# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0002071691-26-005106
**Filing Date:** 2026-2
**Character Count:** 378534
**Document Hash:** 67d1d23e3ffbb6ba3e7e5d2dba4701e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005106.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0002071691-26-005106

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 26694101

**BUSINESS ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1345 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### 1290 VT DoubleLine Opportunistic Bond Portfolio (Series ID: S000048890)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000153795 | Class IB     |  |
| C000153796 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1345 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10105

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** 1290 VT DoubleLine Opportunistic Bond Portfolio

- **b. EDGAR series identifier (if any):** S000048890

- **c. LEI of Series:** 549300IMDNYGRWBIDG58

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $525014856.02

**Total Liabilities:** $4141906.48

**Net Assets:** $520872949.54

**Cash Not Reported:** $4512530.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 95.62000000 | **1-Year:** 3912.88000000 | **5-Year:** 19032.17000000 | **10-Year:** 47591.85000000 | **30-Year:** 86682.81000000

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

- **3-Month:** 0.00000000 | **1-Year:** 866.31000000 | **5-Year:** 6491.39000000 | **10-Year:** 15580.17000000 | **30-Year:** 1582.45000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153795 | 0.56%                | 0.55%                | -0.09%               |
| Class ID C000153796 | 0.56%                | 0.66%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12004.54               | $1017836.34                                |
| Month 2  | $-213576.51              | $1674611.40                                |
| Month 3  | $365947.82               | $-2637237.86                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AASET Ltd.                                                       | AASET Ltd., Series 2025-2A, Class A                                             | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481858 | PA      | $485043.60    | 0.09%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas, Inc.                                                  | AEP Texas, Inc.                                                                 | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172782.32    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES Espana BV                                                    | AES Espana BV                                                                   | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197088.00    | 0.04%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                                      | APH Somerset Investor 2 LLC                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80926.40     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT Ltd.                                                       | AREIT Ltd., Series 2024-CRE9, Class B                                           | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399002.80    | 0.08%             | 2041-05-17      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500745.55    | 0.10%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    825000 | PA      | $554005.40    | 0.11%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAR Escrow Issuer LLC                                            | AAR Escrow Issuer LLC                                                           | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119072.15    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AASET Trust                                                      | AASET Trust, Series 2024-1A, Class B                                            | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817000 | PA      | $830488.84    | 0.16%             | 2049-05-16      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                    | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    303000 | PA      | $274185.09    | 0.05%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                    | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165024.75    | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC                                                                    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164443.20    | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101000.00    | 0.02%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                         | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $245781.25    | 0.05%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                 | Adani International Container Terminal Pvt. Ltd.                                | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    229500 | PA      | $211128.53    | 0.04%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    225000 | PA      | $230055.82    | 0.04%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                      | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    310000 | PA      | $324725.00    | 0.06%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                                | Affirm Asset Securitization Trust, Series 2024-A, Class A                       | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $525851.39    | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Ltd.                                                   | Aircastle Ltd.                                                                  | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    284000 | PA      | $289692.44    | 0.06%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                  | Aligned Data Centers Issuer LLC, Series 2021-1A, Class B                        | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $982544.50    | 0.19%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp.                                             | Alliant Energy Corp.                                                            | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148255.00    | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                | Alliant Holdings Intermediate LLC                                               | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113357.20    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295078.00    | 0.06%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $57225.00     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-19CB, Class A15                             | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360673 | PA      | $199449.83    | 0.04%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                           | Amentum Holdings, Inc.                                                          | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84154.40     | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549627.49    | 0.11%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                         | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99156.33     | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86315.80     | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56038.40     | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                            | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    612000 | PA      | $630596.72    | 0.12%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                         | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    411000 | PA      | $423944.28    | 0.08%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                            | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695203.11    | 0.13%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $77740.23     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                            | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    141000 | PA      | $147804.69    | 0.03%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                     | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    407000 | PA      | $397926.46    | 0.08%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                   | Amphenol Corp.                                                                  | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206288.48    | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                                   | AngloGold Ashanti Holdings plc                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $485349.60    | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                            | Elevance Health, Inc.                                                           | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     82000 | PA      | $68158.54     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                    | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106849.06    | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                                   | AppLovin Corp.                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    143000 | PA      | $148196.62    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195536.60    | 0.04%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Aris Mining Corp.                                                | Aris Mining Corp.                                                               | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208686.00    | 0.04%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                       | Arizona Public Service Co.                                                      | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    593000 | PA      | $603850.48    | 0.12%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                          | Arrow Electronics, Inc.                                                         | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    283000 | PA      | $289549.67    | 0.06%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                         | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172838.62    | 0.03%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                            | Ashtead Capital, Inc.                                                           | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    243000 | PA      | $251087.45    | 0.05%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ABFC Trust                                                       | ABFC Trust, Series 2007-WMC1, Class A1A                                         | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2234192 | PA      | $1612304.56   | 0.31%             | 2037-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                           | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    233000 | PA      | $236881.57    | 0.05%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                           | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147903.99    | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                            | Athene Global Funding                                                           | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164344.44    | 0.03%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corp.                                                  | Atlassian Corp.                                                                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239294.91    | 0.05%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                  | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    274000 | PA      | $282611.79    | 0.05%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                       | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    212000 | PA      | $217003.62    | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                            | Avilease Capital Ltd.                                                           | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    303000 | PA      | $301085.04    | 0.06%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                    | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    258000 | PA      | $266991.30    | 0.05%             | 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        |    309000 | PA      | $320124.00    | 0.06%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                              | Azorra Finance Ltd.                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $198893.90    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2020-C6, Class F5TC                                | CUSIP: 05492TBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644000 | PA      | $416367.64    | 0.08%             | 2053-02-15      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C9, Class A5                                  | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668000 | PA      | $601749.36    | 0.12%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $482645.23    | 0.09%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BDS LLC                                                          | BDS LLC, Series 2022-FL11, Class B                                              | CUSIP: 054980AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501060.60    | 0.10%             | 2039-03-19      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class C            | CUSIP: 05523GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516000 | PA      | $269074.91    | 0.05%             | 2034-08-14      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $213390.13    | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    283000 | PA      | $295047.51    | 0.06%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class XD                                 | CUSIP: 05552XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9899000 | PA      | $521041.78    | 0.10%             | 2054-11-15      | Variable      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2021-C12, Class A5                                 | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653000 | PA      | $585900.14    | 0.11%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2024-5C29, Class A3                                | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $541748.78    | 0.10%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2024-5C6, Class A3                                   | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527000 | PA      | $542806.79    | 0.10%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust, Series 2019-OC11, Class D                                             | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $333320.23    | 0.06%             | 2041-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| BSPRT Issuer Ltd.                                                | BSPRT Issuer Ltd., Series 2023-FL10, Class B                                    | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $530982.36    | 0.10%             | 2035-09-15      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                     | Bain Capital Credit CLO Ltd., Series 2023-2A, Class A1R                         | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002467.00   | 0.19%             | 2038-07-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                     | Balboa Bay Loan Funding Ltd., Series 2025-2A, Class A1                          | CUSIP: 057915AA8<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.19%             | 2039-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2005-6, Class 1A8                         | CUSIP: 05946XM83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143459 | PA      | $121250.27    | 0.02%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2007-5, Class 3A1                         | CUSIP: 059523AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1228671 | PA      | $1043647.50   | 0.20%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                   | Banc of America Mortgage Trust, Series 2007-3, Class 2A8                        | CUSIP: 05954CAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705194 | PA      | $1443995.34   | 0.28%             | 2037-09-25      | Fixed         | 7.00%                 | 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        |    198101 | PA      | $208105.59    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $212905.44    | 0.04%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    227000 | PA      | $236727.63    | 0.05%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    248000 | PA      | $258426.47    | 0.05%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                           | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154773.75    | 0.03%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                             | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    254000 | PA      | $262702.88    | 0.05%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2022-BNK39, Class AS                                               | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $481973.52    | 0.09%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2022-BNK39, Class E                                                | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $116980.15    | 0.02%             | 2055-02-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN35, Class A5                                                | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $304619.81    | 0.06%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2021-BN37, Class C                                                 | CUSIP: 06540LBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $327636.90    | 0.06%             | 2064-11-15      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2019-BN23, Class A3                                                | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $520824.76    | 0.10%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK                                                             | BANK, Series 2017-BNK5, Class B                                                 | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $542362.76    | 0.10%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR10, Class AS                                              | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526000 | PA      | $540687.08    | 0.10%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2025-5YR18, Class A3                                              | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $483140.92    | 0.09%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK5                                                            | BANK5, Series 2024-5YR9, Class A3                                               | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $550610.55    | 0.11%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    301000 | PA      | $308328.66    | 0.06%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp.                                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $250350.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35076.00     | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                        | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5025.00      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd.                                          | Bayswater Park CLO Ltd., Series 2023-1A, Class A1R                              | CUSIP: 072929AQ5<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.19%             | 2039-01-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Bell Canada                                                      | Bell Canada                                                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $177375.00    | 0.03%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2019-B13, Class A3                             | CUSIP: 08162DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $498249.20    | 0.10%             | 2057-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2021-B23, Class XA                             | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4784137 | PA      | $223451.24    | 0.04%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2022-B32, Class AS                             | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $461883.87    | 0.09%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V10, Class A3                             | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $545333.43    | 0.10%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V15, Class AS                             | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $317003.15    | 0.06%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V18, Class AS                             | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $485118.70    | 0.09%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V16, Class A3                             | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $166278.90    | 0.03%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.                           | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR               | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000006.00   | 0.19%             | 2038-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 46 Ltd.                              | Benefit Street Partners CLO 46 Ltd., Series 2025-46A, Class A                   | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.10%             | 2039-01-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A2                              | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528000 | PA      | $548218.28    | 0.11%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V8, Class A3                              | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $479548.71    | 0.09%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V9, Class A3                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528000 | PA      | $548265.43    | 0.11%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2024-V11, Class A3                             | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239000 | PA      | $251044.19    | 0.05%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                         | Benchmark Mortgage Trust, Series 2025-V17, Class A3                             | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $484735.08    | 0.09%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                    | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    276000 | PA      | $284673.88    | 0.05%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                | Black Hills Corp.                                                               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    268000 | PA      | $285524.98    | 0.05%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd.                         | Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class B               | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273653 | PA      | $1224080.20   | 0.24%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Block Financial LLC                                              | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    312000 | PA      | $314528.32    | 0.06%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  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        |    516000 | PA      | $538025.36    | 0.10%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2025-5C12, Class AS                                  | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $483380.58    | 0.09%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO Mortgage Trust, Series 2025-5C11, Class AS                                  | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459000 | PA      | $479199.63    | 0.09%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Federative Republic of Brazil                                                   | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $145300.00    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO II Ltd.                                        | Bridge Street CLO II Ltd., Series 2021-1A, Class A1A                            | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500515.50    | 0.10%             | 2034-07-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                  | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    722000 | PA      | $587070.98    | 0.11%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                              | Brown & Brown, Inc.                                                             | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128417.04    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                             | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98678.40     | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings                                   | Buffalo Energy Mexico Holdings                                                  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    397964 | PA      | $434899.53    | 0.08%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243067.55    | 0.05%             | 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        |    100000 | PA      | $104586.00    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                        | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    349000 | PA      | $341858.76    | 0.07%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $379778.66    | 0.07%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99779.75     | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143296.50    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51037.50     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $95943.75     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| CCL Industries, Inc.                                             | CCL Industries, Inc.                                                            | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $288666.51    | 0.06%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: —       |
| CENT Trust                                                       | CENT Trust, Series 2025-CITY, Class A                                           | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $315377.77    | 0.06%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                            | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65C               | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502000 | PA      | $50200.00     | 0.01%             | 2052-05-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2016-C6, Class B                        | CUSIP: 12532ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $854399.70    | 0.16%             | 2049-11-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust, Series 2017-C8, Class B                        | CUSIP: 12532CBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514000 | PA      | $498947.72    | 0.10%             | 2050-06-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                  | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109696.40    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-21, Class A2                       | CUSIP: 12543PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628181 | PA      | $703176.57    | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-14, Class A18                      | CUSIP: 12544DAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1359023 | PA      | $646271.51    | 0.12%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 1A1                     | CUSIP: 12544EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115355 | PA      | $107533.12    | 0.02%             | 2037-04-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-HY1, Class 2A1                     | CUSIP: 12544EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46329 | PA      | $41430.11     | 0.01%             | 2037-03-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                             | CLI Funding VIII LLC, Series 2021-1A, Class A                                   | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    475452 | PA      | $441293.66    | 0.08%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CitiMortgage Alternative Loan Trust                              | CitiMortgage Alternative Loan Trust, Series 2007-A2, Class 1A4                  | CUSIP: 12566UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899238 | PA      | $815991.01    | 0.16%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VII Ltd.                                       | CIFC Funding 2025-VII Ltd., Series 2025-7A, Class D1                            | CUSIP: 12575VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500296.50    | 0.10%             | 2039-01-22      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp.                                                 | CMS Energy Corp.                                                                | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150015.00    | 0.03%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2014-CR16, Class C                            | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $864921.51    | 0.17%             | 2047-04-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2016-DC2, Class XA                            | CUSIP: 12594CBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159612 | PA      | $9.83         | 0.00%             | 2049-02-10      | Variable      | 0.77%                 | No            |                  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        |   1332390 | PA      | $1339092.79   | 0.26%             | 2068-07-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL Commercial Mortgage Trust, Series 2015-C1, Class XA                       | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     75128 | PA      | $0.08         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                        | Commercial Mortgage Trust, Series 2015-DC1, Class C                             | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89917.05     | 0.02%             | 2048-02-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                        | CSX Corp.                                                                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    717000 | PA      | $562857.98    | 0.11%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp.                                              | CNX Resources Corp.                                                             | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100534.00    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2021-B33, Class B                                            | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $555347.02    | 0.11%             | 2043-10-10      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Asset-Backed Certificates Trust                                  | Asset-Backed Certificates Trust, Series 2006-IM1, Class A2                      | CUSIP: 126670SP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590350 | PA      | $545148.25    | 0.10%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    370000 | PA      | $381521.25    | 0.07%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150456.95    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Campbell's Co. (The)                                             | Campbell's Co. (The)                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146711.38    | 0.03%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2014-1A, Class CR                               | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501962.00    | 0.10%             | 2031-01-30      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                          | Canyon Capital CLO Ltd., Series 2017-1A, Class DR                               | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500338.50    | 0.10%             | 2030-07-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                                  | Canyon CLO Ltd., Series 2020-1A, Class DR2                                      | CUSIP: 13876LBC0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499980.00    | 0.10%             | 2034-07-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAP SA                                                           | CAP SA                                                                          | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $328124.00    | 0.06%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                           | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249926.42    | 0.05%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                            | Cardinal Health, Inc.                                                           | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35125.73     | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                              | Carlisle Cos., Inc.                                                             | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120657.19    | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO                                                   | Carlyle US CLO, Series 2024-4A, Class D                                         | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503330.00    | 0.10%             | 2037-07-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                        | Carlyle Global Market Strategies CLO Ltd., Series 2016-3A, Class DRRR           | CUSIP: 14311UBG2<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996535.00    | 0.19%             | 2034-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     99000 | PA      | $102217.50    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    190000 | PA      | $194987.50    | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $101122.39    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake VIII Ltd.                                         | Cathedral Lake VIII Ltd., Series 2021-8A, Class D1                              | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000342.00   | 0.19%             | 2035-01-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40075.00     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39730.00     | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149732.75    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287757.96    | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                           | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154499.63    | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    194174 | PA      | $200778.06    | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity PEC SpA                                        | Chile Electricity PEC SpA                                                       | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    636572 | PA      | $571056.24    | 0.11%             | 2028-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                               | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86684.70     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                 | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116659.07    | 0.02%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    246000 | PA      | $251242.51    | 0.05%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    173000 | PA      | $173286.44    | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2006-AR7, Class 2A3A                      | CUSIP: 172987AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76566 | PA      | $73669.68     | 0.01%             | 2036-11-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2006-AR2, Class 1A2                       | CUSIP: 17307G6L7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49559 | PA      | $48550.94     | 0.01%             | 2036-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2016-GC36, Class B                  | CUSIP: 17324TAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $471348.96    | 0.09%             | 2049-02-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    141000 | PA      | $150056.87    | 0.03%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series GG                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151152.40    | 0.03%             | 2030-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2019-GC41, Class B                  | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276000 | PA      | $244572.38    | 0.05%             | 2056-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class D                  | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $312314.77    | 0.06%             | 2042-11-10      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class B                  | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $351409.01    | 0.07%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                               | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198333.40    | 0.04%             | 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        |    225000 | PA      | $233160.75    | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69377.00     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                            | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141251.85    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57234.38     | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                       | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69300.70     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                                   | Clover CLO LLC, Series 2021-3A, Class DR                                        | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496188.00    | 0.10%             | 2035-01-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195090.10    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    450000 | PA      | $277987.50    | 0.05%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises, Inc.                                       | Colonial Enterprises, Inc.                                                      | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $174377.18    | 0.03%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                      | ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASP5, Class A2D        | CUSIP: 004422AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2066023 | PA      | $638519.14    | 0.12%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $410408.00    | 0.08%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                          | Commonwealth Edison Co.                                                         | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290739.23    | 0.06%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30300.00     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                            | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170092.44    | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55800.00     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51450.00     | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Cougar JV Subsidiary LLC                                         | Cougar JV Subsidiary LLC                                                        | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106783.00    | 0.02%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $304787.48    | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    306000 | PA      | $303905.58    | 0.06%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299548.74    | 0.06%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                              | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198447.38    | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                              | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178849.50    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO IV Ltd.                                          | Crown Point CLO IV Ltd., Series 2018-4A, Class C                                | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501063.00    | 0.10%             | 2031-04-20      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC, Series 2024-3A, Class A2                    | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $479703.70    | 0.09%             | 2049-05-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                   | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143859.80    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297311.34    | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    436000 | PA      | $465140.28    | 0.09%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $149820.79    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                                  | DataBank Issuer, Series 2021-1A, Class A2                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497839.05    | 0.10%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                                  | DataBank Issuer, Series 2021-1A, Class B                                        | CUSIP: 23802WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1493479.35   | 0.29%             | 2051-02-27      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire LLC                                                  | Dealer Tire LLC                                                                 | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99375.00     | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Dell, Inc.                                                       | Dell, Inc.                                                                      | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    132000 | PA      | $141598.54    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp.                                          | Diageo Investment Corp.                                                         | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243496.00    | 0.05%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                      | Digicel Group Holdings Ltd., Series 4B14                                        | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     40405 | PA      | $202.59       | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Digital Realty Trust LP                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745726.05    | 0.14%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87422.82     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $57362.50     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97224.00     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116480.05    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series C                                                 | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289340.91    | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | 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        |     55000 | PA      | $47567.85     | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| DoubleLine Emerging Markets Local Currency Bond Fund             | DoubleLine Emerging Markets Local Currency Bond Fund, Class I                   | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             |  | RF                | US        |   1085409 | NS      | $10430783.85  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleLine Global Bond Fund                                      | DoubleLine Global Bond Fund, Class I                                            | CUSIP: 258620699<br>LEI: 5493008IO8R1K4RY7M95 | Long             |  | RF                | US        |    590381 | NS      | $5207158.15   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 41 Senior Loan Fund                                       | Dryden 41 Senior Loan Fund, Series 2015-41A, Class DR                           | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500932.00    | 0.10%             | 2031-04-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Dryden 43 Senior Loan Fund                                       | Dryden 43 Senior Loan Fund, Series 2016-43A, Class DR3                          | CUSIP: 26245CBL6<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497829.50    | 0.10%             | 2034-04-20      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                               | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296701.95    | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                               | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    369000 | PA      | $283814.17    | 0.05%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     99000 | PA      | $87490.18     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                               | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    208000 | PA      | $206047.11    | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                    | Duquesne Light Holdings, Inc.                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340103.73    | 0.07%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    301000 | PA      | $290688.13    | 0.06%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88529.60     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $74262.00     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    650000 | PA      | $467187.50    | 0.09%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                  | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $287918.41    | 0.06%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                   | Element Fleet Management Corp.                                                  | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $285854.27    | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings, Inc.                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96800.25     | 0.02%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                               | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192807.00    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Emirates Semb Corp. Water & Power Co. PJSC                       | Emirates Semb Corp. Water & Power Co. PJSC                                      | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $485625.00    | 0.09%             | 2035-08-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95750.00     | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205121.76    | 0.04%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199553.06    | 0.04%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    278000 | PA      | $290986.91    | 0.06%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146241.87    | 0.03%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $277233.33    | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                             | Equinix Europe 2 Financing Corp. LLC                                            | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152293.36    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class XA                   | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638719 | PA      | $1252.46      | 0.00%             | 2049-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    161000 | PA      | $161613.89    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                           | Merrill Lynch Mortgage Investors Trust, Series 2006-HE4, Class A2C              | CUSIP: 59023EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4924280 | PA      | $957993.51    | 0.18%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                     | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    293000 | PA      | $289855.90    | 0.06%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742460.63    | 0.14%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                              | Expedia Group, Inc.                                                             | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $291310.83    | 0.06%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    283000 | PA      | $290836.27    | 0.06%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Figure Line of Credit Trust                                      | Figure Line of Credit Trust, Series 2020-1, Class A                             | CUSIP: 302452AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320443 | PA      | $313090.08    | 0.06%             | 2049-09-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                 | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1994714.40   | 0.38%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $260715.62    | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                            | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147810.59    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                           | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192870 | PA      | $172011.22    | 0.03%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                           | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155325 | PA      | $141835.29    | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246513 | PA      | $225076.62    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                           | CUSIP: 3128MJZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    701784 | PA      | $637345.53    | 0.12%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3078332 | PA      | $2552113.58   | 0.49%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4405575 | PA      | $4444356.79   | 0.85%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DQJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3662686 | PA      | $3162572.94   | 0.61%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DS3E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2418267 | PA      | $2513794.04   | 0.48%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2034777 | PA      | $2092639.92   | 0.40%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DTTV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110118 | PA      | $1142379.76   | 0.22%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DUA31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663025 | PA      | $1725600.36   | 0.33%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3692218 | PA      | $3320345.93   | 0.64%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3623835 | PA      | $3127894.58   | 0.60%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DVMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2590519 | PA      | $2627895.04   | 0.50%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1428681 | PA      | $1474666.11   | 0.28%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2894075 | PA      | $2981799.58   | 0.57%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1687622 | PA      | $1377512.48   | 0.26%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1827946 | PA      | $1836040.45   | 0.35%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2505664 | PA      | $2628330.47   | 0.50%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC                                                                           | CUSIP: 3132XGZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2727000 | PA      | $2767957.09   | 0.53%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC                                                                           | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138126 | PA      | $133203.38    | 0.03%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Series 2013-54, Class NP                                                  | CUSIP: 3136AEWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235667 | PA      | $224513.83    | 0.04%             | 2043-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 5057, Class AX                                                    | CUSIP: 3137F7HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1248033 | PA      | $806264.02    | 0.15%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3138ERWV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727393 | PA      | $685094.03    | 0.13%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 3140J2J64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3217096 | PA      | $2279063.97   | 0.44%             | 2050-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140J8RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762397 | PA      | $699428.74    | 0.13%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140J93H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995814 | PA      | $903297.96    | 0.17%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157590 | PA      | $1938169.79   | 0.37%             | 2032-04-01      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 3140NYA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2522000 | PA      | $2567627.52   | 0.49%             | 2030-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 3140NYN56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2499407 | PA      | $2564343.09   | 0.49%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140QTCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491282 | PA      | $2588914.93   | 0.50%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140QUBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2095315 | PA      | $2154899.25   | 0.41%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2646416 | PA      | $2731596.14   | 0.52%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140W1HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620072 | PA      | $1685984.70   | 0.32%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140W2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207564 | PA      | $1236997.61   | 0.24%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140W3A25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365401 | PA      | $1389157.47   | 0.27%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140W3P52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2167432 | PA      | $1859970.36   | 0.36%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140X9WX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6049970 | PA      | $5002537.93   | 0.96%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1447047 | PA      | $1314417.34   | 0.25%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XEBC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874129 | PA      | $1702355.26   | 0.33%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2577765 | PA      | $2409337.29   | 0.46%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XHG50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3805191 | PA      | $3429075.41   | 0.66%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XMAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3450729 | PA      | $2964460.30   | 0.57%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448088 | PA      | $2958958.91   | 0.57%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1292687 | PA      | $1295583.75   | 0.25%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XQ7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716393 | PA      | $747154.69    | 0.14%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 3140XQTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247124 | PA      | $1288044.44   | 0.25%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87784 | PA      | $78284.38     | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457783 | PA      | $415824.93    | 0.08%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA                                                                            | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206573 | PA      | $184088.64    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1551699 | PA      | $1407537.88   | 0.27%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446389 | PA      | $1454601.25   | 0.28%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568175 | PA      | $2521575.79   | 0.48%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | UMBS                                                                            | CUSIP: 31418FEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081664 | PA      | $1103634.36   | 0.21%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | UMBS                                                                            | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3429420 | PA      | $3546457.59   | 0.68%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC                                                      | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56896.20     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| First Industrial LP                                              | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    359000 | PA      | $366712.04    | 0.07%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                    | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273484.46    | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                | Flash Compute LLC                                                               | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104112.75    | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd.                                                        | Flex Ltd.                                                                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    151000 | PA      | $150767.46    | 0.03%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co. LLC                                 | Florida Gas Transmission Co. LLC                                                | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126540.82    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                              | Flowers Foods, Inc.                                                             | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289810.85    | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                      | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50786.00     | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257349.88    | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535966.10    | 0.10%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                    | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47438.10     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203255.64    | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                          | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299628.09    | 0.06%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                          | Fremont Home Loan Trust, Series 2006-D, Class 1A1                               | CUSIP: 35729VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4133177 | PA      | $2335824.35   | 0.45%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Full House Resorts, Inc.                                         | Full House Resorts, Inc.                                                        | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69510.40     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| GATX Corp.                                                       | GATX Corp.                                                                      | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118047.05    | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                       | GATX Corp.                                                                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173638.09    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                | GGAM Finance Ltd.                                                               | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $196906.50    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 36176XUH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2390489 | PA      | $2259498.60   | 0.43%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3410531 | PA      | $3173240.66   | 0.61%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ABGW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3177126 | PA      | $2743866.44   | 0.53%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2258409 | PA      | $1949728.03   | 0.37%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2709616 | PA      | $2428403.56   | 0.47%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2028284 | PA      | $1751690.41   | 0.34%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ADSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2867102 | PA      | $2465368.38   | 0.47%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA                                                                            | CUSIP: 3622ADTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2042030 | PA      | $1854351.15   | 0.36%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2014-GC26, Class D                         | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $55384.36     | 0.01%             | 2047-11-10      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust, Series 2015-GS1, Class B                          | CUSIP: 36252AAH9<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    526123 | PA      | $496341.34    | 0.10%             | 2048-11-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                 | GE HealthCare Technologies, Inc.                                                | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    288000 | PA      | $293547.63    | 0.06%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                      | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $283794.00    | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86878.50     | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 13 Ltd.                                        | Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A1                            | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500200.00    | 0.10%             | 2037-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                        | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class AR                            | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001806.00   | 0.19%             | 2038-07-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc.                                                         | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201222.45    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                           | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    152000 | PA      | $151601.33    | 0.03%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation LLC                                              | Gilead Aviation LLC, Series 2025-1A, Class B                                    | CUSIP: 37556TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484346 | PA      | $492339.17    | 0.09%             | 2050-03-15      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                           | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292381.44    | 0.06%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146218.89    | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                  | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112704.90    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO Ltd.                           | Goldentree Loan Management US CLO Ltd., Series 2023-17A, Class AR               | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500933.50    | 0.10%             | 2039-01-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    274000 | PA      | $281395.04    | 0.05%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142137.50    | 0.03%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299203.02    | 0.06%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                  | Goodgreen Trust, Series 2020-1A, Class A                                        | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219866 | PA      | $183152.98    | 0.04%             | 2055-04-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust, Series 2025-2A, Class B              | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578503 | PA      | $583971.45    | 0.11%             | 2049-06-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2020-188                                                           | CUSIP: 38382L2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2103571 | PA      | $247430.67    | 0.05%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co.                                              | Graham Holdings Co.                                                             | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156339.20    | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98562.50     | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97077.65     | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                | GreenPoint Mortgage Funding Trust, Series 2007-AR2, Class 1A3                   | CUSIP: 39539LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1891126 | PA      | $1678650.46   | 0.32%             | 2047-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class D                 | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300057.81    | 0.06%             | 2060-12-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234859.00    | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                     | Guardian Life Global Funding                                                    | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    247000 | PA      | $252103.07    | 0.05%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195863.40    | 0.04%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gulfstream Natural Gas System LLC                                | Gulfstream Natural Gas System LLC                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $181532.03    | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187423.20    | 0.04%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105201.00    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                             | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35536.20     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                             | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35445.55     | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                   | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    584000 | PA      | $579086.57    | 0.11%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $80752.55     | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2025-3EXT, Class B                         | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400994.68    | 0.08%             | 2044-10-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131975.19    | 0.03%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HomeBanc Mortgage Trust                                          | HomeBanc Mortgage Trust, Series 2005-4, Class M4                                | CUSIP: 43739EBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7066300 | PA      | $6470863.88   | 1.24%             | 2035-10-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83816.80     | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hubbell, Inc.                                                    | Hubbell, Inc.                                                                   | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169079.62    | 0.03%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                         | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    559000 | PA      | $572595.05    | 0.11%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                | ICG US CLO I Ltd., Series 2023-1A, Class AR                                     | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501633.00    | 0.10%             | 2038-07-18      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                                   | Illumina, Inc.                                                                  | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247446.40    | 0.05%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                     | Imperial Fund Mortgage Trust, Series 2021-NQM4, Class M1                        | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1201236.75   | 0.23%             | 2057-01-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                    | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241278.65    | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                     | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205505.39    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257341.75    | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust             | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class XA | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104593 | PA      | $1.91         | 0.00%             | 2049-01-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA            | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473056 | PA      | $1518.93      | 0.00%             | 2049-06-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class AS            | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $760708.64    | 0.15%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                        | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    227000 | PA      | $215317.85    | 0.04%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                 | JPMorgan Prime Money Market Fund, IM Shares                                     | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    215693 | NS      | $215778.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    549000 | PA      | $566785.51    | 0.11%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    247000 | PA      | $255524.29    | 0.05%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    277000 | PA      | $286121.94    | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192650.75    | 0.04%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                             | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152564.85    | 0.03%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JOL Air Ltd.                                                     | JOL Air Ltd., Series 2019-1, Class A                                            | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |    253298 | PA      | $252084.88    | 0.05%             | 2044-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                            | JSW Hydro Energy Ltd.                                                           | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    139000 | PA      | $129530.63    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                                   | Jacobs Engineering Group, Inc.                                                  | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210660.88    | 0.04%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35262.50     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| JPMCC Commercial Mortgage Securities Trust                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class C            | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $537804.54    | 0.10%             | 2050-07-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| KREF Ltd.                                                        | KREF Ltd., Series 2021-FL2, Class AS                                            | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $405974.91    | 0.08%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                           | Kentucky Utilities Co.                                                          | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121031.94    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd.                                    | Kestrel Aircraft Funding Ltd., Series 2018-1A, Class A                          | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    117594 | PA      | $117651.67    | 0.02%             | 2038-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                 | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    129000 | PA      | $145559.95    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-J4, Class A5                       | CUSIP: 12669YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303505 | PA      | $105967.20    | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197316.90    | 0.04%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56204.50     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                          | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56357.81     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co. (The)                                                 | Kroger Co. (The)                                                                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    301000 | PA      | $287887.21    | 0.06%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                           | Kyndryl Holdings, Inc.                                                          | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    538000 | PA      | $426901.71    | 0.08%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| LCCM                                                             | LCCM Trust, Series 2017-LC26, Class C                                           | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $378805.96    | 0.07%             | 2050-07-12      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| LCM 28 Ltd.                                                      | LCM 28 Ltd., Series 28A, Class D                                                | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493061.00    | 0.09%             | 2030-10-20      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                  | LSTAR Commercial Mortgage Trust, Series 2016-4, Class C                         | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $71041.85     | 0.01%             | 2049-03-10      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                             | Laboratory Corp. of America Holdings                                            | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    606000 | PA      | $601303.92    | 0.12%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109312.50    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                              | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34467.04     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189312.35    | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Life Time, Inc.                                                  | Life Time, Inc.                                                                 | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204846.00    | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                               | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126315.00    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                           | LifePoint Health, Inc.                                                          | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100694.30    | 0.02%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                         | Lindblad Expeditions LLC                                                        | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99081.20     | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lineage OP LP                                                    | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    284000 | PA      | $286714.90    | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    351000 | PA      | $368981.87    | 0.07%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                           | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    287000 | PA      | $292391.61    | 0.06%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                | Lowe's Cos., Inc.                                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164099.98    | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                                         | MF1 Ltd., Series 2021-FL7, Class A                                              | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    110581 | PA      | $110513.79    | 0.02%             | 2036-10-16      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| MF1 LLC                                                          | MF1 LLC, Series 2024-FL14, Class AS                                             | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $530992.85    | 0.10%             | 2039-03-19      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| MACH 1 Cayman Ltd.                                               | MACH 1 Cayman Ltd., Series 2019-1, Class A                                      | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    235124 | PA      | $233088.26    | 0.04%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    149000 | PA      | $150824.83    | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                              | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    152000 | PA      | $154232.55    | 0.03%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302297.70    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                  | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                     | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501208.00    | 0.10%             | 2038-07-21      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30712.50     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38932.85     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77400.00     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                        | Michaels Cos., Inc. (The)                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48070.00     | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd.                                              | Magnetite XXXI Ltd., Series 2021-31A, Class E                                   | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.10%             | 2034-07-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd.                                             | Magnetite XXIII Ltd., Series 2019-23A, Class DR                                 | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501528.00    | 0.10%             | 2035-01-25      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLII Ltd.                                              | Magnetite XLII Ltd., Series 2024-42A, Class D1                                  | CUSIP: 55955XAL0<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502434.50    | 0.10%             | 2038-01-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                      | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299057.32    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    283000 | PA      | $292439.92    | 0.06%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                     | Marriott International, Inc.                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    294000 | PA      | $294727.36    | 0.06%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                        | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $575362.11    | 0.11%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                     | MasTec, Inc.                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297548.81    | 0.06%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101189.00    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                     | Mattel, Inc.                                                                    | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120616.08    | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                     | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105320.25    | 0.02%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MF1                                                              | MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class A          | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    530000 | PA      | $530992.96    | 0.10%             | 2041-08-18      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    325000 | PA      | $278829.88    | 0.05%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                     | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42157.60     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    363000 | PA      | $367732.54    | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                          | Mavis Tire Express Services Topco Corp.                                         | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59400.00     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| MetLife, Inc.                                                    | MetLife, Inc., Series G                                                         | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    247000 | PA      | $259444.68    | 0.05%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO III                                          | MidOcean Credit CLO III, Series 2014-3A, Class BR                               | CUSIP: 59802UAN9<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |    128092 | PA      | $128113.44    | 0.02%             | 2031-04-21      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg SA                                            | Minerva Luxembourg SA                                                           | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $218000.00    | 0.04%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145143.55    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                            | Miter Brands Acquisition Holdco, Inc.                                           | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194176.20    | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    312000 | PA      | $320424.09    | 0.06%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    144000 | PA      | $151779.12    | 0.03%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    277000 | PA      | $290286.22    | 0.06%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley, Series I                                                        | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150510.85    | 0.03%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C31, Class B    | CUSIP: 61766RBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479312.95    | 0.09%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class B    | CUSIP: 61767CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753000 | PA      | $725296.68    | 0.14%             | 2050-05-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2016-UB11, Class XA                      | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683513 | PA      | $2072.00      | 0.00%             | 2049-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust, Series 2021-L7, Class XD                        | CUSIP: 61772TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11180000 | PA      | $536661.24    | 0.10%             | 2054-10-15      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2019-2A, Class B                                | CUSIP: 61945LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140515 | PA      | $127725.14    | 0.02%             | 2040-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2018-1A, Class A                                | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111030 | PA      | $106483.18    | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    181527 | PA      | $170590.67    | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                         | Motorola Solutions, Inc.                                                        | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241368.40    | 0.05%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160889.60    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $54713.45     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                   | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $54896.88     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                        | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51847.00     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                  | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    332000 | PA      | $305288.48    | 0.06%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112201.10    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                                    | NP SPE II LLC, Series 2017-1A, Class A1                                         | CUSIP: 62946AAC8<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |    213501 | PA      | $206991.39    | 0.04%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV                                                                          | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $234037.29    | 0.04%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                         | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78783.00     | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                         | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68686.80     | 0.01%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Nassau Ltd.                                                      | Nassau Ltd., Series 2018-IA, Class A                                            | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |     10813 | PA      | $10813.38     | 0.00%             | 2031-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co.                                            | National Fuel Gas Co.                                                           | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126729.63    | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                     | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $353452.79    | 0.07%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    348000 | PA      | $357291.15    | 0.07%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                            | Neighborly Issuer LLC, Series 2021-1A, Class A2                                 | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3103750 | PA      | $2980634.17   | 0.57%             | 2051-04-30      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                           | Neptune Bidco US, Inc.                                                          | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71757.70     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NetApp, Inc.                                                     | NetApp, Inc.                                                                    | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    139000 | PA      | $144720.03    | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                    | Netflix, Inc.                                                                   | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    211000 | PA      | $205059.72    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                      | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501118.50    | 0.10%             | 2038-07-22      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co.                                      | New York Life Insurance Co.                                                     | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    130000 | PA      | $148214.24    | 0.03%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                             | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58576.20     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445367.55    | 0.09%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146838.01    | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                       | Niagara Mohawk Power Corp.                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148790.41    | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                  | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293603.41    | 0.06%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147857.50    | 0.03%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                  | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245700.25    | 0.05%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                  | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496716.30    | 0.10%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                  | Nissan Motor Acceptance Co. LLC                                                 | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99914.00     | 0.02%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2025-WBRK, Class A                                             | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $238657.32    | 0.05%             | 2035-03-05      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| NJ Trust                                                         | NJ Trust, Series 2023-GSP, Class A                                              | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523549.95    | 0.10%             | 2029-01-06      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                          | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    178000 | PA      | $142606.71    | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                           | Northrop Grumman Corp.                                                          | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276392.64    | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Novelis Corp.                                                    | Novelis Corp.                                                                   | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72478.70     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148210.37    | 0.03%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                              | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123702.00    | 0.02%             | 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        |     75000 | PA      | $75714.00     | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM4, Class A1                                           | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306103 | PA      | $1307717.05   | 0.25%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 34 Ltd.                              | Octagon Investment Partners 34 Ltd., Series 2017-1A, Class D                    | CUSIP: 675922AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500400.00    | 0.10%             | 2030-01-20      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Octagon 53 Ltd.                                                  | Octagon 53 Ltd., Series 2021-1A, Class E                                        | CUSIP: 67592UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $911154.00    | 0.17%             | 2034-04-15      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Olin Corp.                                                       | Olin Corp.                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69365.10     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    161000 | PA      | $150428.55    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                 | Omega Healthcare Investors, Inc.                                                | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151949.16    | 0.03%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| 180 Medical, Inc.                                                | 180 Medical, Inc.                                                               | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199394.86    | 0.04%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                           | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100009.35    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                           | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141052.80    | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust, Series 2006-1, Class M2                         | CUSIP: 68389FKS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3164000 | PA      | $2523694.99   | 0.48%             | 2036-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    153000 | PA      | $147011.01    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $215771.42    | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142143.43    | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ownit Mortgage Loan Trust                                        | Ownit Mortgage Loan Trust, Series 2006-3, Class M1                              | CUSIP: 69121PDZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2311399 | PA      | $2349305.65   | 0.45%             | 2037-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101836.07    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                   | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $100269.30    | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Pertamina Persero PT                                             | Pertamina Persero PT                                                            | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $598038.00    | 0.11%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-4, Class A1                                               | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647513 | PA      | $648741.37    | 0.12%             | 2030-06-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                         | PRPM LLC, Series 2025-5, Class A1                                               | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2785379 | PA      | $2787617.18   | 0.54%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                        | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155493.00    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                   | Park Intermediate Holdings LLC                                                  | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158857.95    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| Paychex, Inc.                                                    | Paychex, Inc.                                                                   | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    548000 | PA      | $567653.97    | 0.11%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116958.60    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| PennyMac Financial Services, Inc.                                | PennyMac Financial Services, Inc.                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73136.70     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                     | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $298644.09    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    144000 | PA      | $147646.08    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $294339.00    | 0.06%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $82020.00     | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287777.90    | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263640.73    | 0.05%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP        | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    219000 | PA      | $229298.56    | 0.04%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                             | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151341.00    | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2025-SFR4, Class A                           | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6188332.50   | 1.19%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR5, Class C                           | CUSIP: 74332HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2660142.24   | 0.51%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR5, Class A                           | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123669 | PA      | $1120815.65   | 0.22%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2025-SFR3, Class D                           | CUSIP: 74334BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1289280.30   | 0.25%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR4, Class D                           | CUSIP: 74334JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4715941.50   | 0.91%             | 2041-07-17      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                       | Prudential Financial, Inc.                                                      | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188774.43    | 0.04%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| PRPM                                                             | PRPM Trust, Series 2025-3, Class A1                                             | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900015 | PA      | $901717.87    | 0.17%             | 2030-05-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Qorvo, Inc.                                                      | Qorvo, Inc.                                                                     | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    169000 | PA      | $156223.60    | 0.03%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: —       |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                         | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82960.00     | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                           | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    246000 | PA      | $252879.83    | 0.05%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73135.30     | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    283000 | PA      | $286011.37    | 0.05%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172222.05    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2006-QS17, Class A7                                          | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181739 | PA      | $993622.09    | 0.19%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2007-QS8, Class A10                                          | CUSIP: 74922UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748111 | PA      | $615624.98    | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $166222.40    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2006-S6, Class A14                                          | CUSIP: 74957VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101585 | PA      | $88200.78     | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                        | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150800.00    | 0.03%             | 2032-07-15      | Fixed         | 8.50%                 | 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        |     80000 | PA      | $74068.00     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                  | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84632.80     | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                        | Renesas Electronics Corp.                                                       | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $647998.36    | 0.12%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                    | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203366.22    | 0.04%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                         | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289549.99    | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                         | Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class B               | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498944.45   | 0.29%             | 2048-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                       | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    171000 | PA      | $174428.21    | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                   | Rivers Enterprise Borrower LLC                                                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $291384.00    | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                                     | Rivers Enterprise Lender LLC                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50937.50     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99063.15     | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                           | Rockland Park CLO Ltd., Series 2021-1A, Class A1R                               | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501082.50    | 0.10%             | 2038-07-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Rollins, Inc.                                                    | Rollins, Inc.                                                                   | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    296000 | PA      | $302343.96    | 0.06%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88308.81     | 0.02%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    148000 | PA      | $149161.80    | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    449000 | PA      | $446910.85    | 0.09%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    128000 | PA      | $128741.91    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                               | Royalty Pharma plc                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    179000 | PA      | $177791.50    | 0.03%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                                   | SK hynix, Inc.                                                                  | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    969000 | PA      | $971800.41    | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust, Series 2016-C5, Class XA               | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    417380 | PA      | $1642.27      | 0.00%             | 2048-10-10      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                 | SLG Office Trust, Series 2021-OVA, Class E                                      | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $324177.81    | 0.06%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                   | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102998.70    | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SURA Asset Management SA                                         | SURA Asset Management SA                                                        | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $213266.00    | 0.04%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia Sarl                                                              | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $216285.00    | 0.04%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38250.00     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                                 | Sabre GLBL, Inc.                                                                | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     64000 | PA      | $52560.00     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabra Health Care LP                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    141000 | PA      | $129035.50    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp.                                                    | Seaspan Corp.                                                                   | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    150000 | PA      | $142875.00    | 0.03%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522081.30    | 0.10%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                             | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105861.00    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                       | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    335000 | PA      | $345462.42    | 0.07%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    308000 | PA      | $308896.77    | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-3, Class C                        | CUSIP: 83390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201403.74    | 0.04%             | 2034-08-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                 | SoFi Consumer Loan Program Trust, Series 2025-2, Class B                        | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $705656.14    | 0.14%             | 2034-06-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                | Solstice Advanced Materials, Inc.                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.20     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150376.45    | 0.03%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XX Ltd.                                          | Sound Point CLO XX Ltd., Series 2018-2A, Class C                                | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501070.00    | 0.10%             | 2031-07-26      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXIV                                             | Sound Point CLO XXIV, Series 2019-3A, Class DR                                  | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470876.50    | 0.09%             | 2034-10-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                                        | Sound Point CLO XXVI Ltd., Series 2020-1A, Class DR                             | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488818.00    | 0.09%             | 2034-07-20      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                       | Sound Point CLO XXXII Ltd., Series 2021-4A, Class D                             | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481042.50    | 0.09%             | 2034-10-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The), Series A                                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487898.40    | 0.09%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The), Series 2025                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    198000 | PA      | $206167.50    | 0.04%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co. LLC                                     | Southern Natural Gas Co. LLC                                                    | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78872.27     | 0.02%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                               | Southern Power Co., Series B                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162121.15    | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144868.26    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97804.40     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                               | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65177.45     | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Co. LLC                                             | Star Leasing Co. LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55880.40     | 0.01%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                   | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99470.00     | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166156.65    | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust           | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class C | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400788.80    | 0.08%             | 2030-08-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                             | Unigel Luxembourg SA                                                            | CUSIP: N/A<br>LEI: 213800Y16R77O7LH7X62       | Long             | EC               | CORP              | LU        |       130 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                  | Stichting Administratiekantoor Unigel Creditors                                 | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       355 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Storm King Park CLO Ltd.                                         | Storm King Park CLO Ltd., Series 2022-1A, Class AR                              | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002871.00   | 0.19%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-19XS, Class 1A2A    | CUSIP: 863579YS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679480 | PA      | $658894.31    | 0.13%             | 2035-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Amortizing Residential Collateral Trust                          | Amortizing Residential Collateral Trust, Series 2002-BC10, Class M1             | CUSIP: 86359AHE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1983142 | PA      | $1801035.43   | 0.35%             | 2033-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                               | Subway Funding LLC, Series 2024-1A, Class A23                                   | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247500 | PA      | $255881.88    | 0.05%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sun Communities Operating LP                                     | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    338000 | PA      | $306953.01    | 0.06%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                       | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89986.50     | 0.02%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Atlas Issuer LLC                                          | Sunrun Atlas Issuer LLC, Series 2019-2, Class A                                 | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403477 | PA      | $389012.36    | 0.07%             | 2055-02-01      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                                  | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                      | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80120 | PA      | $74773.08     | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                            | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    169000 | PA      | $167475.62    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                            | Switch ABS Issuer LLC, Series 2024-2A, Class A2                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $220284.79    | 0.04%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                              | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $215280.90    | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                              | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169057.59    | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                              | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    178000 | PA      | $177910.63    | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing, Inc.                                        | Takeda US Financing, Inc.                                                       | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303341.57    | 0.06%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                                            | TAL Advantage VII LLC, Series 2020-1A, Class A                                  | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179500 | PA      | $171777.41    | 0.03%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86698.30     | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98086.55     | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                    | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54913.65     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                | Taylor Morrison Communities, Inc.                                               | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102781.00    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TELUS Corp.                                                      | TELUS Corp.                                                                     | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $297403.75    | 0.06%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15409.95     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15188.55     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Textron, Inc.                                                    | Textron, Inc.                                                                   | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    281000 | PA      | $291415.10    | 0.06%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                   | THL Credit Wind River CLO Ltd., Series 2014-2A, Class DR                        | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500454.50    | 0.10%             | 2031-01-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                   | THL Credit Wind River CLO Ltd., Series 2014-2A, Class ER                        | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $435194.50    | 0.08%             | 2031-01-15      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                              | Wind River CLO Ltd., Series 2014-3A, Class DR2                                  | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502758.50   | 0.29%             | 2031-10-22      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                     | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $152328.12    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2019-1, Class M1                              | CUSIP: 89177BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2193111.25   | 0.42%             | 2058-03-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                              | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    547000 | PA      | $561616.17    | 0.11%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $486252.95    | 0.09%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189774.85    | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15544.35     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20817.20     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                       | Travelers Cos., Inc. (The)                                                      | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120465.86    | 0.02%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                                             | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                                 | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498787.00    | 0.10%             | 2038-04-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                           | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002127.00   | 0.19%             | 2035-06-11      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc.                                                      | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76623.00     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                                         | Tricon Residential Trust, Series 2025-SFR2, Class A                             | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2223080 | PA      | $2259676.09   | 0.43%             | 2044-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                | Triton Container Finance VIII LLC, Series 2020-1A, Class A                      | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276875 | PA      | $261150.76    | 0.05%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Triumph Rail Holdings LLC                                        | Triumph Rail Holdings LLC, Series 2021-2, Class A                               | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387860 | PA      | $374950.25    | 0.07%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    123000 | PA      | $132702.50    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    279000 | PA      | $288074.53    | 0.06%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                           | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $345126.58    | 0.07%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2017-C6, Class B                          | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $322715.01    | 0.06%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust, Series 2017-C7, Class C                          | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473509.15    | 0.09%             | 2050-12-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc.                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97626.75     | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                  | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264750.20    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    321000 | PA      | $321358.88    | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    288000 | PA      | $287392.41    | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USQ Rail II LLC                                                  | USQ Rail II LLC, Series 2021-3A, Class A                                        | CUSIP: 90354PAA5<br>LEI: 25490077I8NB6ADB4I38 | Long             | ABS-O            | CORP              | US        |    412394 | PA      | $396964.52    | 0.08%             | 2051-06-28      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp.                                              | Union Pacific Corp.                                                             | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496215.50    | 0.10%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                           | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $301837.50    | 0.06%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                            | United Mexican States                                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $475750.00    | 0.09%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                       | United Natural Foods, Inc.                                                      | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414427.30    | 0.08%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                              | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69944.00     | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $3080000.00   | 0.59%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66200000 | PA      | $43123090.44  | 8.28%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12600000 | PA      | $7072931.88   | 1.36%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $6096094.20   | 1.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1579008.68   | 0.30%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1582499.00   | 0.30%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Inflation Linked Notes                                            | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $2082328.52   | 0.40%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45250000 | PA      | $44642070.78  | 8.57%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP                                                   | Uniti Group LP                                                                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73825.50     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                  | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101593.00    | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Upland CLO Ltd.                                                  | Upland CLO Ltd., Series 2016-1A, Class CR                                       | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001246.00   | 0.19%             | 2031-04-20      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust, Series 2025-2, Class A2                           | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235807 | PA      | $237006.11    | 0.05%             | 2035-06-20      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust, Series 2025-3, Class A2                           | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400837.64    | 0.08%             | 2035-09-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                          | VSP Optical Group, Inc.                                                         | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108812.72    | 0.02%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VT Topco, Inc.                                                   | VT Topco, Inc.                                                                  | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83362.40     | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Vale Overseas Ltd.                                               | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    114000 | PA      | $116337.00    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vamos Europe SA                                                  | Vamos Europe SA                                                                 | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $191812.50    | 0.04%             | 2031-01-26      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: —       |
| Vantage Data Centers Issuer LLC                                  | Vantage Data Centers Issuer LLC, Series 2025-3A, Class B                        | CUSIP: 92212KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499124.45    | 0.10%             | 2055-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS Trust, Series 2024-TI, Class A                                            | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $183884.96    | 0.04%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M1                 | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292804 | PA      | $277893.28    | 0.05%             | 2049-03-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M2                 | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159392 | PA      | $147203.33    | 0.03%             | 2049-03-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust, Series 2019-1, Class M3                 | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131113 | PA      | $115976.99    | 0.02%             | 2049-03-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37705.63     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112636.70    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50925.50     | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55577.50     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64613.25     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46494.00     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103043.14    | 0.02%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                    | Veralto Corp.                                                                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    144000 | PA      | $150276.76    | 0.03%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                            | Veritiv Operating Co.                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102132.60    | 0.02%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VeriSign, Inc.                                                   | VeriSign, Inc.                                                                  | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    361000 | PA      | $370288.96    | 0.07%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479490.75    | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    368000 | PA      | $366184.21    | 0.07%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                           | Verisk Analytics, Inc.                                                          | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    279000 | PA      | $285724.32    | 0.05%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp.                                                              | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145068.42    | 0.03%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-3, Class M1                             | CUSIP: 92539LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1908780.75   | 0.37%             | 2066-06-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-3, Class M1                             | CUSIP: 92540MAD7<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $761403.90    | 0.15%             | 2069-04-25      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                               | VICI Properties LP                                                              | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $294539.92    | 0.06%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                              | Victra Holdings LLC                                                             | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $279365.65    | 0.05%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Videotron Ltd.                                                   | Videotron Ltd.                                                                  | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    283000 | PA      | $289304.19    | 0.06%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                              | Viking Cruises Ltd.                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    185000 | PA      | $187491.95    | 0.04%             | 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        |     86000 | PA      | $86537.37     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                        | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106092.00    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co., Series A                                       | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298399.56    | 0.06%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co.                                                 | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99967.69     | 0.02%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co., Series D                                       | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    149000 | PA      | $144906.02    | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148947.91    | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127140.00    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vivint Solar Financing V LLC                                     | Vivint Solar Financing V LLC, Series 2018-1A, Class A                           | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801845 | PA      | $773005.24    | 0.15%             | 2048-04-30      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Volcan Cia Minera SAA                                            | Volcan Cia Minera SAA                                                           | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $307839.00    | 0.06%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2014-4A, Class DR                                         | CUSIP: 92914VAG8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988711.00    | 0.19%             | 2031-07-14      | Floating      | 10.12%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                    | Voya CLO Ltd., Series 2023-1A, Class A1R                                        | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500328.00    | 0.10%             | 2039-01-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                               | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100755.10    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                          | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214065.00    | 0.04%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118291.25    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                                | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174069.00    | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121496.35    | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 1 Ltd.                                       | Warwick Capital CLO 1 Ltd., Series 2023-1A, Class AR                            | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1502251.50   | 0.29%             | 2038-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections, Inc.                                          | Waste Connections, Inc.                                                         | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $243739.51    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                                   | Watco Cos. LLC                                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $99273.10     | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WAVE LLC                                                         | WAVE LLC, Series 2019-1, Class A                                                | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443933 | PA      | $435982.17    | 0.08%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78105.75     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71873.20     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd.                                   | Weatherford International Ltd.                                                  | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $199414.80    | 0.04%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                               | Wells Fargo Alternative Loan Trust, Series 2007-PA2, Class 1A1                  | CUSIP: 94985FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101201 | PA      | $93073.28     | 0.02%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                               | Wells Fargo Alternative Loan Trust, Series 2007-PA6, Class A1                   | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682596 | PA      | $626716.34    | 0.12%             | 2037-12-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class C                 | CUSIP: 94989WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36315 | PA      | $35670.73     | 0.01%             | 2048-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3                | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451000 | PA      | $471752.95    | 0.09%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class XA               | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    665025 | PA      | $2641.28      | 0.00%             | 2049-11-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    418000 | PA      | $462745.27    | 0.09%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    574000 | PA      | $592369.15    | 0.11%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125682.20    | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class XA                | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697453 | PA      | $7662.92      | 0.00%             | 2060-01-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class C                 | CUSIP: 95001XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $365204.96    | 0.07%             | 2052-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class B                 | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $461351.88    | 0.09%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C5, Class AS                | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $483112.08    | 0.09%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class C                 | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $471853.73    | 0.09%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class B                 | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $484226.90    | 0.09%             | 2058-12-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26049.50     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                        | Westinghouse Air Brake Technologies Corp.                                       | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    278000 | PA      | $284318.75    | 0.05%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                  | Whirlpool Corp.                                                                 | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91899.20     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                       | Willis North America, Inc.                                                      | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167239.78    | 0.03%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                                | Willis Engine Structured Trust IX, Series 2025-B, Class A                       | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $370978.72    | 0.07%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57699.95     | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46259.55     | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                                   | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266186.30    | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    157000 | PA      | $150000.06    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208590.00    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                   | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210126.00    | 0.04%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                    | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    281000 | PA      | $286985.41    | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                    | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107638.26    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                    | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    289000 | PA      | $290416.04    | 0.06%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cosan Overseas Ltd.                                              | Cosan Overseas Ltd.                                                             | CUSIP: N/A<br>LEI: 222100V5GTJGKUH55655       | Long             | DBT              | CORP              | KY        |    500000 | PA      | $501460.00    | 0.10%             | 2026-05-05      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $598312.50    | 0.11%             | 2027-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Gold Fields Orogen Holdings BVI Ltd.                             | Gold Fields Orogen Holdings BVI Ltd.                                            | CUSIP: N/A<br>LEI: 213800CLGJ2E9KGU2F20       | Long             | DBT              | CORP              | VG        |    400000 | PA      | $420500.00    | 0.08%             | 2029-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                   | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $186312.00    | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Adani Renewable Energy RJ Ltd.                                   | Adani Renewable Energy RJ Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |    164250 | PA      | $139201.88    | 0.03%             | 2039-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adani Transmission Step-One Ltd.                                 | Adani Transmission Step-One Ltd.                                                | CUSIP: N/A<br>LEI: 335800Z8CGS7O7D72N41       | Long             | DBT              | CORP              | IN        |    465500 | PA      | $416622.50    | 0.08%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                                     | BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD                                   | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    300000 | PA      | $300000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adani International Container Terminal Pvt. Ltd.                 | Adani International Container Terminal Pvt. Ltd.                                | CUSIP: N/A<br>LEI: 335800J4SLERP6S94P28       | Long             | DBT              | CORP              | IN        |    459000 | PA      | $422257.05    | 0.08%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    173276 | PA      | $147444.01    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $384000.00    | 0.07%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                              | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $263322.00    | 0.05%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                    | Adani Electricity Mumbai Ltd.                                                   | CUSIP: N/A<br>LEI: 335800AIC1B5EBFVUC38       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $180000.00    | 0.03%             | 2031-07-22      | Fixed         | 3.87%                 | 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        |    388348 | PA      | $401556.13    | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                          | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $431380.00    | 0.08%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EQUATE Petrochemical Co. KSC                                     | EQUATE Petrochemical Co. KSC                                                    | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199687.50    | 0.04%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BPRL International Singapore Pte. Ltd.                           | BPRL International Singapore Pte. Ltd.                                          | CUSIP: N/A<br>LEI: 875500AQ853IMLV4TX18       | Long             | DBT              | CORP              | SG        |    500000 | PA      | $500100.00    | 0.10%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ONGC Videsh Vankorneft Pte. Ltd.                                 | ONGC Videsh Vankorneft Pte. Ltd.                                                | CUSIP: N/A<br>LEI: 254900FXH0X0S4UIS503       | Long             | DBT              | CORP              | SG        |    800000 | PA      | $797552.00    | 0.15%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                             | EURO                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        19 | OU      | $22.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                            | Bioceanico Sovereign Certificate Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    620187 | PA      | $506227.54    | 0.10%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                              | Cosan Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 222100ZY943WERK7RZ38       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $195626.00    | 0.04%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                  | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    304964 | PA      | $315643.80    | 0.06%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd.                                   | Lima Metro Line 2 Finance Ltd.                                                  | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |    344129 | PA      | $333391.72    | 0.06%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd.                                         | Rutas 2 & 7 Finance Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    806666 | PA      | $610291.60    | 0.12%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                         | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   2903170 | PA      | $2903170.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Acu Petroleo Luxembourg Sarl                                     | Acu Petroleo Luxembourg Sarl                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    221049 | PA      | $225250.89    | 0.04%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC Sarl                                   | Chile Electricity Lux MPC Sarl                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LU        |    358000 | PA      | $375115.98    | 0.07%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CSN Resources SA                                                 | CSN Resources SA                                                                | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $471246.00    | 0.09%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tierra Mojada Luxembourg II Sarl                                 | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |    168684 | PA      | $165808.24    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte Sarl                                                 | Guara Norte Sarl                                                                | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |    147330 | PA      | $143794.08    | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                              | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    360000 | PA      | $358988.40    | 0.07%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                               | Millicom International Cellular SA                                              | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |    360000 | PA      | $361260.00    | 0.07%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Movida Europe SA                                                 | Movida Europe SA                                                                | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $378600.00    | 0.07%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                         | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $309876.00    | 0.06%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Simpar Europe SA                                                 | Simpar Europe SA                                                                | CUSIP: N/A<br>LEI: 54930068BSUST41D5C30       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $160302.00    | 0.03%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ultrapar International SA                                        | Ultrapar International SA                                                       | CUSIP: N/A<br>LEI: 222100CXHWBP3H3SK244       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199134.00    | 0.04%             | 2026-10-06      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                             | Unigel Luxembourg SA                                                            | CUSIP: N/A<br>LEI: 213800Y16R77O7LH7X62       | Long             | DBT              | CORP              | LU        |     31056 | PA      | $21441.06     | 0.00%             | 2027-12-31      | Variable      | 13.50%                | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                  | MV24 Capital BV                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    416418 | PA      | $413061.67    | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                              | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    575360 | PA      | $572661.56    | 0.11%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                   | Mong Duong Finance Holdings BV                                                  | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |    289691 | PA      | $287066.87    | 0.06%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Unigel Netherlands Holding Corp. BV                              | Unigel Netherlands Holding Corp. BV                                             | CUSIP: N/A<br>LEI: 213800UOXJTQ82DWTJ78       | Long             | DBT              | CORP              | NL        |    131402 | PA      | $2956.55      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    198101 | PA      | $208105.60    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Industrial SA                                              | Banco Industrial SA                                                             | CUSIP: N/A<br>LEI: 529900GF99QF67JEQU85       | Long             | DBT              | CORP              | GT        |    500000 | PA      | $496700.00    | 0.10%             | 2031-01-29      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cencosud SA                                                      | Cencosud SA                                                                     | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |    600000 | PA      | $600000.00    | 0.12%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CAP SA                                                           | CAP SA                                                                          | CUSIP: N/A<br>LEI: 54930079GPG23NTBB003       | Long             | DBT              | CORP              | CL        |    300000 | PA      | $246093.00    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                          | Cometa Energia SA de CV                                                         | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |    147000 | PA      | $153931.05    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                 | Comision Federal de Electricidad                                                | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197720.00    | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                               | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |    700000 | PA      | $664781.25    | 0.13%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic Government Bond                               | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $303000.00    | 0.06%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic Government Bond                               | Dominican Republic Government Bond                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $303450.00    | 0.06%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Empresa Electrica Angamos SA                                     | Empresa Electrica Angamos SA                                                    | CUSIP: N/A<br>LEI: 529900PQ7VWZL30RZ733       | Long             | DBT              | CORP              | CL        |     60800 | PA      | $54337.57     | 0.01%             | 2029-05-25      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fermaca Enterprises S de RL de CV                                | Fermaca Enterprises S de RL de CV                                               | CUSIP: N/A<br>LEI: 549300HYMZDEHWD3X752       | Long             | DBT              | CORP              | MX        |    368835 | PA      | $374599.91    | 0.07%             | 2038-03-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fideicomiso PA Pacifico Tres                                     | Fideicomiso PA Pacifico Tres                                                    | CUSIP: N/A<br>LEI: 549300HPHEJ3B6YD5H05       | Long             | DBT              | CORP              | CO        |    160900 | PA      | $167791.35    | 0.03%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNL Quintero SA                                                  | GNL Quintero SA                                                                 | CUSIP: N/A<br>LEI: 549300JJJIQXE6E1QY27       | Long             | DBT              | CORP              | CL        |    376640 | PA      | $376877.28    | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $200438.00    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    500000 | PA      | $496500.00    | 0.10%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                           | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $302625.00    | 0.06%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| InRetail Consumer                                                | InRetail Consumer                                                               | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    600000 | PA      | $581658.00    | 0.11%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Intercorp Financial Services, Inc.                               | Intercorp Financial Services, Inc.                                              | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | DBT              | CORP              | PA        |    300000 | PA      | $297831.63    | 0.06%             | 2027-10-19      | Fixed         | 4.12%                 | 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        |    200000 | PA      | $173376.00    | 0.03%             | 2042-09-19      | Fixed         | 6.75%                 | 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        |    200000 | PA      | $155106.00    | 0.03%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Mexico Generadora de Energia S de rl                             | Mexico Generadora de Energia S de rl                                            | CUSIP: N/A<br>LEI: 635400GBINBYW1VUAD14       | Long             | DBT              | CORP              | MX        |    519620 | PA      | $528120.98    | 0.10%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mexico City Airport Trust                                        | Mexico City Airport Trust                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    300000 | PA      | $293064.00    | 0.06%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Minsur SA                                                        | Minsur SA                                                                       | CUSIP: N/A<br>LEI: 254900C69MVC7SXO2G61       | Long             | DBT              | CORP              | PE        |    400000 | PA      | $382260.00    | 0.07%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                            | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    543000 | PA      | $545986.50    | 0.10%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                     | Peru LNG Srl                                                                    | CUSIP: N/A<br>LEI: 254900F70J1LOALV5K70       | Long             | DBT              | CORP              | PE        |    450060 | PA      | $434105.37    | 0.08%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Prumo Participacoes e Investimentos S/A                          | Prumo Participacoes e Investimentos S/A                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |    675433 | PA      | $691244.90    | 0.13%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Transelec SA                                                     | Transelec SA                                                                    | CUSIP: N/A<br>LEI: 549300DPF7MAL5F6CR86       | Long             | DBT              | CORP              | CL        |    500000 | PA      | $488437.50    | 0.09%             | 2029-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                | Empresas Publicas de Medellin ESP                                               | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $364824.00    | 0.07%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wipro IT Services LLC                                            | Wipro IT Services LLC                                                           | CUSIP: N/A<br>LEI: 549300S6XZZ65F0EJS98       | Long             | DBT              | CORP              | US        |    200000 | PA      | $197416.00    | 0.04%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-6CB, Class 2A10                             | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1614726 | PA      | $584466.52    | 0.11%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Loan Trust                                        | RBSGC Mortgage Loan Trust, Series 2005-A, Class 3A                              | CUSIP: 74927UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380958 | PA      | $472057.44    | 0.09%             | 2035-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                      | Digicel Group Holdings Ltd., Series 2B14                                        | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     14052 | PA      | $494.43       | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2018-RIVR, Class C                   | CUSIP: 36255WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272000 | PA      | $2720.00      | 0.00%             | 2035-07-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                             | Unigel Luxembourg SA                                                            | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     25841 | PA      | $3230.13      | 0.00%             | 2028-12-31      | Variable      | 11.00%                | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                             | Unigel Luxembourg SA                                                            | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     22114 | PA      | $15267.51     | 0.00%             | 2027-12-31      | Variable      | 13.50%                | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                             | Unigel Luxembourg SA                                                            | CUSIP: N/A<br>LEI: 213800Y16R77O7LH7X62       | Long             | DBT              | CORP              | LU        |    111125 | PA      | $13890.63     | 0.00%             | 2028-12-31      | Variable      | 11.00%                | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                         | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193750.00    | 0.04%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd.                         | Adani Ports & Special Economic Zone Ltd.                                        | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |    200000 | PA      | $177400.00    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| JSW Infrastructure Ltd.                                          | JSW Infrastructure Ltd.                                                         | CUSIP: N/A<br>LEI: 3358003E3YFK92C9WX80       | Long             | DBT              | CORP              | IN        |    400000 | PA      | $399500.00    | 0.08%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                            | JSW Hydro Energy Ltd.                                                           | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |    556000 | PA      | $518122.50    | 0.10%             | 2031-05-18      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MISC Capital Two Labuan Ltd.                                     | MISC Capital Two Labuan Ltd.                                                    | CUSIP: N/A<br>LEI: 9845000ED8376T875113       | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198592.00    | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Reliance Industries Ltd.                                         | Reliance Industries Ltd.                                                        | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | DBT              | CORP              | IN        |    250000 | PA      | $247735.00    | 0.05%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer