $199131.74    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                           | Sonic Automotive, Inc.                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      265000 | PA      | $260571.59    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      411000 | PA      | $346884.00    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1400000 | PA      | $1413300.00   | 0.11%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      624000 | PA      | $624000.00    | 0.05%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series 13-A                                        | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      214000 | PA      | $168824.50    | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series B                                           | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1211951.60   | 0.09%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                     | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      484000 | PA      | $346859.31    | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                     | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      178000 | PA      | $183148.82    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC, 1st Lien Term Loan B                                        | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |      100957 | PA      | $97029.07     | 0.01%             | 2030-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                 | CUSIP: 842587DZ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1898400.00   | 0.15%             | 2027-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                   | Southern Co. Gas Capital Corp., Series 20-A                                        | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      482000 | PA      | $430941.79    | 0.03%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      182430 | PA      | $180111.00    | 0.01%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1751190.47   | 0.14%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74876.24     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                            | Spectrum Brands, Inc.                                                              | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     1417000 | PA      | $1433295.50   | 0.11%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                              | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113695.83    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      149000 | PA      | $153285.09    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29380.22     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23372.28     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      565000 | PA      | $581574.84    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18335.74     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                             | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      338000 | PA      | $341687.58    | 0.03%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                             | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $740775.00    | 0.06%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                             | CUSIP: 85325C2L5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      485000 | PA      | $487749.95    | 0.04%             | 2037-01-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                          | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $89718.88     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                      | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      532145 | PA      | $517010.50    | 0.04%             | 2031-02-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      530000 | PA      | $486308.99    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       20145 | PA      | $14160.95     | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                       | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32038 | PA      | $30999.71     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp., Series I                                                       | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      248000 | PA      | $259643.10    | 0.02%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199191.70    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                      | Stellantis Finance US, Inc.                                                        | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      431000 | PA      | $441545.88    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                                      | Stellantis Finance US, Inc.                                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      620000 | PA      | $640850.98    | 0.05%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Stifel SBA IO Trust                                              | Stifel SBA Trust, Series 2025-2A, Class A1                                         | CUSIP: 86063EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11589021 | PA      | $700987.42    | 0.05%             | 2036-08-25      | Variable      | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                           | Structured Asset Investment Loan Trust, Series 2004-8, Class M2                    | CUSIP: 86358EMA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37500 | PA      | $33345.43     | 0.00%             | 2034-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                          | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                        | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      896005 | PA      | $865209.31    | 0.07%             | 2031-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      320000 | PA      | $322750.96    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51119.09     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                    | Surgery Center Holdings, Inc.                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104872.61    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                           | Suriname Government International Bond                                             | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $205938.00    | 0.02%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                           | Suriname Government International Bond                                             | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      529000 | PA      | $564972.00    | 0.04%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1200000 | PA      | $1242693.60   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance Luxembourg SA                                   | Swiss Re Finance Luxembourg SA                                                     | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $202052.27    | 0.02%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd.                                                | Symphony CLO Ltd., Series 2016-18A, Class CR4                                      | CUSIP: 87154GFQ3<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |     1080000 | PA      | $1081705.32   | 0.08%             | 2037-10-23      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91650.80     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                    | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     1694000 | PA      | $1941324.00   | 0.15%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      269000 | PA      | $268844.51    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                            | Symphony CLO Ltd., Series 2015-16A, Class B1RR                                     | CUSIP: 87165VAZ2<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      976000 | PA      | $976707.60    | 0.08%             | 2031-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                            | Symphony CLO Ltd., Series 2019-21A, Class CR2                                      | CUSIP: 87166RGJ0<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1249608.75   | 0.10%             | 2032-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      177000 | PA      | $170335.28    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1433527.86   | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2586000 | PA      | $2322335.29   | 0.18%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      660000 | PA      | $658234.55    | 0.05%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       88000 | PA      | $91211.03     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      352000 | PA      | $366793.27    | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      192000 | PA      | $195378.17    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $253350.25    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $65691.02     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $269545.90    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                       | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $170598.86    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC, 1st Lien Term Loan                                 | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      259142 | PA      | $246555.79    | 0.02%             | 2031-11-19      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                        | Telecom Italia Capital SA                                                          | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       76000 | PA      | $79114.63     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                          | Telefonica Emisiones SA                                                            | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $650801.80    | 0.05%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $131197.47    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      365000 | PA      | $342625.97    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30017.47     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56096.92     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      361000 | PA      | $374817.11    | 0.03%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                        | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32945.43     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       78000 | PA      | $80329.70     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Terawulf, Inc.                                                   | Terawulf, Inc.                                                                     | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      705000 | PA      | $1073362.50   | 0.08%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Terawulf, Inc.                                                   | Terawulf, Inc.                                                                     | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      895000 | PA      | $981457.00    | 0.08%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Theorem Funding Trust                                            | Theorem Funding Trust, Series 2022-2A, Class B                                     | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1166505 | PA      | $1168702.48   | 0.09%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp.                                                   | TopBuild Corp.                                                                     | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44376.28     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                     | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1409211.44   | 0.11%             | 2031-10-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International SA                                             | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      310000 | PA      | $212327.49    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                         | TotalEnergies Capital SA                                                           | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $288150.66    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2019-HY1, Class M2                               | CUSIP: 89177EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $253090.34    | 0.02%             | 2048-10-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2026-FIX1, Class A1                              | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |      765087 | PA      | $770033.93    | 0.06%             | 2065-12-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2026-CES2, Class A1A                             | CUSIP: 89190MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480000 | PA      | $1479692.16   | 0.11%             | 2066-02-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                                | Transcanada Trust, Series 16-A                                                     | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      810000 | PA      | $811766.61    | 0.06%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31842.61     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       32000 | PA      | $33151.74     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                     | Genesys Cloud Services, Inc., 1st Lien Term Loan                                   | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      398992 | PA      | $366075.57    | 0.03%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                    | Transocean International Ltd.                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       35000 | PA      | $36444.59     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                         | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      546274 | PA      | $539674.61    | 0.04%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                  | Transocean Titan Financing Ltd.                                                    | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       20429 | PA      | $20883.34     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Co., Inc.                                           | Boxer Parent Co., Inc., 1st Lien Term Loan                                         | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      496325 | PA      | $455715.69    | 0.04%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                    | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       99250 | PA      | $99148.77     | 0.01%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TriMas Corp.                                                     | TriMas Corp.                                                                       | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111004.77    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                        | Trinidad Generation UnLtd                                                          | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      351000 | PA      | $369336.24    | 0.03%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                         | Trinity Industries, Inc.                                                           | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133748.16    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TRTX Issuer Ltd.                                                 | TRTX Issuer Ltd., Series 2025-FL6, Class A                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1202734.80   | 0.09%             | 2042-09-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      245000 | PA      | $265887.62    | 0.02%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $1073913.11   | 0.08%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      859000 | PA      | $918999.20    | 0.07%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      195000 | PA      | $206903.50    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                             | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1093435.69   | 0.08%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      726000 | PA      | $777546.00    | 0.06%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1454000 | PA      | $1444490.84   | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      962000 | PA      | $950215.50    | 0.07%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                | Turkiye Ihracat Kredi Bankasi A/S                                                  | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      429000 | PA      | $431145.00    | 0.03%             | 2030-10-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S                                | Turkiye Ihracat Kredi Bankasi A/S                                                  | CUSIP: 90015LAM9<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      345000 | PA      | $345690.00    | 0.03%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                     | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      761000 | PA      | $761410.18    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                       | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      818000 | PA      | $956645.27    | 0.07%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                       | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      940000 | PA      | $1024666.58   | 0.08%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99579.30     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc., Series 2028                                               | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1328162.50   | 0.10%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      150000 | PA      | $143040.53    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1109905.50   | 0.09%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Auto Funding                                                  | US Auto Funding, Series 2021-1A, Class C                                           | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      538886 | PA      | $426201.82    | 0.03%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                     | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      493331 | PA      | $492270.22    | 0.04%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                      | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      720000 | PA      | $716093.46    | 0.06%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      260000 | PA      | $202262.99    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding, Inc.                                   | Vista Management Holding, Inc., 1st Lien Term Loan                                 | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      145759 | PA      | $145850.58    | 0.01%             | 2031-04-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd., 1st Lien Term Loan                                                | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       99500 | PA      | $96791.61     | 0.01%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                   | United Airlines Holdings, Inc.                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75540.99     | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1378000 | PA      | $862628.00    | 0.07%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      215000 | PA      | $225230.13    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      232000 | PA      | $233891.64    | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                         | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      285000 | PA      | $302550.64    | 0.02%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       35000 | PA      | $29363.09     | 0.00%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90001.73     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123264.36    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      140000 | PA      | $148143.29    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                           | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      178000 | PA      | $163374.29    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      323000 | PA      | $334527.87    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1085000 | PA      | $1131470.55   | 0.09%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                                 | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      570000 | PA      | $581149.94    | 0.05%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Veeco Instruments, Inc.                                          | Veeco Instruments, Inc.                                                            | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1430039.50   | 0.11%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                         | VCAT LLC, Series 2025-NPL3, Class A1                                               | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      457869 | PA      | $458967.19    | 0.04%             | 2055-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                     | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690112 | PA      | $686374.27    | 0.05%             | 2052-06-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-1, Class A                     | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      213791 | PA      | $207526.28    | 0.02%             | 2049-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-3, Class A                     | CUSIP: 92257HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446121 | PA      | $436988.61    | 0.03%             | 2049-10-25      | Variable      | 3.03%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2018-2, Class A                     | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360390 | PA      | $354443.91    | 0.03%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class A                     | CUSIP: 92259KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1799628 | PA      | $1816280.92   | 0.14%             | 2052-08-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class AFX                   | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481229 | PA      | $448886.60    | 0.03%             | 2050-02-25      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                   | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      740000 | PA      | $747109.42    | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23599.96     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      101000 | PA      | $108327.85    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      234000 | PA      | $247908.73    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196784.68    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-6, Class A1                                | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1678727 | PA      | $1507184.25   | 0.12%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-2, Class A1                                | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1026681 | PA      | $1023811.45   | 0.08%             | 2068-03-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-4, Class A1                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      908015 | PA      | $907436.92    | 0.07%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Viavi Solutions, Inc.                                            | Viavi Solutions, Inc.                                                              | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      660000 | PA      | $1461075.00   | 0.11%             | 2031-03-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                                | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      249000 | PA      | $254019.84    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160465.53    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                     | Vistra Corp.                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116376.90    | 0.01%             | 2026-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1550770.89   | 0.12%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1026236.78   | 0.08%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      252000 | PA      | $265109.04    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      555000 | PA      | $588365.49    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248718.72    | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2012.66      | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |        3000 | PA      | $3006.35      | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      885000 | PA      | $891126.86    | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                       | VistaJet Malta Finance plc                                                         | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51570.40     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                           | Crown Finance US, Inc., 1st Lien Term Loan                                         | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      297008 | PA      | $288150.74    | 0.02%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                            | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209776.48    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                    | VoltaGrid LLC                                                                      | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114861.03    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2022-1A, Class BR                                            | CUSIP: 92918UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3830000 | PA      | $3828395.23   | 0.30%             | 2035-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 3A2           | CUSIP: 929227Y91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63491 | PA      | $64915.24     | 0.01%             | 2033-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      180000 | PA      | $164249.83    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |      367000 | PA      | $313264.47    | 0.02%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                                     | Wix.com Ltd.                                                                       | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     1056000 | PA      | $871939.20    | 0.07%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      210000 | PA      | $201166.67    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                              | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       77000 | PA      | $77895.28     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                              | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24435.60     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                            | Wabash National Corp.                                                              | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      375000 | PA      | $345438.38    | 0.03%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                | Chariot Buyer LLC, 1st Lien Term Loan                                              | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      566948 | PA      | $564629.64    | 0.04%             | 2032-09-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |       83000 | PA      | $86607.24     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                               | Neon Maple US Debt Mergersub, Inc., 1st Lien Term Loan B-1                         | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      297754 | PA      | $289657.83    | 0.02%             | 2031-11-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sanmina Corp.                                                    | Sanmina Corp., 1st Lien Term Loan B-1                                              | CUSIP: 80105GAP5<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |      500000 | PA      | $501250.00    | 0.04%             | 2032-10-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., 1st Lien Term Loan B                                    | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      125611 | PA      | $125375.89    | 0.01%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., 1st Lien Term Loan C                                    | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       22984 | PA      | $22940.66     | 0.00%             | 2030-08-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC, 1st Lien Term Loan                                                   | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |      297674 | PA      | $295688.93    | 0.02%             | 2032-08-18      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Icon Parent I, Inc.                                              | Icon Parent I, Inc., 1st Lien Term Loan                                            | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      990880 | PA      | $936173.66    | 0.07%             | 2031-11-13      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Wayfair, Inc.                                                    | Wayfair, Inc.                                                                      | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      825000 | PA      | $1096012.50   | 0.08%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      307000 | PA      | $317266.69    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       93000 | PA      | $97799.74     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219126.93    | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Altafiber Virginia LLC                                           | Altafiber Virginia LLC, 1st Lien Term Loan B-5                                     | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      430000 | PA      | $428925.00    | 0.03%             | 2028-11-23      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC, 1st Lien Term Loan B-5                                 | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      250000 | PA      | $250052.50    | 0.02%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                   | NCR Atleos LLC, 1st Lien Term Loan B                                               | CUSIP: 63001PAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      107041 | PA      | $106773.71    | 0.01%             | 2029-04-16      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                             | Varsity Brands, Inc., 1st Lien Term Loan                                           | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      617200 | PA      | $615274.34    | 0.05%             | 2031-08-26      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                                | Weekley Homes LLC                                                                  | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $123379.50    | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1402712.60   | 0.11%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2813982.07   | 0.22%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2798000 | PA      | $2944257.08   | 0.23%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1215107.26   | 0.09%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1084155.31   | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2103459.50   | 0.16%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                  | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      740000 | PA      | $780439.52    | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                               | Dayforce Bidco LLC, 1st Lien Term Loan                                             | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      269266 | PA      | $247533.60    | 0.02%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                   | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      700000 | PA      | $655106.40    | 0.05%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                 | Welltower OP LLC                                                                   | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      410000 | PA      | $401284.40    | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                              | Wendy's Funding LLC, Series 2025-1A, Class A2I                                     | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     1650000 | PA      | $1682377.13   | 0.13%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      208000 | PA      | $213830.03    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26006.73     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44832.70     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43922.12     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                  | Western Funding Auto Loan Trust, Series 2025-1, Class A                            | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1285000 | PA      | $1300409.21   | 0.10%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                                  | Western Funding Auto Loan Trust, Series 2025-1, Class D                            | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $358290.63    | 0.03%             | 2036-01-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-3A, Class D                     | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1265000 | PA      | $1296586.92   | 0.10%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-3A, Class D                     | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2135285.67   | 0.17%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-1A, Class D                     | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      544000 | PA      | $558200.41    | 0.04%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AWS Claire's LLC                                                 | AWS Claire's LLC, 1st Lien Term Loan                                               | CUSIP: 05455VAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73903 | PA      | $73902.84     | 0.01%             | 2030-09-18      | Variable      | 10.00%                | No            |                  3 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                              | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $250140.47    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                                      | PAREXEL International Corp., 1st Lien Term Loan                                    | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      249239 | PA      | $246123.49    | 0.02%             | 2031-12-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134283.11    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23829.08     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                              | LSF12 Crown US Commercial Bidco LLC, 1st Lien Term Loan                            | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      349749 | PA      | $349399.55    | 0.03%             | 2031-12-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                          | Belron Finance 2019 LLC, 1st Lien Term Loan B                                      | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      219715 | PA      | $219622.41    | 0.02%             | 2031-10-16      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                              | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      103520 | PA      | $99249.48     | 0.01%             | 2031-02-03      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc., 1st Lien Term Loan B                                       | CUSIP: 64069JAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $282075.00    | 0.02%             | 2033-01-28      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                 | WULF Compute LLC                                                                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      663000 | PA      | $702126.28    | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $105599.13    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $153185.70    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      465000 | PA      | $487312.10    | 0.04%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Xerox Corp.                                                      | Xerox Corp.                                                                        | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $32400.00     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                             | Xerox Holdings Corp.                                                               | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       81000 | PA      | $23109.06     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                      | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      703517 | PA      | $748454.25    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1236050.00   | 0.10%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10319 | NS      | $93386.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SSB Equipment Co., Inc.                                          | SSB Equipment Co., Inc.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       10319 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Altice France Sa                                                 | Altice France Sa                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        8657 | NS      | $168872.39    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Escrow Rite Aid                                                  | Escrow Rite Aid                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       14602 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Labl  dec26                                                      | Labl  dec26                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       14587 | PA      | $14501.91     | 0.00%             | 2026-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Australian Dollar                                                | Australian Dollar                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      710933 | OU      | $505935.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co.                                             | General Electric Co.                                                               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      116000 | PA      | $144825.18    | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                | Lebanese Republic                                                                  | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1280000 | PA      | $373120.00    | 0.03%             | 2020-03-09      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                            | Heathrow Funding Ltd.                                                              | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      500000 | PA      | $674366.23    | 0.05%             | 2041-05-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   129670000 | PA      | $7434933.11   | 0.58%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                               | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      515000 | PA      | $500420.35    | 0.04%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                     | Peru LNG Srl                                                                       | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |      846863 | PA      | $822931.99    | 0.06%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                       | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      998000 | PA      | $954686.80    | 0.07%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $483915.49    | 0.04%             | 2078-10-03      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen International Finance NV                              | Volkswagen International Finance NV                                                | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $722312.34    | 0.06%             | 2028-06-27      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pro-Gest SpA                                                     | Pro-Gest SpA                                                                       | CUSIP: N/A<br>LEI: 815600EDD04F9C60D660       | Long             | DBT              | CORP              | IT        |      350000 | PA      | $185068.10    | 0.01%             | 2024-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                       | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |      615000 | PA      | $619674.00    | 0.05%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CFAMC III Co. Ltd.                                               | CFAMC III Co. Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      880000 | PA      | $879340.00    | 0.07%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                       | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      562000 | PA      | $573273.72    | 0.04%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VF Corp.                                                         | VF Corp.                                                                           | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      200000 | PA      | $223357.61    | 0.02%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      495000 | PA      | $485735.26    | 0.04%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                               | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $469797.31    | 0.04%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                          | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      560000 | PA      | $666400.66    | 0.05%             | 2040-10-17      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      150000 | PA      | $174458.41    | 0.01%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $589932.71    | 0.05%             | 2032-01-15      | Variable      | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1056618.72   | 0.08%             | 2026-06-01      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                        | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |      550000 | PA      | $639853.91    | 0.05%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                  | MV24 Capital BV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      535097 | PA      | $544657.55    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                           | Brightstar Lottery plc                                                             | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $234041.18    | 0.02%             | 2028-04-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Ziggo Bond Co. BV                                                | Ziggo Bond Co. BV                                                                  | CUSIP: N/A<br>LEI: 213800JYI4P7V5QDOG59       | Long             | DBT              | CORP              | NL        |      621000 | PA      | $649886.33    | 0.05%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Africa Finance Corp.                                             | Africa Finance Corp.                                                               | CUSIP: N/A<br>LEI: 213800LXFHRRXIJRXW97       | Long             | DBT              | NUSS              | US        |     1130000 | PA      | $1093625.30   | 0.08%             | 2029-10-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Lune Holdings SARL                                               | Lune Holdings SARL                                                                 | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |      244000 | PA      | $8650.54      | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Versuni Group BV                                                 | Versuni Group BV                                                                   | CUSIP: N/A<br>LEI: 549300NZZFLYK83VVT71       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116368.06    | 0.01%             | 2028-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| NGG Finance plc                                                  | NGG Finance plc                                                                    | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      518000 | PA      | $603500.33    | 0.05%             | 2082-09-05      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| INEOS Styrolution Ludwigshafen GmbH                              | INEOS Styrolution Ludwigshafen GmbH                                                | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232108.66    | 0.02%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                          | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |      366000 | PA      | $287767.50    | 0.02%             | 2050-02-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                            | Japan Government Bond                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1233550000 | PA      | $7309829.39   | 0.57%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                           | BP Capital Markets plc                                                             | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1536080.00   | 0.12%             | 2026-03-22      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| New Immo Holding SA                                              | New Immo Holding SA                                                                | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236026.80    | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                       | Birkenstock Financing SARL                                                         | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $237830.94    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Herens Midco SARL                                                | Herens Midco SARL                                                                  | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $50538.64     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $696429.13    | 0.05%             | 2030-02-27      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                  | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      240000 | PA      | $283798.83    | 0.02%             | 2028-07-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UGI International LLC                                            | UGI International LLC                                                              | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |      296000 | PA      | $334413.93    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                       | Vmed O2 UK Financing I plc                                                         | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229457.76    | 0.02%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Iliad Holding SAS                                                                  | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      644000 | PA      | $771663.16    | 0.06%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                           | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      230000 | PA      | $244345.10    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2400000 | PA      | $2302775.06   | 0.18%             | 2031-03-01      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                 | Guara Norte SARL                                                                   | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |      555434 | PA      | $544260.60    | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mundys SpA                                                       | Mundys SpA                                                                         | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      370000 | PA      | $429346.08    | 0.03%             | 2028-02-12      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ZF Finance GmbH                                                  | ZF Finance GmbH                                                                    | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118211.29    | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      390000 | PA      | $410904.00    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                               | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      184778 | PA      | $225928.79    | 0.02%             | 2028-05-15      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                              | Graphic Packaging International LLC                                                | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |      105000 | PA      | $120697.57    | 0.01%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Agrifarma SpA                                                    | Agrifarma SpA                                                                      | CUSIP: N/A<br>LEI: 815600F89DA538E88804       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $474566.73    | 0.04%             | 2028-10-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Alpek SAB de CV                                                  | Alpek SAB de CV                                                                    | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |     1180000 | PA      | $957115.70    | 0.07%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                        | Loxam SAS                                                                          | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      171000 | PA      | $202187.66    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                                           | AXA SA                                                                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $320244.39    | 0.02%             | 2042-07-10      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                     | Phoenix PIB Dutch Finance BV                                                       | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $371716.40    | 0.03%             | 2029-07-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                         | Bayer AG, Series NC5                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $1006321.21   | 0.08%             | 2083-09-25      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rexel SA                                                         | Rexel SA                                                                           | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116310.18    | 0.01%             | 2028-12-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA, Series NC5.                                                                | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     1500000 | PA      | $1749259.12   | 0.14%             | 2082-03-14      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $229517.66    | 0.02%             | 2080-08-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                     | CTEC II GmbH                                                                       | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111920.14    | 0.01%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                                       | Renault SA                                                                         | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117736.80    | 0.01%             | 2027-06-02      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1730000 | PA      | $1678186.41   | 0.13%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 42329000000 | PA      | $2629379.26   | 0.20%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EC Finance plc                                                   | EC Finance plc                                                                     | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      120000 | PA      | $140091.10    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1229550 | PA      | $1115629.12   | 0.09%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      450000 | PA      | $547344.59    | 0.04%             | 2028-03-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                              | Rakuten Group, Inc.                                                                | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      210000 | PA      | $245066.83    | 0.02%             | 2027-04-22      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                             | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      130000 | PA      | $153745.63    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      580000 | PA      | $594645.00    | 0.05%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH                                                             | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $59132.94     | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $2353159.64   | 0.18%             | 2034-07-19      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      300000 | PA      | $349271.68    | 0.03%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance BV                              | Abertis Infraestructuras Finance BV                                                | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $242711.76    | 0.02%             | 2030-11-23      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                       | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      500000 | PA      | $574553.18    | 0.04%             | 2027-11-03      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      589000 | PA      | $588157.73    | 0.05%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                           | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1915439.77   | 0.15%             | 2027-06-29      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                              | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |      400000 | PA      | $470995.79    | 0.04%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |      417000 | PA      | $477785.25    | 0.04%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OI European Group BV                                             | OI European Group BV                                                               | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120823.98    | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Birkenstock Financing SARL                                       | Birkenstock Financing SARL                                                         | CUSIP: N/A<br>LEI: 5299004DSXRFOZZ5UG09       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $237830.94    | 0.02%             | 2029-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                           | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $457750.89    | 0.04%             | 2030-06-15      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Verisure Midholding AB                                           | Verisure Midholding AB                                                             | CUSIP: N/A<br>LEI: 549300496LYEZ55X1M49       | Long             | DBT              | CORP              | SE        |      599000 | PA      | $705392.56    | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                   | Braskem Netherlands Finance BV                                                     | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      570000 | PA      | $235125.00    | 0.02%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Amber Finco plc                                                  | Amber Finco plc                                                                    | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      361000 | PA      | $445238.31    | 0.03%             | 2029-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                        | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $806504.00    | 0.06%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                         | Enel SpA                                                                           | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     1800000 | PA      | $2110540.22   | 0.16%             | 2026-12-10      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA                                          | EnfraGen Energia Sur SA                                                            | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |     1018000 | PA      | $956920.00    | 0.07%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Novelis Sheet Ingot GmbH                                         | Novelis Sheet Ingot GmbH                                                           | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |      270000 | PA      | $314915.75    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    60550000 | PA      | $3105209.21   | 0.24%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                          | Lorca Telecom Bondco SA                                                            | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |       14894 | PA      | $17614.81     | 0.00%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Adler Pelzer Holding GmbH                                        | Adler Pelzer Holding GmbH                                                          | CUSIP: N/A<br>LEI: 984500950ABB2CB7E742       | Long             | DBT              | CORP              | DE        |      206000 | PA      | $233705.46    | 0.02%             | 2027-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                          | Volkswagen Leasing GmbH                                                            | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     1400000 | PA      | $1555374.10   | 0.12%             | 2029-01-12      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $595231.00    | 0.05%             | 2027-12-03      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Azelis Finance NV                                                | Azelis Finance NV                                                                  | CUSIP: N/A<br>LEI: 699400J0P7A5VXKGK641       | Long             | DBT              | CORP              | BE        |      300000 | PA      | $359882.22    | 0.03%             | 2028-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                            | Heathrow Funding Ltd.                                                              | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     1400000 | PA      | $1518836.47   | 0.12%             | 2030-10-08      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                            | WMG Acquisition Corp.                                                              | CUSIP: N/A<br>LEI: 549300NAS11NXI33CP80       | Long             | DBT              | CORP              | US        |      110000 | PA      | $124460.94    | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                              | Dolcetto Holdco SpA                                                                | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      150000 | PA      | $181127.82    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                               | Istanbul Metropolitan Municipality                                                 | CUSIP: N/A<br>LEI: 213800T1VDQSNKA2MD76       | Long             | DBT              | NUSS              | TR        |      480000 | PA      | $528211.20    | 0.04%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Neopharmed Gentili SpA                                           | Neopharmed Gentili SpA                                                             | CUSIP: N/A<br>LEI: 815600C8FD3DCB866E50       | Long             | DBT              | CORP              | IT        |      208000 | PA      | $255469.77    | 0.02%             | 2030-04-08      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                               | eircom Finance DAC                                                                 | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      300000 | PA      | $361411.40    | 0.03%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1301919.96   | 0.10%             | 2030-06-11      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                            | 888 Acquisitions Ltd.                                                              | CUSIP: N/A<br>LEI: 254900RFD0BP3JOPZU89       | Long             | DBT              | CORP              | GI        |      160000 | PA      | $180314.94    | 0.01%             | 2028-07-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $648101.10    | 0.05%             | 2032-05-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                          | Kaixo Bondco Telecom SA                                                            | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      335000 | PA      | $399929.67    | 0.03%             | 2029-09-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AI Candelaria -spain- SA                                         | AI Candelaria -spain- SA                                                           | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |      642000 | PA      | $572736.23    | 0.04%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $597818.70    | 0.05%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   120760000 | PA      | $6709297.14   | 0.52%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Congolese International Bond                                     | Republic of Congo (The)                                                            | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |      700000 | PA      | $647500.00    | 0.05%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| RAC Bond Co. plc                                                 | RAC Bond Co. plc                                                                   | CUSIP: N/A<br>LEI: 2138008FCM2SUNLC7B21       | Long             | DBT              | CORP              | GB        |      308000 | PA      | $413988.35    | 0.03%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland                                               | Republic of Poland                                                                 | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |    20313321 | PA      | $5342225.23   | 0.41%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 25832000000 | PA      | $1601639.32   | 0.12%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                           | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $258163.03    | 0.02%             | 2028-09-06      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       20000 | PA      | $24517.56     | 0.00%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                               | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $887489.56    | 0.07%             | 2030-02-03      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 14326300000 | PA      | $3699331.69   | 0.29%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                               | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      230000 | PA      | $294396.87    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                                                   | Czech Republic                                                                     | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |   119190000 | PA      | $5492229.54   | 0.43%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                     | Rossini SARL                                                                       | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      419000 | PA      | $516760.09    | 0.04%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                               | Telecom Italia SpA                                                                 | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      380000 | PA      | $496427.13    | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      781000 | PA      | $960110.42    | 0.07%             | 2029-01-17      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                | Chile Electricity Lux Mpc II Sarl                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |      234601 | PA      | $242577.64    | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Commerzbank AG                                                   | Commerzbank AG                                                                     | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $269020.07    | 0.02%             | 2031-10-09      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                 | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $631417.50    | 0.05%             | 2029-09-23      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB                                              | Verisure Holding AB                                                                | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      192000 | PA      | $233934.82    | 0.02%             | 2030-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                                | Iliad Holding SAS                                                                  | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      364000 | PA      | $457904.21    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CT Investment GmbH                                               | CT Investment GmbH                                                                 | CUSIP: N/A<br>LEI: 529900VYBTC7HKBCNB72       | Long             | DBT              | CORP              | DE        |      133000 | PA      | $161881.63    | 0.01%             | 2030-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      200000 | PA      | $243867.92    | 0.02%             | 2054-09-16      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Progroup AG                                                      | Progroup AG                                                                        | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $364061.54    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Valeo SE                                                         | Valeo SE                                                                           | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $485763.74    | 0.04%             | 2030-04-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                 | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     1065000 | PA      | $1161915.00   | 0.09%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $257823.42    | 0.02%             | 2084-08-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                            | Mex Bonos Desarr Fix Rt                                                            | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   252100000 | PA      | $14980383.05  | 1.16%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Honduras                                             | Republic of Honduras                                                               | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |      500000 | PA      | $580780.00    | 0.05%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                       | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     1400000 | PA      | $1817177.68   | 0.14%             | 2028-09-05      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe BV                                             | Telefonica Europe BV                                                               | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $391717.06    | 0.03%             | 2031-06-07      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     4700000 | PA      | $5657168.18   | 0.44%             | 2032-09-19      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government Bond                                                              | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1231000 | PA      | $1290715.32   | 0.10%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Grupo Antolin Irausa SA                                          | Grupo Antolin Irausa SA                                                            | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      102000 | PA      | $88838.23     | 0.01%             | 2030-01-30      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| OEG Finance plc                                                  | OEG Finance plc                                                                    | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      150000 | PA      | $186114.78    | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                    | Aroundtown SA                                                                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $236131.11    | 0.02%             | 2030-05-13      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Q-Park Holding I BV                                              | Q-Park Holding I BV                                                                | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      409000 | PA      | $497630.78    | 0.04%             | 2029-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                    | Cheplapharm Arzneimittel GmbH                                                      | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      160000 | PA      | $196897.14    | 0.02%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                      | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |      145000 | PA      | $171752.35    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                             | ZF Europe Finance BV                                                               | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $253916.93    | 0.02%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival plc                                                     | Carnival plc                                                                       | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | DBT              | CORP              | GB        |      367000 | PA      | $446019.91    | 0.03%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                             | Boots Group Finco LP                                                               | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $123011.11    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      883278 | PA      | $720763.33    | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                               | Pinnacle Bidco plc                                                                 | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |      264000 | PA      | $325847.88    | 0.03%             | 2028-10-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                 | Cirsa Finance International Sarl                                                   | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      148000 | PA      | $178345.10    | 0.01%             | 2031-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    53328069 | PA      | $1186511.30   | 0.09%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |   180966527 | PA      | $4170748.32   | 0.32%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                 | Grupo Nutresa SA                                                                   | CUSIP: N/A<br>LEI: 254900KKAX7B7RJUE255       | Long             | DBT              | CORP              | CO        |      504000 | PA      | $577590.10    | 0.04%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Veolia Environnement SA                                          | Veolia Environnement SA                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $378224.09    | 0.03%             | 2028-11-22      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                             | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      400000 | PA      | $482760.23    | 0.04%             | 2055-05-27      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                  | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      123000 | PA      | $131335.96    | 0.01%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| eircom Finance DAC                                               | eircom Finance DAC                                                                 | CUSIP: N/A<br>LEI: 254900NA4DUH50UERM85       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $122269.79    | 0.01%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                        | Alstom SA                                                                          | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $375421.63    | 0.03%             | 2029-05-29      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                        | Banijay Entertainment SAS                                                          | CUSIP: N/A<br>LEI: 969500CE0IE2EZ5VBG13       | Long             | DBT              | CORP              | FR        |      319000 | PA      | $389883.29    | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                    | Schaeffler AG                                                                      | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $376598.10    | 0.03%             | 2031-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Group SA                                                  | Ardagh Group SA                                                                    | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      610000 | PA      | $695943.54    | 0.05%             | 2030-12-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $768782.04    | 0.06%             | 2029-11-20      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                          | Hungary Government Bond                                                            | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     1000000 | PA      | $1210029.30   | 0.09%             | 2040-03-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 24496400000 | PA      | $5813651.22   | 0.45%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                            | Republic of Indonesia                                                              | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 96778000000 | PA      | $5898332.49   | 0.46%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                   | OTP Bank Nyrt.                                                                     | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | DBT              | CORP              | HU        |      873000 | PA      | $925652.81    | 0.07%             | 2035-07-30      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd., Series REG                                       | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      826378 | PA      | $113626.99    | 0.01%             | 2032-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Far East Horizon Ltd.                                            | Far East Horizon Ltd.                                                              | CUSIP: N/A<br>LEI: 549300S9XRGO1ZPUHE62       | Long             | DBT              | CORP              | HK        |      582000 | PA      | $586365.00    | 0.05%             | 2028-03-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PLT VII Finance SARL                                             | PLT VII Finance SARL                                                               | CUSIP: N/A<br>LEI: 894500SKZV4JDP64R249       | Long             | DBT              | CORP              | LU        |      302000 | PA      | $371791.13    | 0.03%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fressnapf Holding SE                                             | Fressnapf Holding SE                                                               | CUSIP: N/A<br>LEI: 529900NLSO3VLFW8JQ35       | Long             | DBT              | CORP              | DE        |      170000 | PA      | $203942.14    | 0.02%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                        | Forvia SE                                                                          | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      550000 | PA      | $681134.51    | 0.05%             | 2030-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                       | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      210000 | PA      | $246571.14    | 0.02%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                       | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      330000 | PA      | $456314.15    | 0.04%             | 2033-01-24      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $540000.00    | 0.04%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                             | IHO Verwaltungs GmbH                                                               | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      225000 | PA      | $287996.95    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                         | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123616.97    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                           | ASK Chemicals Deutschland Holding GmbH                                             | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |      144000 | PA      | $174093.10    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Aldar Properties PJSC                                            | Aldar Properties PJSC                                                              | CUSIP: N/A<br>LEI: 98450048CD8AEF13B480       | Long             | DBT              | CORP              | AE        |      230000 | PA      | $238438.70    | 0.02%             | 2055-04-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RCI Banque SA                                                    | RCI Banque SA                                                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $609371.25    | 0.05%             | 2037-03-24      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                    | Orbia Advance Corp. SAB de CV                                                      | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |      553000 | PA      | $556203.14    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Ontex Group NV                                                   | Ontex Group NV                                                                     | CUSIP: N/A<br>LEI: 549300AQESC6JJOPW253       | Long             | DBT              | CORP              | BE        |      160000 | PA      | $182999.05    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC                                                        | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      160000 | PA      | $193950.68    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                                 | Maxam Prill SARL                                                                   | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      170000 | PA      | $207037.01    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                         | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      140000 | PA      | $170248.60    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                            | Lottomatica Group Spa                                                              | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |      149000 | PA      | $181796.76    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                   | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      457317 | PA      | $520102.58    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                   | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      152439 | PA      | $181549.95    | 0.01%             | 2029-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Paprec Holding SA                                                | Paprec Holding SA                                                                  | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      111000 | PA      | $132660.91    | 0.01%             | 2030-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Viridien                                                         | Viridien                                                                           | CUSIP: N/A<br>LEI: 969500FCVQ5SLAAUJV59       | Long             | DBT              | CORP              | FR        |      116643 | PA      | $147260.66    | 0.01%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Benteler International AG                                        | Benteler International AG                                                          | CUSIP: N/A<br>LEI: 529900ZAFSOBVFCKF263       | Long             | DBT              | CORP              | AT        |      100000 | PA      | $126192.58    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                       | Essendi SA                                                                         | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $366016.20    | 0.03%             | 2032-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                            | BCP V Modular Services Finance II plc                                              | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      165000 | PA      | $182713.69    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                            | Nissan Motor Co. Ltd.                                                              | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $122376.81    | 0.01%             | 2029-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd., Series AI                                        | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      108270 | PA      | $9202.95      | 0.00%             | 2034-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                            | Silgan Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      195000 | PA      | $233578.52    | 0.02%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                          | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |      781000 | PA      | $931135.07    | 0.07%             | 2034-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd., Series AI                                        | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     1815780 | PA      | $183101.05    | 0.01%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                 | Country Garden Holdings Co. Ltd., Series AI                                        | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |       58299 | PA      | $1603.35      | 0.00%             | 2034-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                           | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   139012000 | PA      | $9081273.45   | 0.70%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                         | Generali                                                                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      400000 | PA      | $491448.48    | 0.04%             | 2047-10-27      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cloverie plc for Zurich Insurance Co. Ltd.                       | Cloverie plc for Zurich Insurance Co. Ltd.                                         | CUSIP: N/A<br>LEI: 5493002N598MXOKUEF55       | Long             | DBT              | CORP              | IE        |     1770000 | PA      | $1771543.02   | 0.14%             | 2046-06-24      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunrise HoldCo IV BV                                             | Sunrise HoldCo IV BV                                                               | CUSIP: N/A<br>LEI: 213800G1DU7LKI6ZCD69       | Long             | DBT              | CORP              | NL        |      225000 | PA      | $265270.45    | 0.02%             | 2029-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                          | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      580000 | PA      | $574490.00    | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      600000 | PA      | $541200.00    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Belden, Inc.                                                     | Belden, Inc.                                                                       | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |      230000 | PA      | $271808.73    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                                  | Canadian Dollar                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |      537952 | OU      | $394378.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Canada 10 Year Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         222 | NC      | $129320.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombian Peso                                                   | Colombian Peso                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | CO        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Czech Repub. Kronas                                              | Czech Repub. Kronas                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     3052014 | OU      | $148819.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |         429 | NS      | $6864.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | Euro-Schatz                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        1411 | NC      | $357040.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                             | EURO                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     1196106 | OU      | $1413318.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -348 | NC      | $-117417.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Long Gilt                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          46 | NC      | $67785.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                    | British Pound                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      624084 | OU      | $841046.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Forint                                                 | Hungarian Forint                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |           1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-BTP                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         213 | NC      | $618212.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indian Rupee                                                     | Indian Rupee                                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | IN        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Japan 10 Year Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -58 | NC      | $-452251.32   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                                     | Japanese Yen                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     2758583 | OU      | $17664.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herens Midco Sarl                                                | Herens Midco Sarl                                                                  | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      138000 | PA      | $69743.31     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| New Mexican Pesos                                                | New Mexican Pesos                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |       19814 | OU      | $1150.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                         | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      130000 | PA      | $152571.97    | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Norwegian Krone                                                  | Norwegian Krone                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |          18 | OU      | $1.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                    | Nidda Healthcare Holding GmbH                                                      | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      140000 | PA      | $171303.62    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                         | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121606.15    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Punch Finance plc                                                | Punch Finance plc                                                                  | CUSIP: N/A<br>LEI: 2138006IJRIU1Q5DN388       | Long             | DBT              | CORP              | GB        |      115000 | PA      | $159547.02    | 0.01%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| eDreams ODIGEO SA                                                | eDreams ODIGEO SA                                                                  | CUSIP: N/A<br>LEI: 959800Y8LQ5MR2YZ4N96       | Long             | DBT              | CORP              | ES        |      122000 | PA      | $125928.00    | 0.01%             | 2030-12-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                    | Cheplapharm Arzneimittel GmbH                                                      | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      123000 | PA      | $150171.02    | 0.01%             | 2031-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                       | Bellis Acquisition Co. plc                                                         | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      108000 | PA      | $121460.35    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      497000 | PA      | $596627.99    | 0.05%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Euro-Bobl                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         335 | NC      | $382388.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                               | Polish Zloty - New                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        6194 | OU      | $1733.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Bund                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -285 | NC      | $-618271.79   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -461 | NC      | $-97857.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -256 | NC      | $-126648.98   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Euro-Buxl 30 Year Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           4 | NC      | $10757.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -26 | NC      | $-38028.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -286 | NC      | $-192759.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      143000 | PA      | $175300.55    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -412 | NC      | $-707424.35   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown European Holdings SACA                                     | Crown European Holdings SACA                                                       | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |      113000 | PA      | $138960.98    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                      | INEOS Quattro Finance 2 plc                                                        | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      185000 | PA      | $183222.82    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Flora Food Management BV                                         | Flora Food Management BV                                                           | CUSIP: N/A<br>LEI: 2549002VGA888UKFKS25       | Long             | DBT              | CORP              | NL        |      119000 | PA      | $137751.27    | 0.01%             | 2029-07-02      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Australia 10 Year Bond                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         533 | NC      | $525416.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                          | Romania Government Bond                                                            | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $866273.79    | 0.07%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Holdings SA                                               | Ardagh Holdings SA                                                                 | CUSIP: 985923101<br>LEI: 6354006L1NWUUOPYX274 | Long             | EC               | CORP              | LU        |       16966 | NS      | $141582.12    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                    | Notas do Tesouro Nacional                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    15000000 | PA      | $2377269.02   | 0.18%             | 2037-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Republic of North Macedonia                                      | Republic of North Macedonia                                                        | CUSIP: N/A<br>LEI: 635400RD1N6RVNCE4958       | Long             | DBT              | NUSS              | MK        |      566000 | PA      | $664505.37    | 0.05%             | 2034-01-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                             | CUSIP: 221602AE5<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1000000 | PA      | $1234311.18   | 0.10%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| South African Rand                                               | South African Rand                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |       17531 | OU      | $1100.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer